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Optimizing machine learning algorithms that are used to solve the objective function has been of great interest. Several approaches to optimize common algorithms, such as gradient descent and stochastic gradient descent, were explored. One…

Machine Learning · Computer Science 2022-10-06 Hilal AlQuabeh , Farha AlBreiki , Dilshod Azizov

This paper investigates the convergence properties of the hypergradient descent method (HDM), a 25-year-old heuristic originally proposed for adaptive stepsize selection in stochastic first-order methods. We provide the first rigorous…

Optimization and Control · Mathematics 2025-03-18 Ya-Chi Chu , Wenzhi Gao , Yinyu Ye , Madeleine Udell

This paper proposes the first-ever algorithmic framework for tuning hyper-parameters of stochastic optimization algorithm based on reinforcement learning. Hyper-parameters impose significant influences on the performance of stochastic…

Machine Learning · Computer Science 2020-03-11 Haotian Zhang , Jianyong Sun , Zongben Xu

Learning rates in stochastic neural network training are currently determined a priori to training, using expensive manual or automated iterative tuning. This study proposes gradient-only line searches to resolve the learning rate for…

Machine Learning · Statistics 2020-01-16 Dominic Kafka , Daniel N. Wilke

In this article, we propose a new algorithm for supervised learning methods, by which one can both capture the non-linearity in data and also find the best subset model. To produce an enhanced subset of the original variables, an ideal…

Applications · Statistics 2017-01-23 Peyman Tavallali , Marianne Razavi , Sean Brady

Stochastic gradient descent is a canonical tool for addressing stochastic optimization problems, and forms the bedrock of modern machine learning and statistics. In this work, we seek to balance the fact that attenuating step-size is…

Signal Processing · Electrical Eng. & Systems 2020-07-10 Zhan Gao , Alec Koppel , Alejandro Ribeiro

We study the problem of meta-learning through the lens of online convex optimization, developing a meta-algorithm bridging the gap between popular gradient-based meta-learning and classical regularization-based multi-task transfer methods.…

Machine Learning · Computer Science 2019-05-17 Mikhail Khodak , Maria-Florina Balcan , Ameet Talwalkar

The remarkable capability of Transformers to do reasoning and few-shot learning, without any fine-tuning, is widely conjectured to stem from their ability to implicitly simulate a multi-step algorithms -- such as gradient descent -- with…

Machine Learning · Computer Science 2024-10-14 Khashayar Gatmiry , Nikunj Saunshi , Sashank J. Reddi , Stefanie Jegelka , Sanjiv Kumar

Gradient-based (a.k.a. `first order') optimization algorithms are routinely used to solve large scale non-convex problems. Yet, it is generally hard to predict their effectiveness. In order to gain insight into this question, we revisit the…

Probability · Mathematics 2024-12-10 Andrea Montanari , Eliran Subag

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

Interesting theoretical associations have been established by recent papers between the fields of active learning and stochastic convex optimization due to the common role of feedback in sequential querying mechanisms. In this paper, we…

Machine Learning · Computer Science 2015-05-19 Aaditya Ramdas , Aarti Singh

Backpropagation with gradient descent is a common optimization strategy employed by most neural network architectures in machine learning. However, finding optimal hyperparameters to guide training has proven challenging. While it is widely…

Machine Learning · Computer Science 2026-05-20 Vy Bui , Hang Yu , Karthik Kantipudi , Ziv Yaniv , Stefan Jaeger

These notes focus on the minimization of convex functionals using first-order optimization methods, which are fundamental in many areas of applied mathematics and engineering. The primary goal of this document is to introduce and analyze…

Optimization and Control · Mathematics 2024-10-28 Charles Dossal , Samuel Hurault , Nicolas Papadakis

Machine learning methods are commonly used to solve inverse problems, wherein an unknown signal must be estimated from few indirect measurements generated via a known acquisition procedure. In particular, neural networks perform well…

Machine Learning · Computer Science 2025-12-05 Hannah Laus , Suzanna Parkinson , Vasileios Charisopoulos , Felix Krahmer , Rebecca Willett

Much as replacing hand-designed features with learned functions has revolutionized how we solve perceptual tasks, we believe learned algorithms will transform how we train models. In this work we focus on general-purpose learned optimizers…

Machine Learning · Computer Science 2020-09-24 Luke Metz , Niru Maheswaranathan , C. Daniel Freeman , Ben Poole , Jascha Sohl-Dickstein

Adversarial training can be used to learn models that are robust against perturbations. For linear models, it can be formulated as a convex optimization problem. Compared to methods proposed in the context of deep learning, leveraging the…

Machine Learning · Statistics 2025-03-20 Antônio H. RIbeiro , Thomas B. Schön , Dave Zahariah , Francis Bach

Neural networks require a large amount of annotated data to learn. Meta-learning algorithms propose a way to decrease the number of training samples to only a few. One of the most prominent optimization-based meta-learning algorithms is…

Machine Learning · Computer Science 2022-06-14 Kostiantyn Khabarlak

We develop multi-step gradient methods for network-constrained optimization of strongly convex functions with Lipschitz-continuous gradients. Given the topology of the underlying network and bounds on the Hessian of the objective function,…

Optimization and Control · Mathematics 2015-06-12 Euhanna Ghadimi , Iman Shames , Mikael Johansson

We consider distributed optimization under communication constraints for training deep learning models. We propose a new algorithm, whose parameter updates rely on two forces: a regular gradient step, and a corrective direction dictated by…

Machine Learning · Computer Science 2022-04-29 Yunfei Teng , Wenbo Gao , Francois Chalus , Anna Choromanska , Donald Goldfarb , Adrian Weller

Large machine learning models are revolutionary technologies of artificial intelligence whose bottlenecks include huge computational expenses, power, and time used both in the pre-training and fine-tuning process. In this work, we show that…

Quantum Physics · Physics 2024-01-15 Junyu Liu , Minzhao Liu , Jin-Peng Liu , Ziyu Ye , Yunfei Wang , Yuri Alexeev , Jens Eisert , Liang Jiang