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Stochastic coordinate descent algorithms are efficient methods in which each iterate is obtained by fixing most coordinates at their values from the current iteration, and approximately minimizing the objective with respect to the remaining…

Machine Learning · Statistics 2025-04-02 Eméric Gbaguidi

We consider convex optimization problems with a possibly nonsmooth objective function in the form of a mathematical expectation. The proposed framework (AN-SPS) employs Sample Average Approximations (SAA) to approximate the objective…

Optimization and Control · Mathematics 2024-10-31 Nataša Krklec Jerinkić , Tijana Ostojić

The state-of-art seismic imaging techniques treat inversion tasks such as FWI and LSRTM as PDE-constrained optimization problems. Due to the large-scale nature, gradient-based optimization algorithms are preferred in practice to update the…

Numerical Analysis · Mathematics 2020-11-16 Yunan Yang

We propose an efficient algorithm for the generalized sparse coding (SC) inference problem. The proposed framework applies to both the single dictionary setting, where each data point is represented as a sparse combination of the columns of…

Machine Learning · Computer Science 2019-06-10 Benjamin Cowen , Apoorva Nandini Saridena , Anna Choromanska

Mini-batch sub-sampling (MBSS) is favored in deep neural network training to reduce the computational cost. Still, it introduces an inherent sampling error, making the selection of appropriate learning rates challenging. The sampling errors…

Machine Learning · Statistics 2021-05-25 Younghwan Chae , Daniel N. Wilke , Dominic Kafka

A framework previously introduced in [3] for solving a sequence of stochastic optimization problems with bounded changes in the minimizers is extended and applied to machine learning problems such as regression and classification. The…

Machine Learning · Computer Science 2019-04-08 Craig Wilson , Yuheng Bu , Venugopal Veeravalli

Advantage learning (AL) aims to improve the robustness of value-based reinforcement learning against estimation errors with action-gap-based regularization. Unfortunately, the method tends to be unstable in the case of function…

Machine Learning · Computer Science 2022-03-22 Yaozhong Gan , Zhe Zhang , Xiaoyang Tan

Existing learning rate schedules that do not require specification of the optimization stopping step T are greatly out-performed by learning rate schedules that depend on T. We propose an approach that avoids the need for this stopping time…

Machine Learning · Computer Science 2024-10-31 Aaron Defazio , Xingyu Alice Yang , Harsh Mehta , Konstantin Mishchenko , Ahmed Khaled , Ashok Cutkosky

Harnessing pre-trained LLMs to improve ASR systems, particularly for low-resource languages, is now an emerging area of research. Existing methods range from using LLMs for ASR error correction to tightly coupled systems that replace the…

Computation and Language · Computer Science 2024-08-30 Ashish Mittal , Darshan Prabhu , Sunita Sarawagi , Preethi Jyothi

Search methods based on Pretrained Language Models (PLM) have demonstrated great effectiveness gains compared to statistical and early neural ranking models. However, fine-tuning PLM-based rankers requires a great amount of annotated…

Information Retrieval · Computer Science 2023-09-13 Sophia Althammer , Guido Zuccon , Sebastian Hofstätter , Suzan Verberne , Allan Hanbury

With the growing importance of large network models and enormous training datasets, GPUs have become increasingly necessary to train neural networks. This is largely because conventional optimization algorithms rely on stochastic gradient…

Machine Learning · Computer Science 2016-05-09 Gavin Taylor , Ryan Burmeister , Zheng Xu , Bharat Singh , Ankit Patel , Tom Goldstein

In this paper, we propose a StochAstic Recursive grAdient algoritHm (SARAH), as well as its practical variant SARAH+, as a novel approach to the finite-sum minimization problems. Different from the vanilla SGD and other modern stochastic…

Machine Learning · Statistics 2017-09-08 Lam M. Nguyen , Jie Liu , Katya Scheinberg , Martin Takáč

High-dimensional classification has become an increasingly important problem. In this paper we propose a "Multivariate Adaptive Stochastic Search" (MASS) approach which first reduces the dimension of the data space and then applies a…

Applications · Statistics 2010-10-08 Tian Siva Tian , Gareth M. James , Rand R. Wilcox

Non-linear least squares solvers are used across a broad range of offline and real-time model fitting problems. Most improvements of the basic Gauss-Newton algorithm tackle convergence guarantees or leverage the sparsity of the underlying…

Computer Vision and Pattern Recognition · Computer Science 2020-10-22 Huu Le , Christopher Zach , Edward Rosten , Oliver J. Woodford

Adaptive gradient methods have become popular in optimizing deep neural networks; recent examples include AdaGrad and Adam. Although Adam usually converges faster, variations of Adam, for instance, the AdaBelief algorithm, have been…

Machine Learning · Computer Science 2024-10-29 Kushal Chakrabarti , Nikhil Chopra

We consider stochastic optimization problems where data is drawn from a Markov chain. Existing methods for this setting crucially rely on knowing the mixing time of the chain, which in real-world applications is usually unknown. We propose…

Machine Learning · Computer Science 2023-07-14 Ron Dorfman , Kfir Y. Levy

Optimization algorithms such as AdaGrad and Adam have significantly advanced the training of deep models by dynamically adjusting the learning rate during the optimization process. However, adhoc tuning of learning rates poses a challenge,…

Machine Learning · Computer Science 2024-12-30 Yuanzhe Tao , Huizhuo Yuan , Xun Zhou , Yuan Cao , Quanquan Gu

We consider the Quantum Natural Gradient Descent (QNGD) scheme which was recently proposed to train variational quantum algorithms. QNGD is Steepest Gradient Descent (SGD) operating on the complex projective space equipped with the…

Quantum Physics · Physics 2022-11-02 Touheed Anwar Atif , Uchenna Chukwu , Jesse Berwald , Raouf Dridi

Learning rate adaptation is a popular topic in machine learning. Gradient Descent trains neural nerwork with a fixed learning rate. Learning rate adaptation is proposed to accelerate the training process through adjusting the step size in…

Machine Learning · Computer Science 2022-10-20 Bozhou Chen , Hongzhi Wang , Chenmin Ba

Large Language Models (LLMs) offer promising capabilities for tackling complex reasoning tasks, including optimization problems. However, existing methods either rely on prompt engineering, which leads to poor generalization across problem…

Machine Learning · Computer Science 2025-10-23 Dong Li , Xujiang Zhao , Linlin Yu , Yanchi Liu , Wei Cheng , Zhengzhang Chen , Zhong Chen , Feng Chen , Chen Zhao , Haifeng Chen
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