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In this paper, we study the convergence properties of the Stochastic Gradient Descent (SGD) method for finding a stationary point of a given objective function $J(\cdot)$. The objective function is not required to be convex. Rather, our…

Machine Learning · Statistics 2024-09-24 Rajeeva L. Karandikar , M. Vidyasagar

This paper revisits the convergence of Stochastic Mirror Descent (SMD) in the contemporary nonconvex optimization setting. Existing results for batch-free nonconvex SMD restrict the choice of the distance generating function (DGF) to be…

Optimization and Control · Mathematics 2024-02-28 Ilyas Fatkhullin , Niao He

Saddle point problems, ubiquitous in optimization, extend beyond game theory to diverse domains like power networks and reinforcement learning. This paper presents novel approaches to tackle saddle point problem, with a focus on…

Optimization and Control · Mathematics 2024-04-09 Anik Kumar Paul , Arun D Mahindrakar , Rachel K Kalaimani

Scalable algorithms of posterior approximation allow Bayesian nonparametrics such as Dirichlet process mixture to scale up to larger dataset at fractional cost. Recent algorithms, notably the stochastic variational inference performs local…

Machine Learning · Computer Science 2025-02-25 Kart-Leong Lim , Xudong Jiang

An adaptive optics system with a single deformable mirror is being implemented on the THEMIS 90cm solar telescope. This system is designed to operate in the visible and is required to be as robust as possible in order to deliver the best…

Instrumentation and Methods for Astrophysics · Physics 2021-01-11 Michel Tallon , Éric Thiébaut , Maud Langlois , Bernard Gelly , Richard Douet , Clémentine Béchet , Loïc Denis , Gil Moretto

We describe the optical alignment method for the Prime-focus Infrared Microlensing Experiment (PRIME) telescope which is a prime-focus near-infrared (NIR) telescope with a wide field of view for the microlensing planet survey toward the…

Instrumentation and Methods for Astrophysics · Physics 2023-05-22 Hibiki Yama , Daisuke Suzuki , Shota Miyazaki , Andrew Rakich , Tsubasa Yamawaki , Rintaro Kirikawa , Iona Kondo , Yuki Hirao , Naoki Koshimoto , Takahiro Sumi

In this paper, we develop a unified convergence analysis framework for the Accelerated Smoothed GAp ReDuction algorithm (ASGARD) introduced in [20, Tran-Dinh et al, 2015] Unlike[20], the new analysis covers three settings in a single…

Optimization and Control · Mathematics 2021-06-16 Quoc Tran-Dinh

We investigate the stochastic gradient descent (SGD) method where the step size lies within a banded region instead of being given by a fixed formula. The optimal convergence rate under mild conditions and large initial step size is proved.…

Optimization and Control · Mathematics 2023-04-10 Xiaoyu Wang , Ya-xiang Yuan

Several telescopes include large Deformable Mirrors (DM) located directly inside the telescope. These adaptive telescopes trigger new constraints for the calibration of the Adaptive Optics (AO) systems as they usually offer no access to an…

Instrumentation and Methods for Astrophysics · Physics 2019-01-10 C. T. Heritier , S. Esposito , T. Fusco , B. Neichel , S. Oberti , R. Briguglio , G. Agapito , A. Puglisi , E. Pinna , P. -Y. Madec

We present a convergence rate analysis for biased stochastic gradient descent (SGD), where individual gradient updates are corrupted by computation errors. We develop stochastic quadratic constraints to formulate a small linear matrix…

Optimization and Control · Mathematics 2020-03-31 Bin Hu , Peter Seiler , Laurent Lessard

In this work we propose a new primal-dual algorithm with adaptive step-sizes. The stochastic primal-dual hybrid gradient (SPDHG) algorithm with constant step-sizes has become widely applied in large-scale convex optimization across many…

Optimization and Control · Mathematics 2023-12-05 Antonin Chambolle , Claire Delplancke , Matthias J. Ehrhardt , Carola-Bibiane Schönlieb , Junqi Tang

This paper presents a comprehensive study on the convergence rates of the stochastic gradient descent (SGD) algorithm when applied to overparameterized two-layer neural networks. Our approach combines the Neural Tangent Kernel (NTK)…

Machine Learning · Statistics 2024-07-11 Dinghao Cao , Zheng-Chu Guo , Lei Shi

We give a sharp convergence rate for the asynchronous stochastic gradient descent (ASGD) algorithms when the loss function is a perturbed quadratic function based on the stochastic modified equations introduced in [An et al. Stochastic…

Numerical Analysis · Mathematics 2020-01-27 Yuhua Zhu , Lexing Ying

Deep neural networks (DNN) are typically optimized using stochastic gradient descent (SGD). However, the estimation of the gradient using stochastic samples tends to be noisy and unreliable, resulting in large gradient variance and bad…

Machine Learning · Computer Science 2021-05-18 Xingyi Yang

In this work, we investigate the idea of variance reduction by studying its properties with general adaptive mirror descent algorithms in nonsmooth nonconvex finite-sum optimization problems. We propose a simple yet generalized framework…

Machine Learning · Statistics 2022-10-18 Wenjie Li , Zhanyu Wang , Yichen Zhang , Guang Cheng

Stochastic Gradient Descent (SGD) is one of the simplest and most popular stochastic optimization methods. While it has already been theoretically studied for decades, the classical analysis usually required non-trivial smoothness…

Machine Learning · Computer Science 2013-01-01 Ohad Shamir , Tong Zhang

We present a new method to achieve high-contrast images using segmented and/or on-axis telescopes. Our approach relies on using two sequential Deformable Mirrors to compensate for the large amplitude excursions in the telescope aperture due…

Instrumentation and Methods for Astrophysics · Physics 2015-06-12 Laurent Pueyo , Colin Norman

Astronomical telescopes suffer from a tradeoff between field of view (FoV) and image resolution: increasing the FoV leads to an optical field that is under-sampled by the science camera. This work presents a novel computational imaging…

Instrumentation and Methods for Astrophysics · Physics 2025-08-07 Robin Swanson , Esther Y. H. Lin , Masen Lamb , Suresh Sivanandam , Kiriakos N. Kutulakos

We present a promising approach to the extremely fast sensing and correction of small wavefront errors in adaptive optics systems. As our algorithm's computational complexity is roughly proportional to the number of actuators, it is…

Instrumentation and Methods for Astrophysics · Physics 2016-11-26 Christoph U. Keller , Visa Korkiakoski , Niek Doelman , Rufus Fraanje , Raluca Andrei , Michel Verhaegen

In the paper, we propose a class of efficient adaptive bilevel methods based on mirror descent for nonconvex bilevel optimization, where its upper-level problem is nonconvex possibly with nonsmooth regularization, and its lower-level…

Optimization and Control · Mathematics 2023-11-21 Feihu Huang