Related papers: Optimization-Induced Dynamics of Lipschitz Continu…
This paper demonstrates that when a shallow neural network with a Lipschitz continuous activation function is trained using either empirical or population risk to approximate a target function that is $r$ times continuously differentiable…
This paper proposes a novel approach to adaptive step sizes in stochastic gradient descent (SGD) by utilizing quantities that we have identified as numerically traceable -- the Lipschitz constant for gradients and a concept of the local…
Beside the minimization of the prediction error, two of the most desirable properties of a regression scheme are stability and interpretability. Driven by these principles, we propose continuous-domain formulations for one-dimensional…
The need of fast distributed solvers for optimization problems in networked systems has motivated the recent development of the Fast-Lipschitz optimization framework. In such an optimization, problems satisfying certain qualifying…
In deep learning, stochastic gradient descent (SGD) and its momentum-based variants are widely used for optimization. However, the internal dynamics of these methods remain underexplored. In this paper, we analyze gradient behavior through…
Stochastic gradient descent with momentum (SGDM) is one of the most widely used optimization algorithms in machine learning. While optimization properties of SGDM have been extensively studied in the literature, it remains insufficiently…
When training neural networks, it has been widely observed that a large step size is essential in stochastic gradient descent (SGD) for obtaining superior models. However, the effect of large step sizes on the success of SGD is not well…
In the vanishing learning rate regime, stochastic gradient descent (SGD) is now relatively well understood. In this work, we propose to study the basic properties of SGD and its variants in the non-vanishing learning rate regime. The focus…
Stochastic regularization of neural networks (e.g. dropout) is a wide-spread technique in deep learning that allows for better generalization. Despite its success, continuous-time models, such as neural ordinary differential equation (ODE),…
Understanding the training dynamics of deep neural networks is challenging due to their high-dimensional nature and intricate loss landscapes. Recent studies have revealed that, along the training trajectory, the gradient approximately…
Graph neural networks (GNNs) have recently been demonstrated to perform well on a variety of network-based tasks such as decentralized control and resource allocation, and provide computationally efficient methods for these tasks which have…
Stochastic partial differential equations (SPDEs) are the mathematical tool of choice for modelling spatiotemporal PDE-dynamics under the influence of randomness. Based on the notion of mild solution of an SPDE, we introduce a novel neural…
Viewing recurrent neural networks (RNNs) as continuous-time dynamical systems, we propose a recurrent unit that describes the hidden state's evolution with two parts: a well-understood linear component plus a Lipschitz nonlinearity. This…
Discovering the underlying relationships among variables from temporal observations has been a longstanding challenge in numerous scientific disciplines, including biology, finance, and climate science. The dynamics of such systems are…
We identify and formalize a fundamental gradient descent phenomenon resulting in a learning proclivity in over-parameterized neural networks. Gradient Starvation arises when cross-entropy loss is minimized by capturing only a subset of…
Stochastic gradient descent (SGD) is a standard optimization method to minimize a training error with respect to network parameters in modern neural network learning. However, it typically suffers from proliferation of saddle points in the…
Stochastic gradient optimization is the dominant learning paradigm for a variety of scenarios, from classical supervised learning to modern self-supervised learning. We consider stochastic gradient algorithms for learning problems whose…
Although stochastic gradient descent (SGD) is a driving force behind the recent success of deep learning, our understanding of its dynamics in a high-dimensional parameter space is limited. In recent years, some researchers have used the…
Traditional analyses of gradient descent optimization show that, when the largest eigenvalue of the loss Hessian - often referred to as the sharpness - is below a critical learning-rate threshold, then training is 'stable' and training loss…
Gradient descent-based optimization methods underpin the parameter training of neural networks, and hence comprise a significant component in the impressive test results found in a number of applications. Introducing stochasticity is key to…