Related papers: CaCuTe: Casual Cubic-Model Technique for Faster Op…

We consider a decentralized learning problem, where a set of computing nodes aim at solving a non-convex optimization problem collaboratively. It is well-known that decentralized optimization schemes face two major system bottlenecks:…

Gradient regularization (GR) has been shown to improve the generalizability of trained models. While Natural Gradient Descent has been shown to accelerate optimization in the initial phase of training, little attention has been paid to how…

Gradient-based minimax optimal algorithms have greatly promoted the development of continuous optimization and machine learning. One seminal work due to Yurii Nesterov [Nes83a] established $\tilde{\mathcal{O}}(\sqrt{L/\mu})$ gradient…

This paper introduces the Runge-Kutta Chebyshev descent method (RKCD) for strongly convex optimisation problems. This new algorithm is based on explicit stabilised integrators for stiff differential equations, a powerful class of numerical…

We consider decentralized gradient-free optimization of minimizing Lipschitz continuous functions that satisfy neither smoothness nor convexity assumption. We propose two novel gradient-free algorithms, the Decentralized Gradient-Free…

In this paper we propose stochastic gradient-free methods and accelerated methods with momentum for solving stochastic optimization problems. All these methods rely on stochastic directions rather than stochastic gradients. We analyze the…

We propose DisGrem, a fully decentralized second-order method for convex consensus optimization over networks. Each agent solves a local Newton system with vanishing gradient-norm regularization and an eigenvalue-shift stabilizer,…

We prove consistency of a recently proposed scheme that evaluates expected values by composing a learned transport map with Clenshaw--Curtis sparse-grid quadrature on a tractable product source. Our analysis hinges on the structural fact…

Computational fluid dynamics (CFD) simulations of viscous fluids described by the Navier-Stokes equations are considered. Depending on the Reynolds number of the flow, the Navier-Stokes equations may exhibit a highly nonlinear behavior. The…

Multi-armed bandit models have proven to be useful in modeling many real world problems in the areas of control and sequential decision making with partial information. However, in many scenarios, such as those prevalent in healthcare and…

We consider the minimization of non-convex functions that typically arise in machine learning. Specifically, we focus our attention on a variant of trust region methods known as cubic regularization. This approach is particularly attractive…

Previous studies on stochastic primal-dual algorithms for solving min-max problems with faster convergence heavily rely on the bilinear structure of the problem, which restricts their applicability to a narrowed range of problems. The main…

We propose adaptive, line search-free second-order methods with optimal rate of convergence for solving convex-concave min-max problems. By means of an adaptive step size, our algorithms feature a simple update rule that requires solving…

Finding the global minimum of non-convex functions is one of the main and most difficult problems in modern optimization. In the first part of the paper, we consider a certain class of "good" non-convex functions that can be bounded above…

Gradient-based solvers risk convergence to local optima, leading to incorrect researcher inference. Heuristic-based algorithms are able to ``break free" of these local optima to eventually converge to the true global optimum. However, given…

This paper proposes a novel analysis for the Scaffold algorithm, a popular method for dealing with data heterogeneity in federated learning. While its convergence in deterministic settings--where local control variates mitigate client…

We introduce a new numerical method to approximate the solutions of a class of stationary Hamilton-Jacobi (HJ) partial differential equations arising from minimum time optimal control problems. We rely on nested grid approximations, and…

This paper investigates to what extent one can improve reinforcement learning algorithms. Our study is split in three parts. First, our analysis shows that the classical asymptotic convergence rate $O(1/\sqrt{N})$ is pessimistic and can be…

Gradient Clock Synchronization (GCS) is the task of minimizing the \emph{local skew,} i.e., the clock offset between neighboring clocks, in a larger network. While asymptotically optimal bounds are known, from a practical perspective they…

We design a non-convex second-order optimization algorithm that is guaranteed to return an approximate local minimum in time which scales linearly in the underlying dimension and the number of training examples. The time complexity of our…