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We propose randomized subspace gradient methods for high-dimensional constrained optimization. While there have been similarly purposed studies on unconstrained optimization problems, there have been few on constrained optimization problems…

Optimization and Control · Mathematics 2023-07-10 Ryota Nozawa , Pierre-Louis Poirion , Akiko Takeda

The paradigm of differentiable programming has significantly enhanced the scope of machine learning via the judicious use of gradient-based optimization. However, standard differentiable programming methods (such as autodiff) typically…

Balancing convergence speed, generalization capability, and computational efficiency remains a core challenge in deep learning optimization. First-order gradient descent methods, epitomized by stochastic gradient descent (SGD) and Adam,…

Gradient-based methods successfully train highly overparameterized models in practice, even though the associated optimization problems are markedly nonconvex. Understanding the mechanisms that make such methods effective has become a…

Machine Learning · Computer Science 2026-01-21 Hippolyte Labarrière , Cesare Molinari , Lorenzo Rosasco , Cristian Vega , Silvia Villa

We tackle the general differentiable meta learning problem that is ubiquitous in modern deep learning, including hyperparameter optimization, loss function learning, few-shot learning, invariance learning and more. These problems are often…

Machine Learning · Computer Science 2024-10-15 Minyoung Kim , Timothy M. Hospedales

Advances in numerical optimization have supported breakthroughs in several areas of signal processing. This paper focuses on the recent enhanced variants of the proximal gradient numerical optimization algorithm, which combine quasi-Newton…

Signal Processing · Electrical Eng. & Systems 2020-01-28 Niccolò Antonello , Lorenzo Stella , Panagiotis Patrinos , Toon van Waterschoot

The recently introduced Gradient Methods with Memory use a subset of the past oracle information to create an accurate model of the objective function that enables them to surpass the Gradient Method in practical performance. The model…

Optimization and Control · Mathematics 2024-01-30 Mihai I. Florea

Solving a bilevel optimization problem is at the core of several machine learning problems such as hyperparameter tuning, data denoising, meta- and few-shot learning, and training-data poisoning. Different from simultaneous or…

Machine Learning · Computer Science 2021-10-07 Akshay Mehra , Jihun Hamm

Bi-level optimization has achieved considerable success in contemporary machine learning applications, especially for given proper hyperparameters. However, due to the two-level optimization structure, commonly, researchers focus on two…

Machine Learning · Computer Science 2024-11-26 Congliang Chen , Li Shen , Zhiqiang Xu , Wei Liu , Zhi-Quan Luo , Peilin Zhao

Variational regularization techniques are dominant in the field of mathematical imaging. A drawback of these techniques is that they are dependent on a number of parameters which have to be set by the user. A by now common strategy to…

Optimization and Control · Mathematics 2020-12-10 Matthias J. Ehrhardt , Lindon Roberts

This paper firstly proposes a convex bilevel optimization paradigm to formulate and optimize popular learning and vision problems in real-world scenarios. Different from conventional approaches, which directly design their iteration schemes…

Computer Vision and Pattern Recognition · Computer Science 2021-12-30 Risheng Liu , Long Ma , Xiaoming Yuan , Shangzhi Zeng , Jin Zhang

A recent line of research has shown that gradient-based algorithms with random initialization can converge to the global minima of the training loss for over-parameterized (i.e., sufficiently wide) deep neural networks. However, the…

Machine Learning · Computer Science 2019-06-12 Difan Zou , Quanquan Gu

This paper explores numerical methods for solving a convex differentiable semi-infinite program. We introduce a primal-dual gradient method which performs three updates iteratively: a momentum gradient ascend step to update the constraint…

Optimization and Control · Mathematics 2024-07-23 Yao Yao , Qihang Lin , Tianbao Yang

We propose a categorical semantics of gradient-based machine learning algorithms in terms of lenses, parametrised maps, and reverse derivative categories. This foundation provides a powerful explanatory and unifying framework: it…

Machine Learning · Computer Science 2021-07-14 G. S. H. Cruttwell , Bruno Gavranović , Neil Ghani , Paul Wilson , Fabio Zanasi

The development of artificial intelligence (AI) for science has led to the emergence of learning-based research paradigms, necessitating a compelling reevaluation of the design of multi-objective optimization (MOO) methods. The new…

Machine Learning · Computer Science 2023-11-02 Linxi Yang , Xinmin Yang , Liping Tang

This paper provides a review and commentary on the past, present, and future of numerical optimization algorithms in the context of machine learning applications. Through case studies on text classification and the training of deep neural…

Machine Learning · Statistics 2018-02-12 Léon Bottou , Frank E. Curtis , Jorge Nocedal

In the recent years, various gradient descent algorithms including the methods of gradient descent, gradient descent with momentum, adaptive gradient (AdaGrad), root-mean-square propagation (RMSProp) and adaptive moment estimation (Adam)…

Machine Learning · Computer Science 2024-09-19 Abel C. H. Chen

We present a new feasible proximal gradient method for constrained optimization where both the objective and constraint functions are given by the summation of a smooth, possibly nonconvex function and a convex simple function. The…

Optimization and Control · Mathematics 2024-02-01 Digvijay Boob , Qi Deng , Guanghui Lan

Bilevel optimization is a hierarchical framework where an upper-level optimization problem is constrained by a lower-level problem, commonly used in machine learning applications such as hyperparameter optimization. Existing bilevel…

Optimization and Control · Mathematics 2026-03-03 Yuman Wu , Xiaochuan Gong , Jie Hao , Mingrui Liu

We consider the problem of distributionally robust multimodal machine learning. Existing approaches often rely on merging modalities on the feature level (early fusion) or heuristic uncertainty modeling, which downplays modality-aware…

Machine Learning · Computer Science 2025-11-11 Peilin Yang , Yu Ma