Related papers: Hamiltonian Descent Algorithms for Optimization: A…
Alternating gradient-descent-ascent (AltGDA) is an optimization algorithm that has been widely used for model training in various machine learning applications, which aims to solve a nonconvex minimax optimization problem. However, the…
Distributed Optimization is an increasingly important subject area with the rise of multi-agent control and optimization. We consider a decentralized stochastic optimization problem where the agents on a graph aim to asynchronously optimize…
We propose a new formulation of optimal motion planning (OMP) algorithm for robots operating in a hazardous environment, called adaptive Gaussian-process based stochastic trajectory optimization (AGP-STO). It first restarts the accelerated…
Stochastic gradient descent (SGD) is the optimization algorithm of choice in many machine learning applications such as regularized empirical risk minimization and training deep neural networks. The classical convergence analysis of SGD is…
In this paper, we show that simple {Stochastic} subGradient Decent methods with multiple Restarting, named {\bf RSGD}, can achieve a \textit{linear convergence rate} for a class of non-smooth and non-strongly convex optimization problems…
Stochastic coordinate descent algorithms are efficient methods in which each iterate is obtained by fixing most coordinates at their values from the current iteration, and approximately minimizing the objective with respect to the remaining…
We study convergence rates of Hamiltonian Monte Carlo (HMC) algorithms with leapfrog integration under mild conditions on stochastic gradient oracle for the target distribution (SGHMC). Our method extends standard HMC by allowing the use of…
Hamiltonian Monte Carlo is a widely used algorithm for sampling from posterior distributions of complex Bayesian models. It can efficiently explore high-dimensional parameter spaces guided by simulated Hamiltonian flows. However, the…
In a Hilbert setting we study the convergence properties of a second order in time dynamical system combining viscous and Hessian-driven damping with time scaling in relation with the minimization of a nonsmooth and convex function. The…
We develop and analyse an approach to optimize functions $l\colon \mathbb{R}^d \rightarrow \mathbb{R}$ not assumed to be convex, differentiable or even continuous. The algorithm belongs to the class of model-based search methods. The idea…
Many important machine learning applications involve regularized nonconvex bi-level optimization. However, the existing gradient-based bi-level optimization algorithms cannot handle nonconvex or nonsmooth regularizers, and they suffer from…
In the paper, we propose solving optimization problems (OPs) and understanding the Newton method from the optimal control view. We propose a new optimization algorithm based on the optimal control problem (OCP). The algorithm features…
Stochastic Gradient Hamiltonian Monte Carlo (SGHMC) is a momentum version of stochastic gradient descent with properly injected Gaussian noise to find a global minimum. In this paper, non-asymptotic convergence analysis of SGHMC is given in…
Stochastic variance-reduced gradient (SVRG) algorithms have been shown to work favorably in solving large-scale learning problems. Despite the remarkable success, the stochastic gradient complexity of SVRG-type algorithms usually scales…
This work provides the first convergence analysis for the Randomized Block Coordinate Descent method for minimizing a function that is both H\"older smooth and block H\"older smooth. Our analysis applies to objective functions that are…
Large scale optimization problems are ubiquitous in machine learning and data analysis and there is a plethora of algorithms for solving such problems. Many of these algorithms employ sub-sampling, as a way to either speed up the…
In this paper, we study the implicit regularization of the gradient descent algorithm in homogeneous neural networks, including fully-connected and convolutional neural networks with ReLU or LeakyReLU activations. In particular, we study…
With rapid advancements in machine learning, first-order algorithms have emerged as the backbone of modern optimization techniques, owing to their computational efficiency and low memory requirements. Recently, the connection between…
We describe a new algorithm for the integration of self-gravitating fluid systems using SPH method. We split the Hamiltonian of a self-gravitating fluid system to the gravitational potential and others (kinetic and internal energies) and…
In this work, we investigate the use of data-driven equation discovery for dynamical systems to model and forecast continuous-time dynamics of unconstrained optimization problems. To avoid expensive evaluations of the objective function and…