Related papers: Mini-batch descent in semiflows
We study a fixed step-size noisy distributed gradient descent algorithm for solving optimization problems in which the objective is a finite sum of smooth but possibly non-convex functions. Random perturbations are introduced to the…
We propose a descent subgradient algorithm for minimizing a real function, assumed to be locally Lipschitz, but not necessarily smooth or convex. To find an effective descent direction, the Goldstein subdifferential is approximated through…
This paper concerns a new class of discontinuous dynamical systems for constrained optimization. These dynamics are particularly suited to solve nonlinear, non-convex problems in closed-loop with a physical system. Such approaches using…
In this paper, we propose a low-rank coordinate descent approach to structured semidefinite programming with diagonal constraints. The approach, which we call the Mixing method, is extremely simple to implement, has no free parameters, and…
Motivated by conforming finite element methods for elliptic problems of second order, we analyze the approximation of the gradient of a target function by continuous piecewise polynomial functions over a simplicial mesh. The main result is…
In this paper we propose a variant of the random coordinate descent method for solving linearly constrained convex optimization problems with composite objective functions. If the smooth part of the objective function has Lipschitz…
We study the mean curvature motion of a droplet flowing by mean curvature on a horizontal hyperplane with a possibly nonconstant prescribed contact angle. Using the minimizing movements method we show the existence of a weak evolution, and…
Shallow flow models are used for a large number of applications including weather forecasting, open channel hydraulics and simulation-based natural hazard assessment. In these applications the shallowness of the process motivates…
The construction of loss functions presents a major challenge in data-driven modeling involving weak-form operators in PDEs and gradient flows, particularly due to the need to select test functions appropriately. We address this challenge…
While much progress has been achieved over the last decades in neuro-inspired machine learning, there are still fundamental theoretical problems in gradient-based learning using combinations of neurons. These problems, such as saddle points…
A recent line of work has shown remarkable behaviors of the generalization error curves in simple learning models. Even the least-squares regression has shown atypical features such as the model-wise double descent, and further works have…
The paper looks at a scaled variant of the stochastic gradient descent algorithm for the matrix completion problem. Specifically, we propose a novel matrix-scaling of the partial derivatives that acts as an efficient preconditioning for the…
Modern deep neural network training is typically based on mini-batch stochastic gradient optimization. While the use of large mini-batches increases the available computational parallelism, small batch training has been shown to provide…
We consider gradient descent with constant stepsizes and derive exact worst-case convergence rates on the minimum gradient norm of the iterates. Our analysis covers all possible stepsizes and arbitrary upper/lower bounds on the curvature of…
We analyze the convergence rate of gradient flows on objective functions induced by Dropout and Dropconnect, when applying them to shallow linear Neural Networks (NNs) - which can also be viewed as doing matrix factorization using a…
The $L^2$ gradient flow of the Ginzburg-Landau free energy functional leads to the Allen Cahn equation that is widely used for modeling phase separation. Machine learning methods for solving the Allen-Cahn equation in its strong form suffer…
Choosing appropriate step sizes is critical for reducing the computational cost of training large-scale neural network models. Mini-batch sub-sampling (MBSS) is often employed for computational tractability. However, MBSS introduces a…
We give the first almost-linear total time algorithm for deciding if a flow of cost at most $F$ still exists in a directed graph, with edge costs and capacities, undergoing decremental updates, i.e., edge deletions, capacity decreases, and…
We present an improved analysis of mini-batched stochastic dual coordinate ascent for regularized empirical loss minimization (i.e. SVM and SVM-type objectives). Our analysis allows for flexible sampling schemes, including where data is…
Simulation-free methods for training continuous-time generative models construct probability paths that go between noise distributions and individual data samples. Recent works, such as Flow Matching, derived paths that are optimal for each…