Related papers: Globally aware optimization with resurgence
Many resource allocation tasks are challenging global (i.e., non-convex) optimization problems. The main issue is that the computational complexity of these problems grows exponentially in the number of variables instead of polynomially as…
We propose a novel zeroth-order optimization algorithm based on an efficient sampling strategy. Under mild global regularity conditions on the objective function, we establish non-asymptotic convergence rates for the proposed method.…
Efficient global optimization is the problem of minimizing an unknown function f, using as few evaluations f(x) as possible. It can be considered as a continuum-armed bandit problem, with noiseless data and simple regret. Expected…
The goal of decentralized optimization over a network is to optimize a global objective formed by a sum of local (possibly nonsmooth) convex functions using only local computation and communication. It arises in various application domains,…
We consider the problem of global optimization of a function f from very noisy evaluations. We adopt a Bayesian sequential approach: evaluation points are chosen so as to reduce the uncertainty about the position of the global optimum of f,…
Large optimal transport problems can be approached via domain decomposition, i.e. by iteratively solving small partial problems independently and in parallel. Convergence to the global minimizers under suitable assumptions has been shown in…
Learning multiple tasks sequentially without forgetting previous knowledge, called Continual Learning(CL), remains a long-standing challenge for neural networks. Most existing methods rely on additional network capacity or data replay. In…
The recently introduced Gradient Methods with Memory use a subset of the past oracle information to create an accurate model of the objective function that enables them to surpass the Gradient Method in practical performance. The model…
The goal of the Inverse reinforcement learning (IRL) task is to identify the underlying reward function and the corresponding optimal policy from a set of expert demonstrations. While most IRL algorithms' theoretical guarantees rely on a…
Aiming at the shortcomings of the gazelle optimization algorithm, such as the imbalance between exploration and exploitation and the insufficient information exchange within the population, this paper proposes a multi-strategy improved…
Small data learning problems are characterized by a significant discrepancy between the limited amount of response variable observations and the large feature space dimension. In this setting, the common learning tools struggle to identify…
We introduce a novel approach addressing global analysis of a difficult class of nonconvex-nonsmooth optimization problems within the important framework of Lagrangian-based methods. This genuine nonlinear class captures many problems in…
The paper considers the problem of network-based computation of global minima in smooth nonconvex optimization problems. It is known that distributed gradient-descent-type algorithms can achieve convergence to the set of global minima by…
Distributed optimization advances centralized machine learning methods by enabling parallel and decentralized learning processes over a network of computing nodes. This work provides an accelerated consensus-based distributed algorithm for…
In this paper, a sequential search method for finding the global minimum of an objective function is presented, The descent gradient search is repeated until the global minimum is obtained. The global minimum is located by a process of…
Distributed training in deep learning (DL) is common practice as data and models grow. The current practice for distributed training of deep neural networks faces the challenges of communication bottlenecks when operating at scale, and…
Policy gradient methods are among the most effective methods for large-scale reinforcement learning, and their empirical success has prompted several works that develop the foundation of their global convergence theory. However, prior works…
Shuffling strategies for stochastic gradient descent (SGD), including incremental gradient, shuffle-once, and random reshuffling, are supported by rigorous convergence analyses for arbitrary within-epoch permutations. In particular, random…
The necessity to find the global optimum of multiextremal functions arises in many applied problems where finding local solutions is insufficient. One of the desirable properties of global optimization methods is \emph{strong homogeneity}…
Neural network optimization remains one of the most consequential yet poorly understood challenges in modern AI research, where improvements in training algorithms can lead to enhanced feature learning in foundation models,…