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Tuning hyperparameters of learning algorithms is hard because gradients are usually unavailable. We compute exact gradients of cross-validation performance with respect to all hyperparameters by chaining derivatives backwards through the…

Machine Learning · Statistics 2015-04-03 Dougal Maclaurin , David Duvenaud , Ryan P. Adams

This work focuses on the behavior of stochastic gradient descent (SGD) in solving least-squares regression with physics-informed neural networks (PINNs). Past work on this topic has been based on the over-parameterization regime, whose…

Machine Learning · Computer Science 2025-07-23 Zhihan Zeng , Yiqi Gu

Gradient clipping is commonly used in training deep neural networks partly due to its practicability in relieving the exploding gradient problem. Recently, \citet{zhang2019gradient} show that clipped (stochastic) Gradient Descent (GD)…

Machine Learning · Computer Science 2020-10-30 Bohang Zhang , Jikai Jin , Cong Fang , Liwei Wang

Iterative differential approximation methods that rely upon backpropagation have enabled the optimization of neural networks; however, at present, they remain computationally expensive, especially when training models at scale. In this…

Machine Learning · Computer Science 2023-11-14 Jake Ryland Williams , Haoran Zhao

Physics-informed deep learning has emerged as a promising alternative for solving partial differential equations. However, for complex problems, training these networks can still be challenging, often resulting in unsatisfactory accuracy…

Machine Learning · Computer Science 2025-09-18 Wenqian Chen , Amanda A. Howard , Panos Stinis

Variational Physics-Informed Neural Networks (VPINNs) utilize a variational loss function to solve partial differential equations, mirroring Finite Element Analysis techniques. Traditional hp-VPINNs, while effective for high-frequency…

Machine Learning · Computer Science 2024-04-19 Thivin Anandh , Divij Ghose , Himanshu Jain , Sashikumaar Ganesan

Most existing neural network-based approaches for solving stochastic optimal control problems using the associated backward dynamic programming principle rely on the ability to simulate the underlying state variables. However, in some…

Machine Learning · Statistics 2024-01-30 Christian Yeo

Gradient based optimization methods are the established state-of-the-art paradigm to study strongly entangled quantum systems in two dimensions with Projected Entangled Pair States. However, the key ingredient, the gradient itself, has…

Quantum Physics · Physics 2025-04-15 Anna Francuz , Norbert Schuch , Bram Vanhecke

We propose randomized subspace gradient methods for high-dimensional constrained optimization. While there have been similarly purposed studies on unconstrained optimization problems, there have been few on constrained optimization problems…

Optimization and Control · Mathematics 2023-07-10 Ryota Nozawa , Pierre-Louis Poirion , Akiko Takeda

We propose an inexact variable-metric proximal point algorithm to accelerate gradient-based optimization algorithms. The proposed scheme, called QNing can be notably applied to incremental first-order methods such as the stochastic…

Machine Learning · Statistics 2019-01-30 Hongzhou Lin , Julien Mairal , Zaid Harchaoui

We propose a fast second-order method that can be used as a drop-in replacement for current deep learning solvers. Compared to stochastic gradient descent (SGD), it only requires two additional forward-mode automatic differentiation…

Machine Learning · Computer Science 2018-05-22 João F. Henriques , Sebastien Ehrhardt , Samuel Albanie , Andrea Vedaldi

We propose a new technique that boosts the convergence of training generative adversarial networks. Generally, the rate of training deep models reduces severely after multiple iterations. A key reason for this phenomenon is that a deep…

Machine Learning · Statistics 2018-06-15 Atsushi Nitanda , Taiji Suzuki

In this work we propose a framework for improving the performance of any deep neural network that may suffer from vanishing gradients. To address the vanishing gradient issue, we study a framework, where we insert an intermediate output…

Computer Vision and Pattern Recognition · Computer Science 2019-05-31 Yi Zhou , Yue Bai , Shuvra S. Bhattacharyya , Heikki Huttunen

Physics-informed deep learning often faces optimization challenges due to the complexity of solving partial differential equations (PDEs), which involve exploring large solution spaces, require numerous iterations, and can lead to unstable…

State-of-the-art training algorithms for deep learning models are based on stochastic gradient descent (SGD). Recently, many variations have been explored: perturbing parameters for better accuracy (such as in Extragradient), limiting SGD…

Machine Learning · Computer Science 2022-03-23 Amirkeivan Mohtashami , Martin Jaggi , Sebastian U. Stich

In this work, we propose a new deep learning-based scheme for solving high dimensional nonlinear backward stochastic differential equations (BSDEs). The idea is to reformulate the problem as a global optimization, where the local loss…

Numerical Analysis · Mathematics 2024-04-18 Lorenc Kapllani , Long Teng

Recurrent Neural Networks (RNNs) produce state-of-art performance on many machine learning tasks but their demand on resources in terms of memory and computational power are often high. Therefore, there is a great interest in optimizing the…

Neural and Evolutionary Computing · Computer Science 2017-02-28 Joachim Ott , Zhouhan Lin , Ying Zhang , Shih-Chii Liu , Yoshua Bengio

Gradient-free optimizers allow for tackling problems regardless of the smoothness or differentiability of their objective function, but they require many more iterations to converge when compared to gradient-based algorithms. This has made…

Machine Learning · Computer Science 2024-09-24 Gawel Kus , Miguel A. Bessa

We present an efficient deep learning technique for the model reduction of the Navier-Stokes equations for unsteady flow problems. The proposed technique relies on the Convolutional Neural Network (CNN) and the stochastic gradient descent…

Fluid Dynamics · Physics 2018-08-16 Tharindu P. Miyanawala , Rajeev K. Jaiman

Two aspects of neural networks that have been extensively studied in the recent literature are their function approximation properties and their training by gradient descent methods. The approximation problem seeks accurate approximations…

Machine Learning · Computer Science 2022-09-20 R. Gentile , G. Welper