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We derive a stochastic gradient algorithm for semidefinite optimization using randomization techniques. The algorithm uses subsampling to reduce the computational cost of each iteration and the subsampling ratio explicitly controls…

Optimization and Control · Mathematics 2011-08-30 Alexandre d'Aspremont

The goal of this tutorial is to introduce key models, algorithms, and open questions related to the use of optimization methods for solving problems arising in machine learning. It is written with an INFORMS audience in mind, specifically…

Machine Learning · Statistics 2017-07-03 Frank E. Curtis , Katya Scheinberg

The performance of deep neural networks, such as Deep Belief Networks formed by Restricted Boltzmann Machines (RBMs), strongly depends on their training, which is the process of adjusting their parameters. This process can be posed as an…

Neural and Evolutionary Computing · Computer Science 2019-07-16 S. Ivvan Valdez , Alfonso Rojas-Domínguez

Although deep learning has produced dazzling successes for applications of image, speech, and video processing in the past few years, most trainings are with suboptimal hyper-parameters, requiring unnecessarily long training times. Setting…

Machine Learning · Computer Science 2018-04-25 Leslie N. Smith

Backpropagation with gradient descent is a common optimization strategy employed by most neural network architectures in machine learning. However, finding optimal hyperparameters to guide training has proven challenging. While it is widely…

Machine Learning · Computer Science 2026-05-20 Vy Bui , Hang Yu , Karthik Kantipudi , Ziv Yaniv , Stefan Jaeger

Many hyperparameter optimization (HyperOpt) methods assume restricted computing resources and mainly focus on enhancing performance. Here we propose a novel cloud-based HyperOpt (CHOPT) framework which can efficiently utilize shared…

Machine Learning · Computer Science 2018-10-17 Jinwoong Kim , Minkyu Kim , Heungseok Park , Ernar Kusdavletov , Dongjun Lee , Adrian Kim , Ji-Hoon Kim , Jung-Woo Ha , Nako Sung

This paper proposes a new optimization algorithm called Entropy-SGD for training deep neural networks that is motivated by the local geometry of the energy landscape. Local extrema with low generalization error have a large proportion of…

In continual learning, a learner has to keep learning from the data over its whole life time. A key issue is to decide what knowledge to keep and what knowledge to let go. In a neural network, this can be implemented by using a step-size…

Machine Learning · Computer Science 2024-02-01 Thomas Degris , Khurram Javed , Arsalan Sharifnassab , Yuxin Liu , Richard Sutton

It is typical for a machine learning system to have numerous hyperparameters that affect its learning rate and prediction quality. Finding a good combination of the hyperparameters is, however, a challenging job. This is mainly because…

Machine Learning · Computer Science 2019-08-08 Dobromir Marinov , Daniel Karapetyan

We consider the use of extreme learning machines (ELM) for computational partial differential equations (PDE). In ELM the hidden-layer coefficients in the neural network are assigned to random values generated on $[-R_m,R_m]$ and fixed,…

Computational Physics · Physics 2022-06-01 Suchuan Dong , Jielin Yang

The vast majority of successful deep neural networks are trained using variants of stochastic gradient descent (SGD) algorithms. Recent attempts to improve SGD can be broadly categorized into two approaches: (1) adaptive learning rate…

Machine Learning · Computer Science 2019-12-04 Michael R. Zhang , James Lucas , Geoffrey Hinton , Jimmy Ba

In this work, we introduce a learning model designed to meet the needs of applications in which computational resources are limited, and robustness and interpretability are prioritized. Learning problems can be formulated as constrained…

Systems and Control · Electrical Eng. & Systems 2025-09-26 Christos Mavridis , John Baras

Reinforcement learning (RL) has become a powerful paradigm for optimizing large language models (LLMs) to handle complex reasoning tasks. A core challenge in this process lies in managing policy entropy, which reflects the balance between…

Machine Learning · Computer Science 2026-04-24 Zhenpeng Su , Leiyu Pan , Minxuan Lv , Yuntao Li , Wenping Hu , Fuzheng Zhang , Kun Gai , Guorui Zhou

Deep Learning has revolutionized machine learning and artificial intelligence, achieving superhuman performance in several standard benchmarks. It is well-known that deep learning models are inefficient to train; they learn by processing…

Machine Learning · Computer Science 2021-12-03 Fartash Faghri

HyperParameter Optimization (HPO) aims at finding the best HyperParameters (HPs) of learning models, such as neural networks, in the fastest and most efficient way possible. Most recent HPO algorithms try to optimize HPs regardless of the…

Machine Learning · Computer Science 2023-04-11 Antoine Scardigli , Paul Fournier , Matteo Vilucchio , David Naccache

In this paper, we review hyperparameter optimization methods for machine learning models, with a particular focus on the Adaptive Tree-Structured Parzen Estimator (ATPE) algorithm. We propose several modifications to ATPE and assess their…

Machine Learning · Computer Science 2025-02-04 Szymon Sieradzki , Jacek Mańdziuk

Hyperparameter optimization is a challenging problem in developing deep neural networks. Decision of transfer layers and trainable layers is a major task for design of the transfer convolutional neural networks (CNN). Conventional transfer…

Neural and Evolutionary Computing · Computer Science 2021-03-08 Chen Li , JinZhe Jiang , YaQian Zhao , RenGang Li , EnDong Wang , Xin Zhang , Kun Zhao

Hyperparameter optimization is a ubiquitous challenge in machine learning, and the performance of a trained model depends crucially upon their effective selection. While a rich set of tools exist for this purpose, there are currently no…

Machine Learning · Statistics 2021-11-10 Shubhankar Mohapatra , Sajin Sasy , Xi He , Gautam Kamath , Om Thakkar

A hybrid evolutionary algorithm with importance sampling method is proposed for multi-dimensional optimization problems in this paper. In order to make use of the information provided in the search process, a set of visited solutions is…

Neural and Evolutionary Computing · Computer Science 2013-08-26 Guanghui Huang , Zhifeng Pan

Bayesian optimization (BO) is a popular methodology to tune the hyperparameters of expensive black-box functions. Traditionally, BO focuses on a single task at a time and is not designed to leverage information from related functions, such…

Machine Learning · Statistics 2021-04-20 David Salinas , Huibin Shen , Valerio Perrone
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