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In this paper, we develop a stochastic set-valued optimization (SVO) framework tailored for robust machine learning. In the SVO setting, each decision variable is mapped to a set of objective values, and optimality is defined via set…

Optimization and Control · Mathematics 2026-03-19 Tommaso Giovannelli , Jingfu Tan , Luis Nunes Vicente

Stochastic Gradient Descent (SGD) is one of the most widely used techniques for online optimization in machine learning. In this work, we accelerate SGD by adaptively learning how to sample the most useful training examples at each time…

Machine Learning · Computer Science 2016-03-16 Guillaume Bouchard , Théo Trouillon , Julien Perez , Adrien Gaidon

Multi-objective optimization (MOO) problems require balancing competing objectives, often under constraints. The Pareto optimal solution set defines all possible optimal trade-offs over such objectives. In this work, we present a novel…

Machine Learning · Computer Science 2022-04-19 Soumyajit Gupta , Gurpreet Singh , Raghu Bollapragada , Matthew Lease

Meta learning with multiple objectives can be formulated as a Multi-Objective Bi-Level optimization Problem (MOBLP) where the upper-level subproblem is to solve several possible conflicting targets for the meta learner. However, existing…

Machine Learning · Computer Science 2021-02-16 Feiyang Ye , Baijiong Lin , Zhixiong Yue , Pengxin Guo , Qiao Xiao , Yu Zhang

RGB-Thermal Video Object Detection (RGBT VOD) can address the limitation of traditional RGB-based VOD in challenging lighting conditions, making it more practical and effective in many applications. However, similar to most RGBT fusion…

Computer Vision and Pattern Recognition · Computer Science 2025-04-17 Qishun Wang , Zhengzheng Tu , Chenglong Li , Bo Jiang

Stochastic convex optimization algorithms are the most popular way to train machine learning models on large-scale data. Scaling up the training process of these models is crucial, but the most popular algorithm, Stochastic Gradient Descent…

Machine Learning · Statistics 2018-10-30 Ashok Cutkosky , Robert Busa-Fekete

Recently, Pareto Set Learning (PSL) has been proposed for learning the entire Pareto set using a neural network. PSL employs preference vectors to scalarize multiple objectives, facilitating the learning of mappings from preference vectors…

Neural and Evolutionary Computing · Computer Science 2024-04-15 Rongguang Ye , Longcan Chen , Jinyuan Zhang , Hisao Ishibuchi

In this paper, we propose a new descent method, termed as multiobjective memory gradient method, for finding Pareto critical points of a multiobjective optimization problem. The main thought in this method is to select a combination of the…

Optimization and Control · Mathematics 2022-06-02 Wang Chen , Xinmin Yang , Yong Zhao

Deep neural networks have been shown to achieve state-of-the-art performance in several machine learning tasks. Stochastic Gradient Descent (SGD) is the preferred optimization algorithm for training these networks and asynchronous SGD…

Machine Learning · Computer Science 2016-04-06 Wei Zhang , Suyog Gupta , Xiangru Lian , Ji Liu

Most scientific machine learning (SciML) applications of neural networks involve hundreds to thousands of parameters, and hence, uncertainty quantification for such models is plagued by the curse of dimensionality. Using physical…

Machine Learning · Computer Science 2024-07-02 Govinda Anantha Padmanabha , Jan Niklas Fuhg , Cosmin Safta , Reese E. Jones , Nikolaos Bouklas

Inspired by dynamic programming, we propose Stochastic Virtual Gradient Descent (SVGD) algorithm where the Virtual Gradient is defined by computational graph and automatic differentiation. The method is computationally efficient and has…

Machine Learning · Computer Science 2019-08-01 Zheng Li , Shi Shu

We propose an online learning algorithm for a class of machine learning models under a separable stochastic approximation framework. The essence of our idea lies in the observation that certain parameters in the models are easier to…

Machine Learning · Computer Science 2023-05-23 Min Gan , Xiang-xiang Su , Guang-yong Chen , Jing Chen

We consider stochastic gradient descent (SGD) for least-squares regression with potentially several passes over the data. While several passes have been widely reported to perform practically better in terms of predictive performance on…

Machine Learning · Computer Science 2018-11-26 Loucas Pillaud-Vivien , Alessandro Rudi , Francis Bach

Multi-Objective Reinforcement Learning (MORL) is a generalization of traditional Reinforcement Learning (RL) that aims to optimize multiple, often conflicting objectives simultaneously rather than focusing on a single reward. This approach…

Machine Learning · Computer Science 2025-08-15 Davide Guidobene , Lorenzo Benedetti , Diego Arapovic

Many modern deep learning applications require balancing multiple objectives that are often conflicting. Examples include multi-task learning, fairness-aware learning, and the alignment of Large Language Models (LLMs). This leads to…

Machine Learning · Computer Science 2025-08-07 Weiyu Chen , Baijiong Lin , Xiaoyuan Zhang , Xi Lin , Han Zhao , Qingfu Zhang , James T. Kwok

In this paper, we consider a general stochastic optimization problem which is often at the core of supervised learning, such as deep learning and linear classification. We consider a standard stochastic gradient descent (SGD) method with a…

Machine Learning · Statistics 2018-12-27 Lam M. Nguyen , Nam H. Nguyen , Dzung T. Phan , Jayant R. Kalagnanam , Katya Scheinberg

Distributed Deep Learning (DDL) is essential for large-scale Deep Learning (DL) training. Synchronous Stochastic Gradient Descent (SSGD) 1 is the de facto DDL optimization method. Using a sufficiently large batch size is critical to…

Machine Learning · Computer Science 2021-12-03 Wei Zhang , Mingrui Liu , Yu Feng , Xiaodong Cui , Brian Kingsbury , Yuhai Tu

Gradient descent algorithm is the most utilized method when optimizing machine learning issues. However, there exists many local minimums and saddle points in the loss function, especially for high dimensional non-convex optimization…

Machine Learning · Computer Science 2021-07-19 Zhicheng Cai

Projected Gradient Descent (PGD) methods offer a simple and scalable approach to topology optimization (TO), yet they often struggle with nonlinear and multi-constraint problems due to the complexity of active-set detection. This paper…

Computational Engineering, Finance, and Science · Computer Science 2025-11-19 Amin Heyrani Nobari , Faez Ahmed

The implementation of a vast majority of machine learning (ML) algorithms boils down to solving a numerical optimization problem. In this context, Stochastic Gradient Descent (SGD) methods have long proven to provide good results, both in…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-10-06 Janis Keuper , Franz-Josef Pfreundt