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When training large models, such as neural networks, the full derivatives of order 2 and beyond are usually inaccessible, due to their computational cost. Therefore, among the second-order optimization methods, it is common to bypass the…

Machine Learning · Computer Science 2025-10-01 Pierre Wolinski

Stochastic neighbor embedding (SNE) and related nonlinear manifold learning algorithms achieve high-quality low-dimensional representations of similarity data, but are notoriously slow to train. We propose a generic formulation of embedding…

Machine Learning · Computer Science 2012-06-22 Max Vladymyrov , Miguel Carreira-Perpinan

Hessian-free (HF) optimization has been shown to effectively train deep autoencoders (Martens, 2010). In this paper, we aim to accelerate HF training of autoencoders by reducing the amount of data used in training. HF utilizes the conjugate…

Machine Learning · Computer Science 2025-04-21 Ibrahim Emirahmetoglu , David E. Stewart

In a Hilbert setting, we develop fast methods for convex unconstrained optimization. We rely on the asymptotic behavior of an inertial system combining geometric damping with temporal scaling. The convex function to minimize enters the…

Optimization and Control · Mathematics 2020-09-17 Hedy Attouch , Aicha Balhag , Zaki Chbani , Hassan Riahi

We present a unified convergence analysis for first order convex optimization methods using the concept of strong Lyapunov conditions. Combining this with suitable time scaling factors, we are able to handle both convex and strong convex…

Optimization and Control · Mathematics 2021-08-03 Long Chen , Hao Luo

We introduce a new restarting scheme for a continuous inertial dynamics with Hessian driven-damping, and establish a linear convergence rate for the function values along the restarted trajectories. The proposed routine is implemented…

Optimization and Control · Mathematics 2026-04-13 Juan José Maulén , Huiyuan Guo , Juan Peypouquet

We provide an exact analysis of a class of randomized algorithms for solving overdetermined least-squares problems. We consider first-order methods, where the gradients are pre-conditioned by an approximation of the Hessian, based on a…

Optimization and Control · Mathematics 2020-02-27 Jonathan Lacotte , Mert Pilanci

In this work we develop a Hessian-based sampling method for the construction of goal-oriented reduced order models with high-dimensional parameter inputs. Model reduction is known very challenging for high-dimensional parametric problems…

Numerical Analysis · Mathematics 2018-09-28 Peng Chen , Omar Ghattas

We derive and analyze a novel approach for modeling and computing the mechanical relaxation of incommensurate 2D heterostructures. Our approach parametrizes the relaxation pattern by the compact local configuration space rather than real…

Computational Physics · Physics 2019-09-04 Paul Cazeaux , Mitchell Luskin , Daniel Massatt

We propose a family of optimization methods that achieve linear convergence using first-order gradient information and constant step sizes on a class of convex functions much larger than the smooth and strongly convex ones. This larger…

Optimization and Control · Mathematics 2018-09-14 Chris J. Maddison , Daniel Paulin , Yee Whye Teh , Brendan O'Donoghue , Arnaud Doucet

Stochastic second-order methods achieve fast local convergence in strongly convex optimization by using noisy Hessian estimates to precondition the gradient. However, these methods typically reach superlinear convergence only when the…

Optimization and Control · Mathematics 2024-11-12 Ruichen Jiang , Michał Dereziński , Aryan Mokhtari

A fast and reliable geometry optimization algorithm is presented that optimizes atomic positions and lattice vectors simultaneously. Using a series of benchmarks, it is shown that the method presented in this paper outperforms in most cases…

Computational Physics · Physics 2024-12-05 Moritz Gubler , Marco Krummenacher , Hannes Huber , Stefan Goedecker

This paper presents an efficient algorithm for the approximation of the rank-one convex hull in the context of nonlinear solid mechanics. It is based on hierarchical rank-one sequences and simultaneously provides first and second derivative…

Computational Engineering, Finance, and Science · Computer Science 2024-05-28 Maximilian Köhler , Timo Neumeier , Malte. A. Peter , Daniel Peterseim , Daniel Balzani

Pruning neural networks reduces inference time and memory costs. On standard hardware, these benefits will be especially prominent if coarse-grained structures, like feature maps, are pruned. We devise two novel saliency-based methods for…

Machine Learning · Computer Science 2023-09-26 Manuel Nonnenmacher , Thomas Pfeil , Ingo Steinwart , David Reeb

We want to propose a new discretization ansatz for the second order Hessian complex exploiting benefits of isogeometric analysis, namely the possibility of high-order convergence and smoothness of test functions. Although our approach is…

Numerical Analysis · Mathematics 2021-09-14 Jeremias Arf , Bernd Simeon

This paper proposes a new approach for the calibration of material parameters in local elastoplastic constitutive models. The calibration is posed as a constrained optimization problem, where the constitutive model evolution equations for a…

Computational Engineering, Finance, and Science · Computer Science 2025-05-09 Ryan Yan , D. Thomas Seidl , Reese E. Jones , Panayiotis Papadopoulos

In this work, we develop new optimization algorithms that use approximate second-order information combined with the gradient regularization technique to achieve fast global convergence rates for both convex and non-convex objectives. The…

Optimization and Control · Mathematics 2025-06-17 Andrei Semenov , Martin Jaggi , Nikita Doikov

Joint diagonalization, the process of finding a shared set of approximate eigenvectors for a collection of matrices, arises in diverse applications such as multidimensional harmonic analysis or quantum information theory. This task is…

Optimization and Control · Mathematics 2025-02-12 Erik Troedsson , Marcus Carlsson , Herwig Wendt

Efficient Boltzmann-sampling using first-principles methods is challenging for extended systems due to the steep scaling of electronic structure methods with the system size. Stochastic approaches provide a gentler system-size dependency at…

Computational Physics · Physics 2020-05-20 Eitam Arnon , Eran Rabani , Daniel Neuhauser , Roi Baer

We study accelerated Krasnoselskii-Mann-type methods with preconditioners in both continuous and discrete time. From a continuous-time model, we derive a generalized fast Krasnoselskii-Mann method, providing a new yet simple proof of…

Optimization and Control · Mathematics 2025-09-30 Radu I. Boţ , Enis Chenchene , Jalal M. Fadili