Related papers: Alignment of three mirror anastigmat telescopes us…
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…
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…
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…
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…
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…
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…
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…
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.…
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…
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…
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…
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)…
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…
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…
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…
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…
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…
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…
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…
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…