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We study finite-sum nonconvex optimization problems, where the objective function is an average of $n$ nonconvex functions. We propose a new stochastic gradient descent algorithm based on nested variance reduction. Compared with…

Machine Learning · Computer Science 2020-10-20 Dongruo Zhou , Pan Xu , Quanquan Gu

Deep learning models are dominating almost all artificial intelligence tasks such as vision, text, and speech processing. Stochastic Gradient Descent (SGD) is the main tool for training such models, where the computations are usually…

Machine Learning · Computer Science 2023-01-10 Matteo Cacciola , Antonio Frangioni , Masoud Asgharian , Alireza Ghaffari , Vahid Partovi Nia

We study nonconvex finite-sum problems and analyze stochastic variance reduced gradient (SVRG) methods for them. SVRG and related methods have recently surged into prominence for convex optimization given their edge over stochastic gradient…

Optimization and Control · Mathematics 2016-04-06 Sashank J. Reddi , Ahmed Hefny , Suvrit Sra , Barnabas Poczos , Alex Smola

Quantum state tomography (QST) via local measurements on reduced density matrices (LQST) is a promising approach but becomes impractical for large systems. To tackle this challenge, we developed an efficient quantum state tomography method…

Stochastic gradient descent (SGD) gives an optimal convergence rate when minimizing convex stochastic objectives $f(x)$. However, in terms of making the gradients small, the original SGD does not give an optimal rate, even when $f(x)$ is…

Machine Learning · Computer Science 2021-07-30 Zeyuan Allen-Zhu

This paper addresses stochastic optimization in a streaming setting with time-dependent and biased gradient estimates. We analyze several first-order methods, including Stochastic Gradient Descent (SGD), mini-batch SGD, and time-varying…

Machine Learning · Computer Science 2023-07-20 Antoine Godichon-Baggioni , Nicklas Werge , Olivier Wintenberger

Machine learning, especially deep neural networks, has been rapidly developed in fields including computer vision, speech recognition and reinforcement learning. Although Mini-batch SGD is one of the most popular stochastic optimization…

Machine Learning · Computer Science 2019-03-12 Xinyu Peng , Li Li , Fei-Yue Wang

Stochastic gradient descent (SGD) is a promising method for solving large-scale inverse problems, due to its excellent scalability with respect to data size. In this work, we analyze a new data-driven regularized stochastic gradient descent…

Numerical Analysis · Mathematics 2024-09-30 Zehui Zhou

In this paper, we investigate a general class of stochastic gradient descent (SGD) algorithms, called Conditioned SGD, based on a preconditioning of the gradient direction. Using a discrete-time approach with martingale tools, we establish…

Statistics Theory · Mathematics 2023-10-17 Rémi Leluc , François Portier

We present a convergence rate analysis for biased stochastic gradient descent (SGD), where individual gradient updates are corrupted by computation errors. We develop stochastic quadratic constraints to formulate a small linear matrix…

Optimization and Control · Mathematics 2020-03-31 Bin Hu , Peter Seiler , Laurent Lessard

Bayesian computation plays an important role in modern machine learning and statistics to reason about uncertainty. A key computational challenge in Bayesian inference is to develop efficient techniques to approximate, or draw samples from…

Numerical Analysis · Mathematics 2021-09-01 Liang Yan , Tao Zhou

The possible state space dimension increases exponentially with respect to the number of qubits. This feature makes the quantum state tomography expensive and impractical for identifying the state of merely several qubits. The recent…

Information Theory · Computer Science 2014-01-28 Kezhi Li , Shuang Cong

In this paper, the convergence rates of two algorithms for the online quantum states reconstruction with Gaussian measurement noise in continuous weak measurement are studied, one is the online proximal gradient-based alternating direction…

Quantum Physics · Physics 2024-10-15 Shuang Cong , Weiyi Qin

Quantum state tomography (QST) represents an essential tool for the characterization, verification, and validation (QCVV) of quantum processors. Only for a few idealized scenarios, there are analytic results for the optimal measurement set…

Quantum Physics · Physics 2022-12-27 Violeta N. Ivanova-Rohling , Niklas Rohling , Guido Burkard

We analyze stochastic gradient algorithms for optimizing nonconvex problems. In particular, our goal is to find local minima (second-order stationary points) instead of just finding first-order stationary points which may be some bad…

Machine Learning · Computer Science 2019-06-24 Zhize Li

We study convergence properties of Stochastic Gradient Descent (SGD) for convex objectives without assumptions on smoothness or strict convexity. We consider the question of establishing that with high probability the objective evaluated at…

Machine Learning · Computer Science 2018-10-23 Andrea Schioppa

Most deep learning models are based on deep neural networks with multiple layers between input and output. The parameters defining these layers are initialized using random values and are "learned" from data, typically using stochastic…

Machine Learning · Computer Science 2019-03-05 Prakash Mohan , Marc T. Henry de Frahan , Ryan King , Ray W. Grout

We present a technique for performing quantum detector tomography (QDT) of phase insensitive quantum detectors, a category under which many detectors of interest fall under, using gradient descent-based optimization to learn the positive…

Quantum Physics · Physics 2026-05-13 Amanuel Anteneh , Olivier Pfister

Quantum state tomography (QST) is plagued by the ``curse of dimensionality'' due to the exponentially-scaled complexity in measurement and data post-processing. Efficient QST schemes for large-scale mixed states are currently missing. In…

Quantum Physics · Physics 2023-08-15 Wen-jun Li , Kai Xu , Heng Fan , Shi-ju Ran , Gang Su

Stochastic gradient descent (SGD) now acts as a fundamental part of optimization in current machine learning. Meanwhile, deep learning architectures have shown outstanding performance in a wide range of fields, such as natural language…

Machine Learning · Computer Science 2026-01-27 Zhao Song , Song Yue