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We study the problem of learning-to-learn: inferring a learning algorithm that works well on tasks sampled from an unknown distribution. As class of algorithms we consider Stochastic Gradient Descent on the true risk regularized by the…

Machine Learning · Computer Science 2019-03-26 Giulia Denevi , Carlo Ciliberto , Riccardo Grazzi , Massimiliano Pontil

Power distribution networks are approaching their voltage stability boundaries due to the severe voltage violations and the inadequate reactive power reserves caused by the increasing renewable generations and dynamic loads. In the broad…

Optimization and Control · Mathematics 2022-08-18 Wanjun Huang , Changhong Zhao

The analysis in Part I revealed interesting properties for subgradient learning algorithms in the context of stochastic optimization when gradient noise is present. These algorithms are used when the risk functions are non-smooth and…

Optimization and Control · Mathematics 2017-04-21 Bicheng Ying , Ali H. Sayed

Options are generally learned by using an inaccurate environment model (or simulator), which contains uncertain model parameters. While there are several methods to learn options that are robust against the uncertainty of model parameters,…

Machine Learning · Computer Science 2019-11-01 Takuya Hiraoka , Takahisa Imagawa , Tatsuya Mori , Takashi Onishi , Yoshimasa Tsuruoka

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…

Machine Learning · Computer Science 2026-05-14 Ammar Mahran , Artavazd Maranjyan , Peter Richtárik

Variational Autoencoders (VAE) are popular generative models used to sample from complex data distributions. Despite their empirical success in various machine learning tasks, significant gaps remain in understanding their theoretical…

Machine Learning · Statistics 2025-12-23 Sobihan Surendran , Antoine Godichon-Baggioni , Sylvain Le Corff

Stochastic variance reduced gradient (SVRG) is a popular variance reduction technique for accelerating stochastic gradient descent (SGD). We provide a first analysis of the method for solving a class of linear inverse problems in the lens…

Numerical Analysis · Mathematics 2022-01-19 Bangti Jin , Zehui Zhou , Jun Zou

In deep learning tasks, the learning rate determines the update step size in each iteration, which plays a critical role in gradient-based optimization. However, the determination of the appropriate learning rate in practice typically…

Machine Learning · Statistics 2020-04-08 Yingqiu Zhu , Yu Chen , Danyang Huang , Bo Zhang , Hansheng Wang

In this paper, we present the methodology and results for a real-time velocity trajectory optimization for a solar-powered autonomous surface vessel (ASV), where we combine indirect optimal control techniques with iterative learning. The…

Robotics · Computer Science 2025-03-17 Kavin M. Govindarajan , Devansh R Agrawal , Dimitra Panagou , Chris Vermillion

Variance reduction (VR) methods boost the performance of stochastic gradient descent (SGD) by enabling the use of larger, constant stepsizes and preserving linear convergence rates. However, current variance reduced SGD methods require…

Machine Learning · Computer Science 2017-04-10 Soham De , Gavin Taylor , Tom Goldstein

In this paper, we propose SGEM, Stochastic Gradient with Energy and Momentum, to solve a large class of general non-convex stochastic optimization problems, based on the AEGD method that originated in the work [AEGD: Adaptive Gradient…

Machine Learning · Computer Science 2022-08-04 Hailiang Liu , Xuping Tian

Autonomous aerial vehicles (AAVs) empower sixth-generation (6G) Internet-of-Things (IoT) networks through mobility-driven data collection. However, conventional reward-driven reinforcement learning for AAV trajectory planning suffers from…

Systems and Control · Electrical Eng. & Systems 2026-03-26 Xiucheng Wang , Zhenye Chen , Nan Cheng

Asynchronous stochastic gradient descent (ASGD) is a popular parallel optimization algorithm in machine learning. Most theoretical analysis on ASGD take a discrete view and prove upper bounds for their convergence rates. However, the…

Machine Learning · Statistics 2018-05-09 Li He , Qi Meng , Wei Chen , Zhi-Ming Ma , Tie-Yan Liu

We develop a new approach to robust adaptive beamforming in the presence of signal steering vector errors. Since the signal steering vector is known imprecisely, its presumed (prior) value is used to find a more accurate estimate of the…

Information Theory · Computer Science 2012-05-15 Arash Khabbazibasmenj , Sergiy A. Vorobyov , Aboulnasr Hassanien

Voltage overscaling, or undervolting, is an enticing approximate technique in the context of energy-efficient Deep Neural Network (DNN) acceleration, given the quadratic relationship between power and voltage. Nevertheless, its very high…

Hardware Architecture · Computer Science 2025-12-01 Jordi Fornt , Pau Fontova-Musté , Adrian Gras , Omar Lahyani , Martí Caro , Jaume Abella , Francesc Moll , Josep Altet

We propose an adaptive step size with an energy approach for a suitable class of preconditioned gradient descent methods. We focus on settings where the preconditioning is applied to address the constraints in optimization problems, such as…

Optimization and Control · Mathematics 2024-06-17 Hailiang Liu , Levon Nurbekyan , Xuping Tian , Yunan Yang

A framework previously introduced in [3] for solving a sequence of stochastic optimization problems with bounded changes in the minimizers is extended and applied to machine learning problems such as regression and classification. The…

Machine Learning · Computer Science 2019-04-08 Craig Wilson , Yuheng Bu , Venugopal Veeravalli

Safety is essential for reinforcement learning (RL) applied in real-world situations. Chance constraints are suitable to represent the safety requirements in stochastic systems. Previous chance-constrained RL methods usually have a low…

Machine Learning · Computer Science 2021-03-17 Baiyu Peng , Yao Mu , Yang Guan , Shengbo Eben Li , Yuming Yin , Jianyu Chen

We investigate a local incremental stationary scheme for the numerical solution of rate-independent systems. Such systems are characterized by a (possibly) non-convex energy and a dissipation potential, which is positively homogeneous of…

Numerical Analysis · Mathematics 2022-04-13 Merlin Andreia , Christian Meyer

We introduce MADGRAD, a novel optimization method in the family of AdaGrad adaptive gradient methods. MADGRAD shows excellent performance on deep learning optimization problems from multiple fields, including classification and…

Machine Learning · Computer Science 2021-08-27 Aaron Defazio , Samy Jelassi