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Recent works have shown that gradient-update alignment is a powerful signal for modulating optimizer updates, often leading to faster training. We promote this update-wise heuristic as a mathematically grounded principle for selecting and…
Many tasks in machine learning and signal processing can be solved by minimizing a convex function of a measure. This includes sparse spikes deconvolution or training a neural network with a single hidden layer. For these problems, we study…
Second-order methods are emerging as promising alternatives to standard first-order optimizers such as gradient descent and ADAM for training neural networks. Though the advantages of including curvature information in computing…
Large learning rates, when applied to gradient descent for nonconvex optimization, yield various implicit biases including the edge of stability (Cohen et al., 2021), balancing (Wang et al., 2022), and catapult (Lewkowycz et al., 2020).…
Recently, flat-minima optimizers, which seek to find parameters in low-loss neighborhoods, have been shown to improve a neural network's generalization performance over stochastic and adaptive gradient-based optimizers. Two methods have…
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,…
Averaging scheme has attracted extensive attention in deep learning as well as traditional machine learning. It achieves theoretically optimal convergence and also improves the empirical model performance. However, there is still a lack of…
We introduce a general framework for analyzing learning algorithms based on the notion of self-regularization, which captures implicit complexity control without requiring explicit regularization. This is motivated by previous observations…
We provide a simple proof of convergence covering both the Adam and Adagrad adaptive optimization algorithms when applied to smooth (possibly non-convex) objective functions with bounded gradients. We show that in expectation, the squared…
Sharpness-Aware Minimization (SAM) enhances generalization by minimizing the maximum training loss within a predefined neighborhood around the parameters. However, its practical implementation approximates this as gradient ascent(s)…
In this work, we propose an optimization algorithm which we call norm-adapted gradient descent. This algorithm is similar to other gradient-based optimization algorithms like Adam or Adagrad in that it adapts the learning rate of stochastic…
Understanding the generalization behavior of learning algorithms is a central goal of learning theory. A recently emerging explanation is that learning algorithms are successful in practice because they converge to flat minima, which have…
We propose an Adagrad-like algorithm for multi-objective unconstrained optimization that relies on the computation of a common descent direction only. Unlike classical local algorithms for multi-objective optimization, our approach does not…
Nonconvex optimization is central to modern machine learning, but the general framework of nonconvex optimization yields weak convergence guarantees that are too pessimistic compared to practice. On the other hand, while convexity enables…
The adaptive optimizer for training neural networks has continually evolved to overcome the limitations of the previously proposed adaptive methods. Recent studies have found the rare counterexamples that Adam cannot converge to the optimal…
Convergence guarantees for optimization over bounded-rank matrices are delicate to obtain because the feasible set is a non-smooth and non-convex algebraic variety. Existing techniques include projected gradient descent, fixed-rank…
Majorization-minimization algorithms consist of successively minimizing a sequence of upper bounds of the objective function so that along the iterations the objective function decreases. Such a simple principle allows to solve a large…
How does the choice of optimization algorithm shape a model's ability to learn features? To address this question for steepest descent methods --including sign descent, which is closely related to Adam --we introduce steepest mirror flows…
We propose a new gradient descent algorithm with added stochastic terms for finding the global optimizers of nonconvex optimization problems. A key component in the algorithm is the adaptive tuning of the randomness based on the value of…
Accelerated gradient methods are the cornerstones of large-scale, data-driven optimization problems that arise naturally in machine learning and other fields concerning data analysis. We introduce a gradient-based optimization framework for…