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We study two procedures (reverse-mode and forward-mode) for computing the gradient of the validation error with respect to the hyperparameters of any iterative learning algorithm such as stochastic gradient descent. These procedures mirror…

Machine Learning · Statistics 2017-12-13 Luca Franceschi , Michele Donini , Paolo Frasconi , Massimiliano Pontil

A widely believed explanation for the remarkable generalization capacities of overparameterized neural networks is that the optimization algorithms used for training induce an implicit bias towards benign solutions. To grasp this…

Machine Learning · Computer Science 2025-12-19 Maria Matveev , Vit Fojtik , Hung-Hsu Chou , Gitta Kutyniok , Johannes Maly

This paper presents an asynchronous incremental aggregated gradient algorithm and its implementation in a parameter server framework for solving regularized optimization problems. The algorithm can handle both general convex (possibly…

Optimization and Control · Mathematics 2016-10-19 Arda Aytekin , Hamid Reza Feyzmahdavian , Mikael Johansson

In standard reinforcement learning (RL), a learning agent seeks to optimize the overall reward. However, many key aspects of a desired behavior are more naturally expressed as constraints. For instance, the designer may want to limit the…

Machine Learning · Computer Science 2021-01-29 Sobhan Miryoosefi , Kianté Brantley , Hal Daumé , Miroslav Dudik , Robert Schapire

We propose a novel data-dependent structured gradient regularizer to increase the robustness of neural networks vis-a-vis adversarial perturbations. Our regularizer can be derived as a controlled approximation from first principles,…

Machine Learning · Statistics 2018-05-23 Kevin Roth , Aurelien Lucchi , Sebastian Nowozin , Thomas Hofmann

In this paper we propose a unified two-phase scheme for convex optimization to accelerate: (1) the adaptive cubic regularization methods with exact/inexact Hessian matrices, and (2) the adaptive gradient method, without any knowledge of the…

Optimization and Control · Mathematics 2017-12-29 Bo Jiang , Tianyi Lin , Shuzhong Zhang

In this paper, we show how to transform any optimization problem that arises from fitting a machine learning model into one that (1) detects and removes contaminated data from the training set while (2) simultaneously fitting the trimmed…

Machine Learning · Statistics 2017-02-07 Aleksandr Aravkin , Damek Davis

By the recent advances in computer technology leading to the invention of more powerful processors, the importance of creating models using data training is even greater than ever. Given the significance of this issue, this work tries to…

Optimization and Control · Mathematics 2023-12-27 Saman Khoramian

This paper introduces new parameter-free first-order methods for convex optimization problems in which the objective function exhibits H\"{o}lder smoothness. Inspired by the recently proposed distance-over-gradient (DOG) technique, we…

Optimization and Control · Mathematics 2025-10-28 Yijin Ren , Haifeng Xu , Qi Deng

The learning rate is one of the most important hyper-parameters for model training and generalization. However, current hand-designed parametric learning rate schedules offer limited flexibility and the predefined schedule may not match the…

Machine Learning · Computer Science 2019-09-24 Zhen Xu , Andrew M. Dai , Jonas Kemp , Luke Metz

As application demands for online convex optimization accelerate, the need for designing new methods that simultaneously cover a large class of convex functions and impose the lowest possible regret is highly rising. Known online…

Machine Learning · Computer Science 2019-06-04 Saeed Masoudian , Ali Arabzadeh , Mahdi Jafari Siavoshani , Milad Jalal , Alireza Amouzad

Robust model fitting is a core algorithm in a large number of computer vision applications. Solving this problem efficiently for datasets highly contaminated with outliers is, however, still challenging due to the underlying computational…

Computer Vision and Pattern Recognition · Computer Science 2021-03-08 Giang Truong , Huu Le , David Suter , Erchuan Zhang , Syed Zulqarnain Gilani

This study develops a framework for a class of constant modulus (CM) optimization problems, which covers binary constraints, discrete phase constraints, semi-orthogonal matrix constraints, non-negative semi-orthogonal matrix constraints,…

Signal Processing · Electrical Eng. & Systems 2024-11-12 Junbin Liu , Ya Liu , Wing-Kin Ma , Mingjie Shao , Anthony Man-Cho So

We describe a novel constructive technique for devising efficient first-order methods for a wide range of large-scale convex minimization settings, including smooth, non-smooth, and strongly convex minimization. The technique builds upon a…

Optimization and Control · Mathematics 2019-06-27 Yoel Drori , Adrien B. Taylor

The superior performance of ensemble methods with infinite models are well known. Most of these methods are based on optimization problems in infinite-dimensional spaces with some regularization, for instance, boosting methods and convex…

Machine Learning · Statistics 2017-12-18 Atsushi Nitanda , Taiji Suzuki

Our understanding of learning input-output relationships with neural nets has improved rapidly in recent years, but little is known about the convergence of the underlying representations, even in the simple case of linear autoencoders…

Machine Learning · Computer Science 2021-10-04 Xuchan Bao , James Lucas , Sushant Sachdeva , Roger Grosse

Machine learning can significantly improve performance for decision-making under uncertainty across a wide range of domains. However, ensuring robustness guarantees requires well-calibrated uncertainty estimates, which can be difficult to…

Machine Learning · Computer Science 2026-02-03 Christopher Yeh , Nicolas Christianson , Alan Wu , Adam Wierman , Yisong Yue

Gradient-based meta-learning has proven to be highly effective at learning model initializations, representations, and update rules that allow fast adaptation from a few samples. The core idea behind these approaches is to use fast…

Machine Learning · Computer Science 2019-10-07 Khurram Javed , Hengshuai Yao , Martha White

Decentralized optimization is a powerful paradigm that finds applications in engineering and learning design. This work studies decentralized composite optimization problems with non-smooth regularization terms. Most existing gradient-based…

Optimization and Control · Mathematics 2019-10-29 Sulaiman A. Alghunaim , Kun Yuan , Ali H. Sayed

Accelerated algorithms for minimizing smooth strongly convex functions usually require knowledge of the strong convexity parameter $\mu$. In the case of an unknown $\mu$, current adaptive techniques are based on restart schemes. When the…

Optimization and Control · Mathematics 2019-06-10 Mathieu Barré , Alexandre d'Aspremont