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Approximating Stochastic Gradient Descent (SGD) as a Stochastic Differential Equation (SDE) has allowed researchers to enjoy the benefits of studying a continuous optimization trajectory while carefully preserving the stochasticity of SGD.…
In deep learning, stochastic gradient descent (SGD) and its momentum-based variants are widely used for optimization. However, the internal dynamics of these methods remain underexplored. In this paper, we analyze gradient behavior through…
Motivated by penalized likelihood maximization in complex models, we study optimization problems where neither the function to optimize nor its gradient have an explicit expression, but its gradient can be approximated by a Monte Carlo…
We consider stochastic gradient methods under the interpolation regime where a perfect fit can be obtained (minimum loss at each observation). While previous work highlighted the implicit regularization of such algorithms, we consider an…
Stochastic gradient descent~(SGD) and its variants have become more and more popular in machine learning due to their efficiency and effectiveness. To handle large-scale problems, researchers have recently proposed several parallel SGD…
One of the major limitations of adaptive optics (AO) corrected image post-processing is the lack of knowledge on the system point spread function (PSF). The PSF is not always available as a direct imaging on isolated point like objects such…
We develop a gradient-like algorithm to minimize a sum of peer objective functions based on coordination through a peer interconnection network. The coordination admits two stages: the first is to constitute a gradient, possibly with…
Stochastic gradient descent (SGD) still is the workhorse for many practical problems. However, it converges slow, and can be difficult to tune. It is possible to precondition SGD to accelerate its convergence remarkably. But many attempts…
Stochastic gradient descent (SGD) is a foundational algorithm for large-scale statistical learning and stochastic optimization. However, statistical inference based on SGD iterates remains challenging when stochastic gradients have infinite…
We aim to make stochastic gradient descent (SGD) adaptive to (i) the noise $\sigma^2$ in the stochastic gradients and (ii) problem-dependent constants. When minimizing smooth, strongly-convex functions with condition number $\kappa$, we…
Asynchronous stochastic gradient methods are central to scalable distributed optimization, particularly when devices differ in computational capabilities. Such settings arise naturally in federated learning, where training takes place on…
The capability of the adaptive optics to correct for the segmentation error is analyzed in terms of the residual wavefront RMS and the power spectral density of the phase. The analytical model and the end-to-end simulation give…
As the size of models and datasets grows, it has become increasingly common to train models in parallel. However, existing distributed stochastic gradient descent (SGD) algorithms suffer from insufficient utilization of computational…
We propose an accelerated forward-backward method with fast convergence rate for finding a minimizer of a decomposable nonsmooth convex function over a closed convex set, and name it smoothing accelerated proximal gradient (SAPG) algorithm.…
Stochastic gradient descent (SGD) has been a go-to algorithm for nonconvex stochastic optimization problems arising in machine learning. Its theory however often requires a strong framework to guarantee convergence properties. We hereby…
In this work, we describe a generic approach to show convergence with high probability for both stochastic convex and non-convex optimization with sub-Gaussian noise. In previous works for convex optimization, either the convergence is only…
In this paper, we examine the convergence of mirror descent in a class of stochastic optimization problems that are not necessarily convex (or even quasi-convex), and which we call variationally coherent. Since the standard technique of…
Asynchronous stochastic gradient descent (ASGD) is a standard way to exploit heterogeneous compute resources in distributed learning: instead of forcing fast workers to wait for slow ones, the server updates the model whenever a gradient…
In this paper, we improve upon our previous work[24,22] and establish convergence bounds on the objective function values of approximate proximal-gradient descent (AxPGD), approximate accelerated proximal-gradient descent (AxAPGD) and…
Context. The knowledge of the point-spread function compensated by adaptive optics is of prime importance in several image restoration techniques such as deconvolution and astrometric/photometric algorithms. Wavefront-related data from the…