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Adaptive Moment Estimation (Adam), which combines Adaptive Learning Rate and Momentum, would be the most popular stochastic optimizer for accelerating the training of deep neural networks. However, it is empirically known that Adam often…
In this paper, we study the problem of escaping from saddle points in smooth nonconvex optimization problems subject to a convex set $\mathcal{C}$. We propose a generic framework that yields convergence to a second-order stationary point of…
Stochastic gradient algorithms are the main focus of large-scale optimization problems and led to important successes in the recent advancement of the deep learning algorithms. The convergence of SGD depends on the careful choice of…
Stochastic gradient descent (\textsc{Sgd}) methods are the most powerful optimization tools in training machine learning and deep learning models. Moreover, acceleration (a.k.a. momentum) methods and diagonal scaling (a.k.a. adaptive…
In this paper, we propose a variant of Riemannian stochastic recursive gradient method that can achieve second-order convergence guarantee and escape saddle points using simple perturbation. The idea is to perturb the iterates when gradient…
Loss of trainability refers to a phenomenon in continual learning where parameter updates no longer make progress on the optimization objective, so accuracy stalls or degrades as the learning problem changes over time. In this paper, we…
Modern Large Language Model (LLM) training is fundamentally bottlenecked by pathologically flat saddle points in extreme high-dimensional landscapes. Motivated by this challenge, we analyze the saddle-point escape dynamics of the emerging…
We propose novel randomized optimization methods for high-dimensional convex problems based on restrictions of variables to random subspaces. We consider oblivious and data-adaptive subspaces and study their approximation properties via…
Recently, saddle point problems have received much attention due to their powerful modeling capability for a lot of problems from diverse domains. Applications of these problems occur in many applied areas, such as robust optimization,…
Large-scale non-convex optimization problems are expensive to solve due to computational and memory costs. To reduce the costs, first-order (computationally efficient) and asynchronous-parallel (memory efficient) algorithms are necessary to…
Recently, the problem of local minima in very high dimensional non-convex optimization has been challenged and the problem of saddle points has been introduced. This paper introduces a dynamic type of normalization that forces the system to…
In this work, we analyze the global convergence property of coordinate gradient descent with random choice of coordinates and stepsizes for non-convex optimization problems. Under generic assumptions, we prove that the algorithm iterate…
Without randomization, escaping the saddle points of $f \colon \mathbb{R}^d \to \mathbb{R}$ requires at least $\Omega(d)$ pieces of information about $f$ (values, gradients, Hessian-vector products). With randomization, this can be reduced…
Many high-dimensional optimisation problems exhibit rich geometric structures in their set of minimisers, often forming smooth manifolds due to over-parametrisation or symmetries. When this structure is known, at least locally, it can be…
Distributed nonconvex optimization underpins key functionalities of numerous distributed systems, ranging from power systems, smart buildings, cooperative robots, vehicle networks to sensor networks. Recently, it has also merged as a…
Optimizing non-convex functions is of primary importance in the vast majority of machine learning algorithms. Even though many gradient descent based algorithms have been studied, successive convex approximation based algorithms have been…
Training deep neural network is a high dimensional and a highly non-convex optimization problem. Stochastic gradient descent (SGD) algorithm and it's variations are the current state-of-the-art solvers for this task. However, due to…
Adaptive optimizers can reduce to normalized steepest descent (NSD) when only adapting to the current gradient, suggesting a close connection between the two algorithmic families. A key distinction between their analyses, however, lies in…
Stochastic gradient algorithms have been the main focus of large-scale learning problems and they led to important successes in machine learning. The convergence of SGD depends on the careful choice of learning rate and the amount of the…
We consider a generic convex-concave saddle point problem with separable structure, a form that covers a wide-ranged machine learning applications. Under this problem structure, we follow the framework of primal-dual updates for saddle…