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An algorithm is proposed for solving optimization problems arising in neural network training for supervised learning. The unique feature of the algorithm is the use of an auxiliary loss, in addition to the original loss employed for model…

Optimization and Control · Mathematics 2026-05-11 Yunlang Zhu , Lingjun Guo , Zahra Khatti , Xiaoyi Qu , Chia-Yuan Wu , Lara Zebiane , Frank E. Curtis

Stochastic gradient descent (SGD) is a popular and efficient method with wide applications in training deep neural nets and other nonconvex models. While the behavior of SGD is well understood in the convex learning setting, the existing…

Machine Learning · Computer Science 2019-12-16 Yunwen Lei , Ting Hu , Guiying Li , Ke Tang

Despite the fact that the loss functions of deep neural networks are highly non-convex, gradient-based optimization algorithms converge to approximately the same performance from many random initial points. One thread of work has focused on…

Machine Learning · Computer Science 2020-03-24 Charles G. Frye , James Simon , Neha S. Wadia , Andrew Ligeralde , Michael R. DeWeese , Kristofer E. Bouchard

Non-convex optimization problems are ubiquitous in machine learning, especially in Deep Learning. While such complex problems can often be successfully optimized in practice by using stochastic gradient descent (SGD), theoretical analysis…

Machine Learning · Computer Science 2022-02-21 Harsh Vardhan , Sebastian U. Stich

One of the mysteries in the success of neural networks is randomly initialized first order methods like gradient descent can achieve zero training loss even though the objective function is non-convex and non-smooth. This paper demystifies…

Machine Learning · Computer Science 2019-02-06 Simon S. Du , Xiyu Zhai , Barnabas Poczos , Aarti Singh

We introduce a novel algorithm for solving learning problems where both the loss function and the regularizer are non-convex but belong to the class of difference of convex (DC) functions. Our contribution is a new general purpose proximal…

Machine Learning · Computer Science 2015-07-03 Alain Rakotomamonjy , Remi Flamary , Gilles Gasso

In this work we propose the use of adaptive stochastic search as a building block for general, non-convex optimization operations within deep neural network architectures. Specifically, for an objective function located at some layer in the…

Machine Learning · Computer Science 2021-04-05 Ioannis Exarchos , Marcus A. Pereira , Ziyi Wang , Evangelos A. Theodorou

The training of machine learning models is typically carried out using some form of gradient descent, often with great success. However, non-asymptotic analyses of first-order optimization algorithms typically employ a gradient smoothness…

Machine Learning · Computer Science 2024-06-18 Thomas Flynn

In neural networks, the loss function represents the core of the learning process that leads the optimizer to an approximation of the optimal convergence error. Convolutional neural networks (CNN) use the loss function as a supervisory…

Computer Vision and Pattern Recognition · Computer Science 2020-09-30 Riccardo La Grassa , Ignazio Gallo , Nicola Landro

Convolutional neural networks are widely used in imaging and image recognition. Learning such networks from training data leads to the minimization of a non-convex function. This makes the analysis of standard optimization methods such as…

Optimization and Control · Mathematics 2026-01-14 Jona-Maria Diederen , Holger Rauhut , Ulrich Terstiege

We investigate the convergence rates and data sample sizes required for training a machine learning model using a stochastic gradient descent (SGD) algorithm, where data points are sampled based on either their loss value or uncertainty…

Machine Learning · Computer Science 2024-11-26 Daniel Haimovich , Dima Karamshuk , Fridolin Linder , Niek Tax , Milan Vojnovic

Supervised training of neural networks for classification is typically performed with a global loss function. The loss function provides a gradient for the output layer, and this gradient is back-propagated to hidden layers to dictate an…

Machine Learning · Statistics 2019-05-09 Arild Nøkland , Lars Hiller Eidnes

We establish strong duality relations for functional two-step compositional risk-constrained learning problems with multiple nonconvex loss functions and/or learning constraints, regardless of nonconvexity and under a minimal set of…

Machine Learning · Computer Science 2023-12-05 Dionysis Kalogerias , Spyridon Pougkakiotis

In this paper, we present some theoretical work to explain why simple gradient descent methods are so successful in solving non-convex optimization problems in learning large-scale neural networks (NN). After introducing a mathematical tool…

Machine Learning · Computer Science 2023-05-01 Hui Jiang

This paper proposes a new family of algorithms for training neural networks (NNs). These are based on recent developments in the field of non-convex optimization, going under the general name of successive convex approximation (SCA)…

Machine Learning · Statistics 2017-06-16 Simone Scardapane , Paolo Di Lorenzo

One of the most popular training algorithms for deep neural networks is the Adaptive Moment Estimation (Adam) introduced by Kingma and Ba. Despite its success in many applications there is no satisfactory convergence analysis: only local…

Machine Learning · Computer Science 2022-10-06 Sebastian Bock , Martin Georg Weiß

Depth estimation from 2D images is a common computer vision task that has applications in many fields including autonomous vehicles, scene understanding and robotics. The accuracy of a supervised depth estimation method mainly relies on the…

Computer Vision and Pattern Recognition · Computer Science 2024-04-12 Muhammad Adeel Hafeez , Michael G. Madden , Ganesh Sistu , Ihsan Ullah

When using stochastic gradient descent to solve large-scale machine learning problems, a common practice of data processing is to shuffle the training data, partition the data across multiple machines if needed, and then perform several…

Machine Learning · Statistics 2017-10-02 Qi Meng , Wei Chen , Yue Wang , Zhi-Ming Ma , Tie-Yan Liu

This paper investigates the deep learning optimization problem with softmax cross-entropy loss. We propose a layer separation strategy to alleviate the strong nonconvexity encountered during training deep networks. For cross-entropy models…

Machine Learning · Computer Science 2026-04-28 Yaru Liu , Michael K. Ng , Yiqi Gu

We consider the stochastic approximation problem where a convex function has to be minimized, given only the knowledge of unbiased estimates of its gradients at certain points, a framework which includes machine learning methods based on…

Machine Learning · Computer Science 2013-06-11 Francis Bach , Eric Moulines