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Linear regression is a basic and widely-used methodology in data analysis. It is known that some quantum algorithms efficiently perform least squares linear regression of an exponentially large data set. However, if we obtain values of the…

Quantum Physics · Physics 2021-08-27 Kazuya Kaneko , Koichi Miyamoto , Naoyuki Takeda , Kazuyoshi Yoshino

This paper proposes a novel first-order algorithm that solves composite nonsmooth and stochastic convex optimization problem with function constraints. Most of the works in the literature provide convergence rate guarantees on the…

Optimization and Control · Mathematics 2024-10-25 Digvijay Boob , Mohammad Khalafi

Optimization with matrix gradient orthogonalization has recently demonstrated impressive results in the training of deep neural networks (Jordan et al., 2024; Liu et al., 2025). In this paper, we provide a theoretical analysis of this…

Machine Learning · Computer Science 2025-04-09 Dmitry Kovalev

Neural networks, a central tool in machine learning, have demonstrated remarkable, high fidelity performance on image recognition and classification tasks. These successes evince an ability to accurately represent high dimensional…

Machine Learning · Statistics 2023-02-08 Grant M. Rotskoff , Eric Vanden-Eijnden

In this work, we develop new optimization algorithms that use approximate second-order information combined with the gradient regularization technique to achieve fast global convergence rates for both convex and non-convex objectives. The…

Optimization and Control · Mathematics 2025-06-17 Andrei Semenov , Martin Jaggi , Nikita Doikov

We study the convergence rates of the EM algorithm for learning two-component mixed linear regression under all regimes of signal-to-noise ratio (SNR). We resolve a long-standing question that many recent results have attempted to tackle:…

Machine Learning · Statistics 2021-02-08 Jeongyeol Kwon , Nhat Ho , Constantine Caramanis

This paper focuses on approximation and learning performance analysis for deep convolutional neural networks with zero-padding and max-pooling. We prove that, to approximate $r$-smooth function, the approximation rates of deep convolutional…

Machine Learning · Computer Science 2023-08-08 Shao-Bo Lin

In this work, we propose a new training method for finding minimum weight norm solutions in over-parameterized neural networks (NNs). This method seeks to improve training speed and generalization performance by framing NN training as a…

Machine Learning · Statistics 2018-06-22 Yamini Bansal , Madhu Advani , David D Cox , Andrew M Saxe

We consider derivative-free algorithms for stochastic and non-stochastic convex optimization problems that use only function values rather than gradients. Focusing on non-asymptotic bounds on convergence rates, we show that if pairs of…

Optimization and Control · Mathematics 2014-08-21 John C. Duchi , Michael I. Jordan , Martin J. Wainwright , Andre Wibisono

In this work, we explore online convex optimization (OCO) and introduce a new condition and analysis that provides fast rates by exploiting the curvature of feasible sets. In online linear optimization, it is known that if the average…

Machine Learning · Computer Science 2025-02-18 Taira Tsuchiya , Shinji Ito

The concept of learning to optimize involves utilizing a trainable optimization strategy rather than relying on manually defined full gradient estimations such as ADAM. We present a framework that jointly trains the full gradient estimator…

Machine Learning · Computer Science 2026-01-30 Ruiqi Wang , Diego Klabjan

Q-learning with neural network function approximation (neural Q-learning for short) is among the most prevalent deep reinforcement learning algorithms. Despite its empirical success, the non-asymptotic convergence rate of neural Q-learning…

Machine Learning · Computer Science 2020-03-05 Pan Xu , Quanquan Gu

Deep neural networks' remarkable ability to correctly fit training data when optimized by gradient-based algorithms is yet to be fully understood. Recent theoretical results explain the convergence for ReLU networks that are wider than…

Machine Learning · Computer Science 2021-02-09 Asaf Noy , Yi Xu , Yonathan Aflalo , Lihi Zelnik-Manor , Rong Jin

We consider the optimization of a quadratic objective function whose gradients are only accessible through a stochastic oracle that returns the gradient at any given point plus a zero-mean finite variance random error. We present the first…

Optimization and Control · Mathematics 2016-02-25 Aymeric Dieuleveut , Nicolas Flammarion , Francis Bach

The convergence rate of stochastic gradient search is analyzed in this paper. Using arguments based on differential geometry and Lojasiewicz inequalities, tight bounds on the convergence rate of general stochastic gradient algorithms are…

Optimization and Control · Mathematics 2009-04-28 Vladislav B. Tadić

This paper considers the problem of minimizing a convex expectation function with a set of inequality convex expectation constraints. We present a computable stochastic approximation type algorithm, namely the stochastic linearized proximal…

Optimization and Control · Mathematics 2022-06-16 Liwei Zhang , Yule Zhang , Jia Wu , Xiantao Xiao

Bilevel optimization has gained considerable attention due to its broad applicability across various fields. While several studies have investigated the convergence rates in the strongly-convex-strongly-convex (SC-SC) setting, no prior work…

Optimization and Control · Mathematics 2024-12-03 Jianhui Li , Shi Pu , Jianqi Chen , Junfeng Wu

We study diffusion and consensus based optimization of a sum of unknown convex objective functions over distributed networks. The only access to these functions is through stochastic gradient oracles, each of which is only available at a…

Numerical Analysis · Computer Science 2015-09-01 N. Denizcan Vanli , Muhammed O. Sayin , Suleyman S. Kozat

Modern machine learning is trained by stochastic gradient descent (SGD), whose performance critically depends on how the learning rate (LR) is adjusted and decreased over time. Yet existing LR regimes may be intricate, or need to tune one…

Machine Learning · Computer Science 2025-08-20 Zhuang Yang

The Kullback-Leibler (KL) divergence plays a central role in probabilistic machine learning, where it commonly serves as the canonical loss function. Optimization in such settings is often performed over the probability simplex, where the…

Machine Learning · Computer Science 2025-07-31 Adwait Datar , Nihat Ay
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