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We present a variational method for online state estimation and parameter learning in state-space models (SSMs), a ubiquitous class of latent variable models for sequential data. As per standard batch variational techniques, we use…

Machine Learning · Statistics 2022-06-16 Andrew Campbell , Yuyang Shi , Tom Rainforth , Arnaud Doucet

We propose a projected semi-stochastic gradient descent method with mini-batch for improving both the theoretical complexity and practical performance of the general stochastic gradient descent method (SGD). We are able to prove linear…

Machine Learning · Computer Science 2017-05-08 Jie Liu , Martin Takac

The gradient descent approach is the key ingredient in variational quantum algorithms and machine learning tasks, which is an optimization algorithm for finding a local minimum of an objective function. The quantum versions of gradient…

Quantum Physics · Physics 2022-04-19 Jin-Min Liang , Shi-Jie Wei , Shao-Ming Fei

The low-rank matrix recovery problem seeks to reconstruct an unknown $n_1 \times n_2$ rank-$r$ matrix from $m$ linear measurements, where $m\ll n_1n_2$. This problem has been extensively studied over the past few decades, leading to a…

Machine Learning · Statistics 2026-04-02 Zhenxuan Li , Meng Huang

Finding the ground state of a Hamiltonian system is of great significance in many-body quantum physics and quantum chemistry. We propose an improved iterative quantum algorithm to prepare the ground state of a Hamiltonian. The crucial point…

Quantum Physics · Physics 2022-10-25 Jin-Min Liang , Qiao-Qiao Lv , Shu-Qian Shen , Ming Li , Zhi-Xi Wang , Shao-Ming Fei

Stochastic gradient descent (SGD) is a popular and efficient method with wide applications in training deep neural nets and other nonconvex models. While the behavior of SGD is well understood in the convex learning setting, the existing…

Machine Learning · Computer Science 2019-12-16 Yunwen Lei , Ting Hu , Guiying Li , Ke Tang

Reconstructing the state of quantum many-body systems is of fundamental importance in quantum information tasks, but extremely challenging due to the curse of dimensionality. In this work, we present an efficient quantum tomography protocol…

Quantum Physics · Physics 2024-07-09 Yong Wang , Lijun Liu , Shuming Cheng , Li Li , Jie Chen

LLM training is resource-intensive. Quantized training improves computational and memory efficiency but introduces quantization noise, which can hinder convergence and degrade model accuracy. Stochastic Rounding (SR) has emerged as a…

Machine Learning · Computer Science 2025-11-04 Taowen Liu , Marta Andronic , Deniz Gündüz , George A. Constantinides

We propose a non-convex optimization algorithm, based on the Burer-Monteiro (BM) factorization, for the quantum process tomography problem, in order to estimate a low-rank process matrix $\chi$ for near-unitary quantum gates. In this work,…

Quantum Physics · Physics 2024-07-01 David A. Quiroga , Anastasios Kyrillidis

Quantum tomography is a cornerstone of quantum information science, enabling the reconstruction of states and channels from experimental data. Here we introduce a new paradigm, temporal state tomography (TST), for reconstructing quantum…

Quantum Physics · Physics 2026-05-05 Zhian Jia

We study the problem of estimating low-rank matrices from linear measurements (a.k.a., matrix sensing) through nonconvex optimization. We propose an efficient stochastic variance reduced gradient descent algorithm to solve a nonconvex…

Machine Learning · Statistics 2017-01-17 Xiao Zhang , Lingxiao Wang , Quanquan Gu

Stochastic gradient descent (SGD) method is popular for solving non-convex optimization problems in machine learning. This work investigates SGD from a viewpoint of graduated optimization, which is a widely applied approach for non-convex…

Optimization and Control · Mathematics 2023-08-15 Da Li , Jingjing Wu , Qingrun Zhang

Large-scale nonconvex optimization problems are ubiquitous in modern machine learning, and among practitioners interested in solving them, Stochastic Gradient Descent (SGD) reigns supreme. We revisit the analysis of SGD in the nonconvex…

Optimization and Control · Mathematics 2020-07-27 Ahmed Khaled , Peter Richtárik

Sampling from an unnormalized target distribution is an essential problem with many applications in probabilistic inference. Stein Variational Gradient Descent (SVGD) has been shown to be a powerful method that iteratively updates a set of…

Machine Learning · Computer Science 2023-02-13 Hoang Phan , Ngoc Tran , Trung Le , Toan Tran , Nhat Ho , Dinh Phung

Stream stochastic gradient descent (SGD) is a simple and efficient method for solving online optimization problems in operations research (OR), where data is generated by parameter-dependent Markov chains. Unlike traditional approaches…

Optimization and Control · Mathematics 2025-09-03 Xiang Li , Jiadong Liang , Xinyun Chen , Zhihua Zhang

Quantum state tomography (QST) is the gold standard technique for obtaining an estimate for the state of small quantum systems in the laboratory. Its application to systems with more than a few constituents (e.g. particles) soon becomes…

Stochastic gradient descent (SGD) is commonly used for optimization in large-scale machine learning problems. Langford et al. (2009) introduce a sparse online learning method to induce sparsity via truncated gradient. With high-dimensional…

Machine Learning · Statistics 2017-05-10 Yuting Ma , Tian Zheng

We develop a new method of online inference for a vector of parameters estimated by the Polyak-Ruppert averaging procedure of stochastic gradient descent (SGD) algorithms. We leverage insights from time series regression in econometrics and…

Machine Learning · Statistics 2022-08-09 Sokbae Lee , Yuan Liao , Myung Hwan Seo , Youngki Shin

The stochastic gradient descent (SGD) optimization algorithm plays a central role in a series of machine learning applications. The scientific literature provides a vast amount of upper error bounds for the SGD method. Much less attention…

Numerical Analysis · Mathematics 2020-10-05 Arnulf Jentzen , Philippe von Wurstemberger

Quantum state tomography (QST) is the art of reconstructing an unknown quantum state through measurements. It is a key primitive for developing quantum technologies. Neural network quantum state tomography (NNQST), which aims to reconstruct…

Quantum Physics · Physics 2024-06-18 Victor Wei , W. A. Coish , Pooya Ronagh , Christine A. Muschik