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The training of modern deep learning neural network calls for large amounts of computation, which is often provided by GPUs or other specific accelerators. To scale out to achieve faster training speed, two update algorithms are mainly…
Inhomogeneities in the refractive index of a biological sample can introduce phase aberrationsin microscopy systems, severely impairing the quality of images. Adaptive optics can be employed to correct for phase aberrations and improve…
We provide the first theoretical analysis on the convergence rate of the asynchronous stochastic variance reduced gradient (SVRG) descent algorithm on non-convex optimization. Recent studies have shown that the asynchronous stochastic…
We study the Stochastic Gradient Descent (SGD) method in nonconvex optimization problems from the point of view of approximating diffusion processes. We prove rigorously that the diffusion process can approximate the SGD algorithm weakly…
This paper investigates the stochastic optimization problem with a focus on developing scalable parallel algorithms for deep learning tasks. Our solution involves a reformation of the objective function for stochastic optimization in neural…
As we enter the era of TESS and JWST, instrumentation that can carry out radial velocity measurements of exoplanet systems is in high demand. We will address this demand by upgrading the UC Lick Observatory's 2.4-meter Automated Planet…
Focal plane wavefront sensing is an appealing technique to cophase multiple aperture telescopes. Phase diversity, operable with any aperture configuration or source extension, generally suffers from high computing load. In this Letter, we…
We describe and demonstrate the use of an adaptive wave front optimization scheme for enhancing the efficiency of adiabatic nanofocusing of surface plasmon polariton (SPP) waves along an ultrasharp conical gold taper. Adiabatic nanofocusing…
We develop an efficient stochastic variance reduced gradient descent algorithm to solve the affine rank minimization problem consists of finding a matrix of minimum rank from linear measurements. The proposed algorithm as a stochastic…
Under mild assumptions stochastic gradient methods asymptotically achieve an optimal rate of convergence if the arithmetic mean of all iterates is returned as an approximate optimal solution. However, in the absence of stochastic noise, the…
Stochastic gradient descent (SGD) and its variants are widely used and highly effective optimization methods in machine learning, especially for neural network training. By using a single datum or a small subset of the data, selected…
Stochastic Gradient Descent (SGD) has played a central role in machine learning. However, it requires a carefully hand-picked stepsize for fast convergence, which is notoriously tedious and time-consuming to tune. Over the last several…
We consider the setting where a master wants to run a distributed stochastic gradient descent (SGD) algorithm on $n$ workers, each having a subset of the data. Distributed SGD may suffer from the effect of stragglers, i.e., slow or…
Stochastic gradient descent (SGD) is a prevalent optimization technique for large-scale distributed machine learning. While SGD computation can be efficiently divided between multiple machines, communication typically becomes a bottleneck…
One of the most widely used methods for solving large-scale stochastic optimization problems is distributed asynchronous stochastic gradient descent (DASGD), a family of algorithms that result from parallelizing stochastic gradient descent…
With the fast development of deep learning, it has become common to learn big neural networks using massive training data. Asynchronous Stochastic Gradient Descent (ASGD) is widely adopted to fulfill this task for its efficiency, which is,…
The performance of stochastic gradient descent (SGD) depends critically on how learning rates are tuned and decreased over time. We propose a method to automatically adjust multiple learning rates so as to minimize the expected error at any…
In this paper, we introduce the tamed stochastic gradient descent method (TSGD) for optimization problems. Inspired by the tamed Euler scheme, which is a commonly used method within the context of stochastic differential equations, TSGD is…
In this paper, we revisit stochastic gradient descent (SGD) with AdaGrad-type preconditioning. Our contributions are twofold. First, we develop a unified convergence analysis of SGD with adaptive preconditioning under anisotropic or matrix…
We consider in this work a system of two stochastic differential equations named the perturbed compositional gradient flow. By introducing a separation of fast and slow scales of the two equations, we show that the limit of the slow motion…