Related papers: Global Convergence in Training Large-Scale Transfo…
We study the Wasserstein gradient flow of the Sinkhorn divergence when both the source and the target are Gaussian distributions. We prove the existence of a flow that stays in the class of Gaussian distributions, and is unique in the…
A major challenge in training large-scale machine learning models is configuring the training process to maximize model performance, i.e., finding the best training setup from a vast design space. In this work, we unlock a gradient-based…
Wasserstein gradient flows are continuous time dynamics that define curves of steepest descent to minimize an objective function over the space of probability measures (i.e., the Wasserstein space). This objective is typically a divergence…
Optimal Transport has sparked vivid interest in recent years, in particular thanks to the Wasserstein distance, which provides a geometrically sensible and intuitive way of comparing probability measures. For computational reasons, the…
Many machine learning problems can be seen as approximating a \textit{target} distribution using a \textit{particle} distribution by minimizing their statistical discrepancy. Wasserstein Gradient Flow can move particles along a path that…
We consider gradient descent with constant stepsizes and derive exact worst-case convergence rates on the minimum gradient norm of the iterates. Our analysis covers all possible stepsizes and arbitrary upper/lower bounds on the curvature of…
An open question in the Deep Learning community is why neural networks trained with Gradient Descent generalize well on real datasets even though they are capable of fitting random data. We propose an approach to answering this question…
Wasserstein distributionally robust optimization (DRO) has recently achieved empirical success for various applications in operations research and machine learning, owing partly to its regularization effect. Although connection between…
Deep equilibrium models (DEQs) have recently emerged as a powerful paradigm for training infinitely deep weight-tied neural networks that achieve state of the art performance across many modern machine learning tasks. Despite their…
We present a unified convergence theory for gradient-based training of neural network methods for partial differential equations (PDEs), covering both physics-informed neural networks (PINNs) and the Deep Ritz method. For linear PDEs, we…
In recent years, transformer architectures have revolutionized the field of language processing, opening the door to previously unforeseen possibilities. However, from a theoretical point of view, the mathematical models proposed in the…
Multi-user multiple-input multiple-output (MU-MIMO) beamforming design is typically formulated as a non-convex weighted sum rate (WSR) maximization problem that is known to be NP-hard. This problem is solved either by iterative algorithms,…
A candidate explanation of the good empirical performance of deep neural networks is the implicit regularization effect of first order optimization methods. Inspired by this, we prove a convergence theorem for nonconvex composite…
This paper is concerned with the mean-field limit for the gradient flow evolution of particle systems with pairwise Riesz interactions, as the number of particles tends to infinity. Based on a modulated energy method, using regularity and…
Gradient descent finds a global minimum in training deep neural networks despite the objective function being non-convex. The current paper proves gradient descent achieves zero training loss in polynomial time for a deep over-parameterized…
Transformers have recently revolutionized many domains in modern machine learning and one salient discovery is their remarkable in-context learning capability, where models can solve an unseen task by utilizing task-specific prompts without…
This paper establishes risk convergence and asymptotic weight matrix alignment --- a form of implicit regularization --- of gradient flow and gradient descent when applied to deep linear networks on linearly separable data. In more detail,…
Sampling a probability distribution with an unknown normalization constant is a fundamental problem in computational science and engineering. This task may be cast as an optimization problem over all probability measures, and an initial…
In this article we study fully-connected feedforward deep ReLU ANNs with an arbitrarily large number of hidden layers and we prove convergence of the risk of the GD optimization method with random initializations in the training of such…
We consider the gradient method with variable step size for minimizing functions that are definable in o-minimal structures on the real field and differentiable with locally Lipschitz gradients. We prove that global convergence holds if…