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In this paper, we propose new structured second-order methods and structured adaptive-gradient methods obtained by performing natural-gradient descent on structured parameter spaces. Natural-gradient descent is an attractive approach to…

Machine Learning · Statistics 2022-02-22 Wu Lin , Frank Nielsen , Mohammad Emtiyaz Khan , Mark Schmidt

Second-order optimization methods are among the most widely used optimization approaches for convex optimization problems, and have recently been used to optimize non-convex optimization problems such as deep learning models. The widely…

Optimization and Control · Mathematics 2022-02-01 Dinesh Singh , Hardik Tankaria , Makoto Yamada

Gradient descent method, as one of the major methods in numerical optimization, is the key ingredient in many machine learning algorithms. As one of the most fundamental way to solve the optimization problems, it promises the function value…

Quantum Physics · Physics 2021-02-01 Keren Li , Shijie Wei , Feihao Zhang , Pan Gao , Zengrong Zhou , Tao Xin , Xiaoting Wang , Guilu Long

We present a time-parallelization method that enables to accelerate the computation of quantum optimal control algorithms. We show that this approach is approximately fully efficient when based on a gradient method as optimization solver:…

Optimization and Control · Mathematics 2016-05-04 Mohamed-Kamel Riahi , Julien Salomon , S. J. Glaser , D Sugny

In this paper, we investigate a second-order stochastic algorithm for solving large-scale binary classification problems. We propose to make use of a new hybrid stochastic Newton algorithm that includes two weighted components in the…

Computation · Statistics 2025-12-02 Bernard Bercu , Luis Fredes , Eméric Gbaguidi

We introduce ADAHESSIAN, a second order stochastic optimization algorithm which dynamically incorporates the curvature of the loss function via ADAptive estimates of the HESSIAN. Second order algorithms are among the most powerful…

Machine Learning · Computer Science 2021-04-30 Zhewei Yao , Amir Gholami , Sheng Shen , Mustafa Mustafa , Kurt Keutzer , Michael W. Mahoney

We propose a hybrid quantum-classical algorithm for approximating the ground state of two-dimensional quantum systems using an isometric tensor network ansatz, which maps naturally to quantum circuits. Inspired by the density matrix…

Quantum control is valuable for various quantum technologies such as high-fidelity gates for universal quantum computing, adaptive quantum-enhanced metrology, and ultra-cold atom manipulation. Although supervised machine learning and…

Machine Learning · Computer Science 2017-09-06 Pantita Palittapongarnpim , Peter Wittek , Ehsan Zahedinejad , Shakib Vedaie , Barry C. Sanders

We present a multilevel stochastic gradient descent method for the optimal control of systems governed by partial differential equations under uncertain input data. The gradient descent method used to find the optimal control leverages a…

Optimization and Control · Mathematics 2025-06-04 Niklas Baumgarten , David Schneiderhan

This article deals with a stochastic control problem for certain fluids of non-Newtonian type. More precisely, the state equation is given by the two-dimensional stochastic second grade fluids perturbed by a multiplicative white noise. The…

Analysis of PDEs · Mathematics 2017-06-20 Nikolai Chemetov , Fernanda Cipriano

First-order stochastic methods are the state-of-the-art in large-scale machine learning optimization owing to efficient per-iteration complexity. Second-order methods, while able to provide faster convergence, have been much less explored…

Machine Learning · Statistics 2017-12-01 Naman Agarwal , Brian Bullins , Elad Hazan

Zeroth-order optimization addresses problems where gradient information is inaccessible or impractical to compute. While most existing methods rely on first-order approximations, incorporating second-order (curvature) information can, in…

Machine Learning · Computer Science 2025-07-09 Dongyoon Kim , Sungjae Lee , Wonjin Lee , Kwang In Kim

Gradient-based inverse design in photonics has already achieved remarkable results in designing small-footprint, high-performance optical devices. The adjoint variable method, which allows for the efficient computation of gradients, has…

Training in supervised deep learning is computationally demanding, and the convergence behavior is usually not fully understood. We introduce and study a second-order stochastic quasi-Gauss-Newton (SQGN) optimization method that combines…

Machine Learning · Computer Science 2020-07-02 Christopher Thiele , Mauricio Araya-Polo , Detlef Hohl

The interaction between a quantum system and its environment limits our ability to control it and perform quantum operations on it. We present an efficient method to find optimal controls for quantum systems coupled to non-Markovian…

Stochastic second-order methods achieve fast local convergence in strongly convex optimization by using noisy Hessian estimates to precondition the gradient. However, these methods typically reach superlinear convergence only when the…

Optimization and Control · Mathematics 2024-11-12 Ruichen Jiang , Michał Dereziński , Aryan Mokhtari

We consider distributed optimization problems where networked nodes cooperatively minimize the sum of their locally known convex costs. A popular class of methods to solve these problems are the distributed gradient methods, which are…

Information Theory · Computer Science 2017-02-21 Dragana Bajovic , Dusan Jakovetic , Natasa Krejic , Natasa Krklec Jerinkic

Recently a majorization method for optimizing partition functions of log-linear models was proposed alongside a novel quadratic variational upper-bound. In the batch setting, it outperformed state-of-the-art first- and second-order…

Machine Learning · Computer Science 2013-09-24 Anna Choromanska , Tony Jebara

In the context of Noisy Intermediate-Scale Quantum (NISQ) computing, parameterized quantum circuits (PQCs) represent a promising paradigm for tackling challenges in quantum sensing, optimal control, optimization, and machine learning on…

Quantum Physics · Physics 2024-08-13 Dantong Li , Dikshant Dulal , Mykhailo Ohorodnikov , Hanrui Wang , Yongshan Ding

We propose Hamiltonian Quantum Generative Adversarial Networks (HQuGANs), to learn to generate unknown input quantum states using two competing quantum optimal controls. The game-theoretic framework of the algorithm is inspired by the…

Quantum Physics · Physics 2024-07-09 Leeseok Kim , Seth Lloyd , Milad Marvian