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We introduce a novel algorithm for gradient-based optimization of stochastic objective functions. The method may be seen as a variant of SGD with momentum equipped with an adaptive learning rate automatically adjusted by an 'energy'…
Many engineering problems involve learning hidden dynamics from indirect observations, where the physical processes are described by systems of partial differential equations (PDE). Gradient-based optimization methods are considered…
We use differential equations based approaches to provide some {\it \textbf{physics}} insights into analyzing the dynamics of popular optimization algorithms in machine learning. In particular, we study gradient descent, proximal gradient…
A framework is introduced for solving a sequence of slowly changing optimization problems, including those arising in regression and classification applications, using optimization algorithms such as stochastic gradient descent (SGD). The…
The paper considers distributed gradient flow (DGF) for multi-agent nonconvex optimization. DGF is a continuous-time approximation of distributed gradient descent that is often easier to study than its discrete-time counterpart. The paper…
Mastering a skill generally relies on both hands-on experience from doers and insightful, high-level guidance by mentors. Will this strategy also work well for solving complex non-convex optimization problems? Here, a common gradient-based…
For addressing optimisation tasks on finite dimensional quantum systems, we give a comprehensive account of the foundations of gradient flows on Riemannian manifolds including new developments: we extend former results from Lie groups such…
Recent works in learning-integrated optimization have shown promise in settings where the optimization problem is only partially observed or where general-purpose optimizers perform poorly without expert tuning. By learning an optimizer…
Accurate and efficient prediction of multi-scale flows remains a formidable challenge. Constructing theoretical models and numerical methods often involves the design and optimization of parameters. While gradient descent methods have been…
Existing work on data-driven optimization focuses on problems in static environments, but little attention has been paid to problems in dynamic environments. This paper proposes a data-driven optimization algorithm to deal with the…
Gradient-based first-order convex optimization algorithms find widespread applicability in a variety of domains, including machine learning tasks. Motivated by the recent advances in fixed-time stability theory of continuous-time dynamical…
The problem of identifying geometric structure in data is a cornerstone of (unsupervised) learning. As a result, Geometric Representation Learning has been widely applied across scientific and engineering domains. In this work, we…
We develop the theory of Energy Conserving Descent (ECD) and introduce ECDSep, a gradient-based optimization algorithm able to tackle convex and non-convex optimization problems. The method is based on the novel ECD framework of…
In this work, we consider methods for solving large-scale optimization problems with a possibly nonsmooth objective function. The key idea is to first specify a class of optimization algorithms using a generic iterative scheme involving…
Even for the gradient descent (GD) method applied to neural network training, understanding its optimization dynamics, including convergence rate, iterate trajectories, function value oscillations, and especially its implicit acceleration,…
The rapid progress in machine learning in recent years has been based on a highly productive connection to gradient-based optimization. Further progress hinges in part on a shift in focus from pattern recognition to decision-making and…
Many scientific problems focus on observed patterns of change or on how to design a system to achieve particular dynamics. Those problems often require fitting differential equation models to target trajectories. Fitting such models can be…
Fractional Gradient Descent (FGD) offers a novel and promising way to accelerate optimization by incorporating fractional calculus into machine learning. Although FGD has shown encouraging initial results across various optimization tasks,…
The autoencoder model uses an encoder to map data samples to a lower dimensional latent space and then a decoder to map the latent space representations back to the data space. Implicitly, it relies on the encoder to approximate the inverse…
First-order optimization methods, such as stochastic gradient descent (SGD) and its variants, are widely used in machine learning applications due to their simplicity and low per-iteration costs. However, they often require larger numbers…