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Adam-type methods, the extension of adaptive gradient methods, have shown great performance in the training of both supervised and unsupervised machine learning models. In particular, Adam-type optimizers have been widely used empirically…

Machine Learning · Computer Science 2021-09-30 Zehao Dou , Yuanzhi Li

Deep learning has non-convex loss landscape and its optimization dynamics is hard to analyze or control. Nevertheless, the dynamics can be empirically convex-like across various tasks, models, optimizers, hyperparameters, etc. In this work,…

Machine Learning · Computer Science 2026-02-10 Zhiqi Bu , Shiyun Xu , Jialin Mao

We study stochastic optimization of nonconvex loss functions, which are typical objectives for training neural networks. We propose stochastic approximation algorithms which optimize a series of regularized, nonlinearized losses on large…

Machine Learning · Computer Science 2019-03-12 Weiran Wang , Nathan Srebro

Although artificial neural networks have shown great promise in applications including computer vision and speech recognition, there remains considerable practical and theoretical difficulty in optimizing their parameters. The seemingly…

Machine Learning · Computer Science 2016-12-30 Blaine Rister , Daniel L Rubin

Adaptive Moment Estimation (ADAM) is a very popular training algorithm for deep neural networks and belongs to the family of adaptive gradient descent optimizers. However to the best of the authors knowledge no complete convergence analysis…

Machine Learning · Computer Science 2021-02-22 Sebastian Bock , Martin Georg Weiß

Supervised training of deep neural nets typically relies on minimizing cross-entropy. However, in many domains, we are interested in performing well on metrics specific to the application. In this paper we propose a direct loss minimization…

Machine Learning · Computer Science 2016-06-03 Yang Song , Alexander G. Schwing , Richard S. Zemel , Raquel Urtasun

The existing machine learning algorithms for minimizing the convex function over a closed convex set suffer from slow convergence because their learning rates must be determined before running them. This paper proposes two machine learning…

Optimization and Control · Mathematics 2019-09-02 Kazuhiro Hishinuma , Hideaki Iiduka

Learning with a {\it convex loss} function has been a dominating paradigm for many years. It remains an interesting question how non-convex loss functions help improve the generalization of learning with broad applicability. In this paper,…

Machine Learning · Computer Science 2018-05-22 Yi Xu , Shenghuo Zhu , Sen Yang , Chi Zhang , Rong Jin , Tianbao Yang

Gradient descent finds a global minimum in training deep neural networks despite the objective function being non-convex. The current paper proves gradient descent achieves zero training loss in polynomial time for a deep over-parameterized…

Machine Learning · Computer Science 2019-05-30 Simon S. Du , Jason D. Lee , Haochuan Li , Liwei Wang , Xiyu Zhai

To deal with changing environments, a new performance measure -- adaptive regret, defined as the maximum static regret over any interval, was proposed in online learning. Under the setting of online convex optimization, several algorithms…

Machine Learning · Computer Science 2025-08-04 Lijun Zhang , Wenhao Yang , Guanghui Wang , Wei Jiang , Zhi-Hua Zhou

Learning in Deep Neural Networks (DNN) takes place by minimizing a non-convex high-dimensional loss function, typically by a stochastic gradient descent (SGD) strategy. The learning process is observed to be able to find good minimizers…

Machine Learning · Computer Science 2020-03-12 Carlo Baldassi , Fabrizio Pittorino , Riccardo Zecchina

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…

Optimization and Control · Mathematics 2017-04-26 Naman Agarwal , Zeyuan Allen-Zhu , Brian Bullins , Elad Hazan , Tengyu Ma

Despite the recent development in machine learning, most learning systems are still under the concept of "black box", where the performance cannot be understood and derived. With the rise of safety and privacy concerns in public, designing…

Machine Learning · Computer Science 2023-06-30 Shuai Zhang

Adaptive gradient methods, e.g. \textsc{Adam}, have achieved tremendous success in machine learning. Scaling the learning rate element-wisely by a certain form of second moment estimate of gradients, such methods are able to attain rapid…

Machine Learning · Computer Science 2022-02-10 Yizhou Wang , Yue Kang , Can Qin , Huan Wang , Yi Xu , Yulun Zhang , Yun Fu

We consider supervised learning problems in which set predictions provide explicit uncertainty estimates. Using Choquet integrals (a.k.a. Lov{\'a}sz extensions), we propose a convex loss function for nondecreasing subset-valued functions…

Machine Learning · Computer Science 2025-12-23 Francis Bach

In this paper, we develop upon the topic of loss function learning, an emergent meta-learning paradigm that aims to learn loss functions that significantly improve the performance of the models trained under them. Specifically, we propose a…

Neural and Evolutionary Computing · Computer Science 2024-03-05 Christian Raymond , Qi Chen , Bing Xue , Mengjie Zhang

Soft-thresholding has been widely used in neural networks. Its basic network structure is a two-layer convolution neural network with soft-thresholding. Due to the network's nature of nonlinearity and nonconvexity, the training process…

Machine Learning · Computer Science 2023-04-17 Chunyan Xiong , Mengli Lu , Xiaotong Yu , Jian Cao , Zhong Chen , Di Guo , Xiaobo Qu

The non-convexity of the artificial neural network (ANN) training landscape brings inherent optimization difficulties. While the traditional back-propagation stochastic gradient descent (SGD) algorithm and its variants are effective in…

Machine Learning · Computer Science 2025-06-18 Yatong Bai , Tanmay Gautam , Somayeh Sojoudi

We propose a new convex loss for Support Vector Machines, both for the binary classification and for the regression models. Therefore, we show the mathematical derivation of the dual problems and we experiment with them on several small…

Machine Learning · Computer Science 2026-03-02 Filippo Portera

Many recent applications in machine learning and data fitting call for the algorithmic solution of structured smooth convex optimization problems. Although the gradient descent method is a natural choice for this task, it requires exact…

Optimization and Control · Mathematics 2013-09-03 Anthony Man-Cho So