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Learning algorithms related to artificial neural networks and in particular for Deep Learning may seem to involve many bells and whistles, called hyper-parameters. This chapter is meant as a practical guide with recommendations for some of…

Machine Learning · Computer Science 2012-09-18 Yoshua Bengio

The task of approximating an arbitrary convex function arises in several learning problems such as convex regression, learning with a difference of convex (DC) functions, and learning Bregman or $f$-divergences. In this paper, we develop…

Learning rate adaptation is a popular topic in machine learning. Gradient Descent trains neural nerwork with a fixed learning rate. Learning rate adaptation is proposed to accelerate the training process through adjusting the step size in…

Machine Learning · Computer Science 2022-10-20 Bozhou Chen , Hongzhi Wang , Chenmin Ba

The existing machine learning algorithms for minimizing the convex function over a closed convex set suffer from slow convergence because their learning rates must be determined before running them. This paper proposes two machine learning…

Optimization and Control · Mathematics 2019-09-02 Kazuhiro Hishinuma , Hideaki Iiduka

Learning to optimize is an approach that leverages training data to accelerate the solution of optimization problems. Many approaches use unrolling to parametrize the update step and learn optimal parameters. Although L2O has shown…

Optimization and Control · Mathematics 2025-07-15 Patrick Fahy , Mohammad Golbabaee , Matthias J. Ehrhardt

The impressive capabilities of Large Language Models (LLMs) across diverse tasks are now well established, yet their effective deployment necessitates careful hyperparameter optimization. Although existing methods have explored the…

Although deep learning has shown its powerful performance in many applications, the mathematical principles behind neural networks are still mysterious. In this paper, we consider the problem of learning a one-hidden-layer neural network…

Machine Learning · Computer Science 2019-07-17 Shuhao Xia , Yuanming Shi

We derive several numerical methods for designing optimized first-order algorithms in unconstrained convex optimization settings. Our methods are based on the Performance Estimation Problem (PEP) framework, which casts the worst-case…

Optimization and Control · Mathematics 2025-07-29 Yassine Kamri , Julien M. Hendrickx , François Glineur

Deep neural networks are powerful tools for solving nonlinear problems in science and engineering, but training highly accurate models becomes challenging as problem complexity increases. Non-convex optimization and sensitivity to…

Machine Learning · Computer Science 2026-04-20 Ethan Mulle , Wei Kang , Qi Gong

Bilevel optimization is a central tool in machine learning for high-dimensional hyperparameter tuning. Its applications are vast; for instance, in imaging it can be used for learning data-adaptive regularizers and optimizing forward…

Optimization and Control · Mathematics 2025-11-11 Mohammad Sadegh Salehi , Subhadip Mukherjee , Lindon Roberts , Matthias J. Ehrhardt

The move from hand-designed features to learned features in machine learning has been wildly successful. In spite of this, optimization algorithms are still designed by hand. In this paper we show how the design of an optimization algorithm…

Neural and Evolutionary Computing · Computer Science 2016-12-01 Marcin Andrychowicz , Misha Denil , Sergio Gomez , Matthew W. Hoffman , David Pfau , Tom Schaul , Brendan Shillingford , Nando de Freitas

We aim to design adaptive online learning algorithms that take advantage of any special structure that might be present in the learning task at hand, with as little manual tuning by the user as possible. A fundamental obstacle that comes up…

Machine Learning · Computer Science 2019-05-31 Zakaria Mhammedi , Wouter M. Koolen , Tim van Erven

We consider the stochastic approximation problem where a convex function has to be minimized, given only the knowledge of unbiased estimates of its gradients at certain points, a framework which includes machine learning methods based on…

Machine Learning · Computer Science 2013-06-11 Francis Bach , Eric Moulines

We give a simple, fast algorithm for hyperparameter optimization inspired by techniques from the analysis of Boolean functions. We focus on the high-dimensional regime where the canonical example is training a neural network with a large…

Machine Learning · Computer Science 2018-01-23 Elad Hazan , Adam Klivans , Yang Yuan

Training a classifier under non-convex constraints has gotten increasing attention in the machine learning community thanks to its wide range of applications such as algorithmic fairness and class-imbalanced classification. However, several…

Machine Learning · Statistics 2022-10-31 You-Lin Chen , Zhaoran Wang , Mladen Kolar

We present two novel hyperparameter optimization strategies for optimization of deep learning models with a modular architecture constructed of multiple subnetworks. As complex networks with multiple subnetworks become more frequently…

Machine Learning · Computer Science 2022-02-25 Alex H. Treacher , Albert Montillo

Hyperparameter tuning is one of the essential steps to guarantee the convergence of machine learning models. We argue that intuition about the optimal choice of hyperparameters for stochastic gradient descent can be obtained by studying a…

Disordered Systems and Neural Networks · Physics 2025-12-12 Chanju Park , Biagio Lucini , Gert Aarts

Since deep neural networks were developed, they have made huge contributions to everyday lives. Machine learning provides more rational advice than humans are capable of in almost every aspect of daily life. However, despite this…

Machine Learning · Computer Science 2020-03-13 Tong Yu , Hong Zhu

Estimating hyperparameters has been a long-standing problem in machine learning. We consider the case where the task at hand is modeled as the solution to an optimization problem. Here the exact gradient with respect to the hyperparameters…

Optimization and Control · Mathematics 2023-11-16 Matthias J. Ehrhardt , Lindon Roberts

We study two procedures (reverse-mode and forward-mode) for computing the gradient of the validation error with respect to the hyperparameters of any iterative learning algorithm such as stochastic gradient descent. These procedures mirror…

Machine Learning · Statistics 2017-12-13 Luca Franceschi , Michele Donini , Paolo Frasconi , Massimiliano Pontil