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We propose a general framework for machine learning based optimization under uncertainty. Our approach replaces the complex forward model by a surrogate, which is learned simultaneously in a one-shot sense when solving the optimal control…

Optimization and Control · Mathematics 2023-12-25 Philipp A. Guth , Claudia Schillings , Simon Weissmann

Bayesian optimization has been shown to be a powerful tool for solving black box problems during online accelerator optimization. The major advantage of Bayesian based optimization techniques is the ability to include prior information…

Accelerator Physics · Physics 2022-11-17 Connie Xu , Ryan Roussel , Auralee Edelen

We consider minimizing functions for which it is expensive to compute the (possibly stochastic) gradient. Such functions are prevalent in reinforcement learning, imitation learning and adversarial training. Our target optimization framework…

Machine Learning · Computer Science 2023-06-09 Jonathan Wilder Lavington , Sharan Vaswani , Reza Babanezhad , Mark Schmidt , Nicolas Le Roux

In 1-bit matrix completion, the aim is to estimate an underlying low-rank matrix from a partial set of binary observations. We propose a novel method for 1-bit matrix completion called Majorization-Minimization Gauss-Newton (MMGN). Our…

Machine Learning · Statistics 2024-09-25 Xiaoqian Liu , Xu Han , Eric C. Chi , Boaz Nadler

Evaluation metrics in machine learning are often hardly taken as loss functions, as they could be non-differentiable and non-decomposable, e.g., average precision and F1 score. This paper aims to address this problem by revisiting the…

Machine Learning · Computer Science 2022-03-01 Tao Huang , Zekang Li , Hua Lu , Yong Shan , Shusheng Yang , Yang Feng , Fei Wang , Shan You , Chang Xu

Offline optimization has recently emerged as an increasingly popular approach to mitigate the prohibitively expensive cost of online experimentation. The key idea is to learn a surrogate of the black-box function that underlines the target…

Machine Learning · Computer Science 2025-03-07 Manh Cuong Dao , Phi Le Nguyen , Thao Nguyen Truong , Trong Nghia Hoang

Recommender systems (RecSys) are increasingly emphasizing scaling, leveraging larger architectures and more interaction data to improve personalization. Yet, despite the optimizer's pivotal role in training, modern RecSys pipelines almost…

Information Retrieval · Computer Science 2026-03-03 Rong Shan , Aofan Yu , Bo Chen , Kuo Cai , Qiang Luo , Ruiming Tang , Han Li , Weiwen Liu , Weinan Zhang , Jianghao Lin

Memory-efficient optimization is critical for training increasingly large language models (LLMs). A popular strategy involves gradient low-rank projection, storing only the projected optimizer states, with GaLore being a representative…

Machine Learning · Computer Science 2025-10-21 Rui Pan , Yang Luo , Yuxing Liu , Yang You , Tong Zhang

Applying weight decay (WD) to matrix layers is standard practice in large-language-model pretraining. Prior work suggests that stochastic gradient noise induces a Brownian-like expansion of the weight matrices W, whose growth is…

Machine Learning · Computer Science 2026-01-09 Maksim Velikanov , Ilyas Chahed , Jingwei Zuo , Dhia Eddine Rhaiem , Younes Belkada , Hakim Hacid

This paper presents a novel learning-based approach to construct a surrogate problem that approximates a given parametric nonconvex optimization problem. The surrogate function is designed to be the minimum of a finite set of functions,…

Optimization and Control · Mathematics 2026-04-08 Renzi Wang , Panagiotis Patrinos , Alberto Bemporad

Majorization-minimization algorithms consist of successively minimizing a sequence of upper bounds of the objective function. These upper bounds are tight at the current estimate, and each iteration monotonically drives the objective…

Optimization and Control · Mathematics 2015-02-03 Julien Mairal

This study focuses on solving group zero-norm regularized robust loss minimization problems. We propose a proximal Majorization-Minimization (PMM) algorithm to address a class of equivalent Difference-of-Convex (DC) surrogate optimization…

Optimization and Control · Mathematics 2025-05-30 Ling Liang , Shujun Bi

Optimization techniques in deep learning are predominantly led by first-order gradient methodologies, such as SGD. However, neural network training can greatly benefit from the rapid convergence characteristics of second-order optimization.…

Quantum Physics · Physics 2025-04-30 Pingzhi Li , Junyu Liu , Hanrui Wang , Tianlong Chen

Recent optimizers such as Lion and Muon have demonstrated strong empirical performance by normalizing gradient momentum via linear minimization oracles (LMOs). While variance reduction has been explored to accelerate LMO-based methods, it…

Machine Learning · Computer Science 2026-05-08 Won-Jun Jang , Si-Hyeon Lee

A surrogate-based topology optimisation algorithm for linear elastic structures under parametric loads and boundary conditions is proposed. Instead of learning the parametric solution of the state (and adjoint) problems or the optimisation…

Numerical Analysis · Mathematics 2025-11-04 Matteo Giacomini , Antonio Huerta

Adaptive optimizers like AdamW apply uniform hyperparameters across all parameter groups, ignoring heterogeneous optimization dynamics across layers and modules. We address this limitation by proposing MetaAdamW - a new optimizer that…

Machine Learning · Computer Science 2026-05-07 JiangBo Zhao , ZhaoXin Liu

We introduce Pion, a spectrum-preserving optimizer for large language model (LLM) training based on orthogonal equivalence transformation. Unlike additive optimizers such as Adam and Muon, Pion updates each weight matrix through left and…

Machine Learning · Computer Science 2026-05-13 Kexuan Shi , Hanxuan Li , Zeju Qiu , Yandong Wen , Simon Buchholz , Weiyang Liu

Machine learning methods are increasingly used to build computationally inexpensive surrogates for complex physical models. The predictive capability of these surrogates suffers when data are noisy, sparse, or time-dependent. As we are…

Machine Learning · Computer Science 2024-05-20 A. Diaw , M. McKerns , I. Sagert , L. G. Stanton , M. S. Murillo

Variational quantum algorithms are a leading candidate for early applications on noisy intermediate-scale quantum computers. These algorithms depend on a classical optimization outer-loop that minimizes some function of a parameterized…

The $\mu$-parameterization ($\mu$P) provides a principled foundation for large language model (LLM) training by prescribing width-independent learning dynamics, which in turn enables predictable scaling behavior and robust hyperparameter…

Machine Learning · Computer Science 2026-01-08 John Zhao