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In this paper, we explore two fundamental first-order algorithms in convex optimization, namely, gradient descent (GD) and proximal gradient method (ProxGD). Our focus is on making these algorithms entirely adaptive by leveraging local…

Optimization and Control · Mathematics 2024-02-13 Yura Malitsky , Konstantin Mishchenko

We develop a new framework for generalizing approximation algorithms from the structural graph algorithm literature so that they apply to graphs somewhat close to that class (a scenario we expect is common when working with real-world…

Expectation-maximization (EM) is a popular and well-established method for image reconstruction in positron emission tomography (PET) but it often suffers from slow convergence. Ordered subset EM (OSEM) is an effective reconstruction…

Medical Physics · Physics 2021-11-17 Zeljko Kereta , Robert Twyman , Simon Arridge , Kris Thielemans , Bangti Jin

We present a new family of min-max optimization algorithms that automatically exploit the geometry of the gradient data observed at earlier iterations to perform more informative extra-gradient steps in later ones. Thanks to this adaptation…

Optimization and Control · Mathematics 2020-11-20 Kimon Antonakopoulos , E. Veronica Belmega , Panayotis Mertikopoulos

From a simplified analysis of adaptive methods, we derive AvaGrad, a new optimizer which outperforms SGD on vision tasks when its adaptability is properly tuned. We observe that the power of our method is partially explained by a decoupling…

Machine Learning · Computer Science 2020-03-18 Pedro Savarese , David McAllester , Sudarshan Babu , Michael Maire

We study the trade-offs between convergence rate and robustness to gradient errors in designing a first-order algorithm. We focus on gradient descent (GD) and accelerated gradient (AG) methods for minimizing strongly convex functions when…

Optimization and Control · Mathematics 2019-11-07 Necdet Serhat Aybat , Alireza Fallah , Mert Gurbuzbalaban , Asuman Ozdaglar

In Analog-to-digital (A/D) conversion, signal decimation has been proven to greatly improve the efficiency of data storage while maintaining high accuracy. When one couples signal decimation with the $\Sigma\Delta$ quantization scheme, the…

Information Theory · Computer Science 2020-02-06 Kung-Ching Lin

Markov Decision Processes are classically solved using Value Iteration and Policy Iteration algorithms. Recent interest in Reinforcement Learning has motivated the study of methods inspired by optimization, such as gradient ascent. Among…

Machine Learning · Computer Science 2021-05-05 Sajad Khodadadian , Prakirt Raj Jhunjhunwala , Sushil Mahavir Varma , Siva Theja Maguluri

A number of optimization approaches have been proposed for optimizing nonconvex objectives (e.g. deep learning models), such as batch gradient descent, stochastic gradient descent and stochastic variance reduced gradient descent. Theory…

Machine Learning · Computer Science 2019-05-15 Jia Bi , Steve R. Gunn

Parameter-efficient tunings (PETs) have demonstrated impressive performance and promising perspectives in training large models, while they are still confronted with a common problem: the trade-off between learning new content and…

Machine Learning · Computer Science 2024-07-18 Jingyang Qiao , Zhizhong Zhang , Xin Tan , Yanyun Qu , Wensheng Zhang , Zhi Han , Yuan Xie

Adaptive gradient algorithm (AdaGrad) and its variants, such as RMSProp, Adam, AMSGrad, etc, have been widely used in deep learning. Although these algorithms are faster in the early phase of training, their generalization performance is…

Machine Learning · Computer Science 2021-09-14 Kun Zeng , Jinlan Liu , Zhixia Jiang , Dongpo Xu

Stochastic Gradient Decent (SGD) is one of the core techniques behind the success of deep neural networks. The gradient provides information on the direction in which a function has the steepest rate of change. The main problem with basic…

In this paper, a new gradient-based optimization approach by automatically adjusting the learning rate is proposed. This approach can be applied to design non-adaptive learning rate and adaptive learning rate. Firstly, I will introduce the…

Machine Learning · Computer Science 2022-07-07 Xin Cao

We study distributed optimization algorithms for minimizing the average of \emph{heterogeneous} functions distributed across several machines with a focus on communication efficiency. In such settings, naively using the classical stochastic…

Machine Learning · Computer Science 2020-11-18 Ilqar Ramazanli , Han Nguyen , Hai Pham , Sashank J. Reddi , Barnabas Poczos

Selecting an effective step-size is a fundamental challenge in first-order optimization, especially for problems with non-Euclidean geometries. This paper presents a novel adaptive step-size strategy for optimization algorithms that rely on…

Optimization and Control · Mathematics 2025-10-14 Abbas Khademi , Antonio Silveti-Falls

We introduce AdaAct, a novel optimization algorithm that adjusts learning rates according to activation variance. Our method enhances the stability of neuron outputs by incorporating neuron-wise adaptivity during the training process, which…

Machine Learning · Computer Science 2025-06-11 Hyunseok Seung , Jaewoo Lee , Hyunsuk Ko

A framework is introduced for solving a sequence of slowly changing optimization problems, including those arising in regression and classification applications, using optimization algorithms such as stochastic gradient descent (SGD). The…

Machine Learning · Computer Science 2015-09-25 Craig Wilson , Venugopal V. Veeravalli

In this paper, we address the inverse problem of fast, stable, and high-quality wavefront reconstruction from pyramid wavefront sensor data for Adaptive Optics systems on Extremely Large Telescopes. For solving the indicated problem we…

Instrumentation and Methods for Astrophysics · Physics 2019-05-01 Victoria Hutterer , Ronny Ramlau , Iuliia Shatokhina

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

We develop a novel deep learning technique, termed Deep Orthogonal Decomposition (DOD), for dimensionality reduction and reduced order modeling of parameter dependent partial differential equations. The approach consists in the construction…

Numerical Analysis · Mathematics 2024-05-15 Nicola Rares Franco , Andrea Manzoni , Paolo Zunino , Jan S. Hesthaven