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Gradient-related first-order methods have become the workhorse of large-scale numerical optimization problems. Many of these problems involve nonconvex objective functions with multiple saddle points, which necessitates an understanding of…

Optimization and Control · Mathematics 2022-03-10 Rishabh Dixit , Mert Gurbuzbalaban , Waheed U. Bajwa

Preference optimization has become a central paradigm for aligning large language models with human feedback. Direct Preference Optimization (DPO) simplifies reinforcement learning from human feedback by directly optimizing pairwise…

Machine Learning · Computer Science 2026-05-05 Inoussa Mouiche

In the past few years, Softmax has become a common component in neural network frameworks. In this paper, a gradient decay hyperparameter is introduced in Softmax to control the probability-dependent gradient decay rate during training. By…

Machine Learning · Statistics 2023-10-10 Siyuan Zhang , Linbo Xie , Ying Chen

Gradient Descent (GD) is a ubiquitous algorithm for finding the optimal solution to an optimization problem. For reduced computational complexity, the optimal solution $\mathrm{x^*}$ of the optimization problem must be attained in a minimum…

Optimization and Control · Mathematics 2023-06-01 Revati Gunjal , Sushama Wagh , Syed Shadab Nayyer , Alex Stankovic , Navdeep M. Singh

We present BadGD, a unified theoretical framework that exposes the vulnerabilities of gradient descent algorithms through strategic backdoor attacks. Backdoor attacks involve embedding malicious triggers into a training dataset to disrupt…

Machine Learning · Computer Science 2024-05-28 Chi-Hua Wang , Guang Cheng

We study the convergence properties and escape dynamics of Stochastic Gradient Descent (SGD) in one-dimensional landscapes, separately considering infinite- and finite-variance noise. Our main focus is to identify the time scales on which…

Machine Learning · Computer Science 2026-03-05 Dmitry Dudukalov , Artem Logachov , Vladimir Lotov , Timofei Prasolov , Evgeny Prokopenko , Anton Tarasenko

Policy gradient methods are notorious for having a large variance and high sample complexity. To mitigate this, we introduce SoftTreeMax -- a generalization of softmax that employs planning. In SoftTreeMax, we extend the traditional logits…

Machine Learning · Computer Science 2025-05-27 Gal Dalal , Assaf Hallak , Gugan Thoppe , Shie Mannor , Gal Chechik

This work investigates stepsize-based acceleration of gradient descent with {\em anytime} convergence guarantees. For smooth (non-strongly) convex optimization, we propose a stepsize schedule that allows gradient descent to achieve…

Machine Learning · Computer Science 2024-12-10 Zihan Zhang , Jason D. Lee , Simon S. Du , Yuxin Chen

The gradient descent (GD) has been one of the most common optimizer in machine learning. In particular, the loss landscape of a neural network is typically sharpened during the initial phase of training, making the training dynamics hover…

Machine Learning · Statistics 2025-10-14 Han Bao , Shinsaku Sakaue , Yuki Takezawa

We study the problem of computing deterministic optimal policies for constrained Markov decision processes (MDPs) with continuous state and action spaces, which are widely encountered in constrained dynamical systems. Designing…

Artificial Intelligence · Computer Science 2025-04-07 Sergio Rozada , Dongsheng Ding , Antonio G. Marques , Alejandro Ribeiro

Online learning algorithms require to often recompute least squares regression estimates of parameters. We study improving the computational complexity of such algorithms by using stochastic gradient descent (SGD) type schemes in place of…

Machine Learning · Computer Science 2014-11-21 Nathaniel Korda , Prashanth L. A. , Rémi Munos

Differentially private stochastic gradient descent (DP-SGD) has become the standard algorithm for training machine learning models with rigorous privacy guarantees. Despite its widespread use, the theoretical understanding of its long-run…

Machine Learning · Computer Science 2025-11-21 Amartya Mukherjee , Jun Liu

Stochastic gradient descent (SGD) is central to deep learning, yet the dynamical origin of its preference for flatter, more generalizable solutions remains unclear. Here, by analyzing SGD learning dynamics, we identify a nonequilibrium…

Machine Learning · Computer Science 2026-01-19 Ning Yang , Yikuan Zhang , Qi Ouyang , Chao Tang , Yuhai Tu

Decentralized stochastic optimization has emerged as a fundamental paradigm for large-scale machine learning. However, practical implementations often rely on biased gradient estimators arising from communication compression or inexact…

Optimization and Control · Mathematics 2026-04-10 Qing Xu , Yiwei Liao , Wenqi Fan , Xingxing You , Songyi Dian

We study the convergence dynamics of Gradient Descent (GD) in a minimal binary classification setting, consisting of a two-neuron ReLU network and two training instances. We prove that even under these strong simplifying assumptions, while…

Machine Learning · Computer Science 2026-03-03 Guy Smorodinsky , Sveta Gimpleson , Itay Safran

This paper studies a policy optimization problem arising from collaborative multi-agent reinforcement learning in a decentralized setting where agents communicate with their neighbors over an undirected graph to maximize the sum of their…

Optimization and Control · Mathematics 2022-09-07 Jinchi Chen , Jie Feng , Weiguo Gao , Ke Wei

Optimal Transport (OT) based distances are powerful tools for machine learning to compare probability measures and manipulate them using OT maps. In this field, a setting of interest is semi-discrete OT, where the source measure $\mu$ is…

Previous works on stochastic gradient descent (SGD) often focus on its success. In this work, we construct worst-case optimization problems illustrating that, when not in the regimes that the previous works often assume, SGD can exhibit…

Machine Learning · Computer Science 2023-05-30 Liu Ziyin , Botao Li , James B. Simon , Masahito Ueda

We study a nonparametric contextual bandit problem where the expected reward functions belong to a H\"older class with smoothness parameter $\beta$. We show how this interpolates between two extremes that were previously studied in…

Machine Learning · Statistics 2020-09-14 Yichun Hu , Nathan Kallus , Xiaojie Mao

Gradient Descent (GD) is a powerful workhorse of modern machine learning thanks to its scalability and efficiency in high-dimensional spaces. Its ability to find local minimisers is only guaranteed for losses with Lipschitz gradients, where…

Machine Learning · Computer Science 2023-07-27 Lei Chen , Joan Bruna