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We develop a new consensus-based distributed algorithm for solving learning problems with feature partitioning and non-smooth convex objective functions. Such learning problems are not separable, i.e., the associated objective functions…

Signal Processing · Electrical Eng. & Systems 2022-08-25 Cristiano Gratton , Naveen K. D. Venkategowda , Reza Arablouei , Stefan Werner

In this paper, we study efficient differentially private alternating direction methods of multipliers (ADMM) via gradient perturbation for many machine learning problems. For smooth convex loss functions with (non)-smooth regularization, we…

Machine Learning · Computer Science 2020-11-03 Tao Xu , Fanhua Shang , Yuanyuan Liu , Hongying Liu , Longjie Shen , Maoguo Gong

Heavy ball momentum is crucial in accelerating (stochastic) gradient-based optimization algorithms for machine learning. Existing heavy ball momentum is usually weighted by a uniform hyperparameter, which relies on excessive tuning.…

Machine Learning · Computer Science 2021-10-19 Tao Sun , Huaming Ling , Zuoqiang Shi , Dongsheng Li , Bao Wang

Mini-batch algorithms have been proposed as a way to speed-up stochastic convex optimization problems. We study how such algorithms can be improved using accelerated gradient methods. We provide a novel analysis, which shows how standard…

Machine Learning · Computer Science 2011-06-24 Andrew Cotter , Ohad Shamir , Nathan Srebro , Karthik Sridharan

First-order optimization methods, such as stochastic gradient descent (SGD) and its variants, are widely used in machine learning applications due to their simplicity and low per-iteration costs. However, they often require larger numbers…

Machine Learning · Computer Science 2020-02-05 Chih-Hao Fang , Sudhir B Kylasa , Fred Roosta , Michael W. Mahoney , Ananth Grama

In recent years, even though Stochastic Gradient Descent (SGD) and its variants are well-known for training neural networks, it suffers from limitations such as the lack of theoretical guarantees, vanishing gradients, and excessive…

Optimization and Control · Mathematics 2022-02-17 Junxiang Wang , Hongyi Li , Liang Zhao

Training deep neural networks with Stochastic Gradient Descent, or its variants, requires careful choice of both learning rate and batch size. While smaller batch sizes generally converge in fewer training epochs, larger batch sizes offer…

Machine Learning · Computer Science 2018-02-15 Aditya Devarakonda , Maxim Naumov , Michael Garland

Deep neural networks (DNNs) although achieving human-level performance in many domains, have very large model size that hinders their broader applications on edge computing devices. Extensive research work have been conducted on DNN model…

Machine Learning · Computer Science 2018-11-06 Shaokai Ye , Tianyun Zhang , Kaiqi Zhang , Jiayu Li , Kaidi Xu , Yunfei Yang , Fuxun Yu , Jian Tang , Makan Fardad , Sijia Liu , Xiang Chen , Xue Lin , Yanzhi Wang

We present a first-order method for solving constrained optimization problems. The method is derived from our previous work, a modified search direction method inspired by singular value decomposition. In this work, we simplify its…

Optimization and Control · Mathematics 2023-02-24 Long Chen , Kai-Uwe Bletzinger , Nicolas R. Gauger , Yinyu Ye

The parallel alternating direction method of multipliers (ADMM) algorithms have gained popularity in statistics and machine learning due to their efficient handling of large sample data problems. However, the parallel structure of these…

Statistics Theory · Mathematics 2024-04-11 Xiaofei Wu , Jiancheng Jiang , Zhimin Zhang

Currently, widely used first-order deep learning optimizers include non-adaptive learning rate optimizers and adaptive learning rate optimizers. The former is represented by SGDM (Stochastic Gradient Descent with Momentum), while the latter…

Machine Learning · Computer Science 2024-09-25 Honglin Qin , Hongye Zheng , Bingxing Wang , Zhizhong Wu , Bingyao Liu , Yuanfang Yang

This work presents a new method for online selection of multiple penalty parameters for the alternating direction method of multipliers (ADMM) algorithm applied to optimization problems with multiple constraints or functionals with block…

Image and Video Processing · Electrical Eng. & Systems 2026-04-21 Luke Lozenski , Michael T. McCann , Brendt Wohlberg

It is hard to train Recurrent Neural Network (RNN) with stable convergence and avoid gradient vanishing and exploding problems, as the weights in the recurrent unit are repeated from iteration to iteration. Moreover, RNN is sensitive to the…

Machine Learning · Computer Science 2022-03-29 Yu Tang , Zhigang Kan , Dequan Sun , Jingjing Xiao , Zhiquan Lai , Linbo Qiao , Dongsheng Li

Batch Normalization (BatchNorm) is a widely adopted technique that enables faster and more stable training of deep neural networks (DNNs). Despite its pervasiveness, the exact reasons for BatchNorm's effectiveness are still poorly…

Machine Learning · Statistics 2019-04-16 Shibani Santurkar , Dimitris Tsipras , Andrew Ilyas , Aleksander Madry

We propose a distributed optimization method for solving a distributed model predictive consensus problem. The goal is to design a distributed controller for a network of dynamical systems to optimize a coupled objective function while…

Optimization and Control · Mathematics 2012-12-07 Tyler H. Summers , John Lygeros

Machine learning algorithms aim to find patterns from observations, which may include some noise, especially in robotics domain. To perform well even with such noise, we expect them to be able to detect outliers and discard them when…

Machine Learning · Computer Science 2020-03-04 Wendyam Eric Lionel Ilboudo , Taisuke Kobayashi , Kenji Sugimoto

In this paper, we develop a symmetric accelerated stochastic Alternating Direction Method of Multipliers (SAS-ADMM) for solving separable convex optimization problems with linear constraints. The objective function is the sum of a possibly…

Optimization and Control · Mathematics 2021-12-21 Jianchao Bai , Deren Han , Hao Sun , Hongchao Zhang

Machine learning, especially deep neural networks, has been rapidly developed in fields including computer vision, speech recognition and reinforcement learning. Although Mini-batch SGD is one of the most popular stochastic optimization…

Machine Learning · Computer Science 2019-03-12 Xinyu Peng , Li Li , Fei-Yue Wang

We propose a mini-batching scheme for improving the theoretical complexity and practical performance of semi-stochastic gradient descent applied to the problem of minimizing a strongly convex composite function represented as the sum of an…

Machine Learning · Computer Science 2014-10-20 Jakub Konečný , Jie Liu , Peter Richtárik , Martin Takáč

Following the introduction of Adam, several novel adaptive optimizers for deep learning have been proposed. These optimizers typically excel in some tasks but may not outperform Adam uniformly across all tasks. In this work, we introduce…

Machine Learning · Computer Science 2024-06-18 Kaan Ozkara , Can Karakus , Parameswaran Raman , Mingyi Hong , Shoham Sabach , Branislav Kveton , Volkan Cevher