相关论文: Adaptive Restart for Accelerated Gradient Schemes

Recent efforts to accelerate first-order methods have focused on convex optimization problems that satisfy a geometric property known as error-bound condition, which covers a broad class of problems, including piece-wise linear programs and…

Asynchronous algorithms have attracted much attention recently due to the crucial demands on solving large-scale optimization problems. However, the accelerated versions of asynchronous algorithms are rarely studied. In this paper, we…

Nowadays, algorithms with fast convergence, small memory footprints, and low per-iteration complexity are particularly favorable for artificial intelligence applications. In this paper, we propose a doubly stochastic algorithm with a novel…

In this paper, we propose a unified two-phase scheme to accelerate any high-order regularized tensor approximation approach on the smooth part of a composite convex optimization model. The proposed scheme has the advantage of not needing to…

We propose AEGD, a new algorithm for first-order gradient-based optimization of non-convex objective functions, based on a dynamically updated energy variable. The method is shown to be unconditionally energy stable, irrespective of the…

Stochastic variance reduced optimization methods are known to be globally convergent while they suffer from slow local convergence, especially when moderate or high accuracy is needed. To alleviate this problem, we propose an optimization…

Learning rate adaptation is a popular topic in machine learning. Gradient Descent trains neural nerwork with a fixed learning rate. Learning rate adaptation is proposed to accelerate the training process through adjusting the step size in…

Fast Iterative Shrinking-Threshold Algorithm (FISTA) is a popular fast gradient descent method (FGM) in the field of large scale convex optimization problems. However, it can exhibit undesirable periodic oscillatory behaviour in some…

We propose a structure-adaptive variant of the state-of-the-art stochastic variance-reduced gradient algorithm Katyusha for regularized empirical risk minimization. The proposed method is able to exploit the intrinsic low-dimensional…

Convergence detection of iterative stochastic optimization methods is of great practical interest. This paper considers stochastic gradient descent (SGD) with a constant learning rate and momentum. We show that there exists a transient…

Heavy ball momentum is crucial in accelerating (stochastic) gradient-based optimization algorithms for machine learning. Existing heavy ball momentum is usually weighted by a uniform hyperparameter, which relies on excessive tuning.…

This paper presents a new parameter estimation algorithm for the adaptive control of a class of time-varying plants. The main feature of this algorithm is a matrix of time-varying learning rates, which enables parameter estimation error…

Adaptive moment methods have been remarkably successful in deep learning optimization, particularly in the presence of noisy and/or sparse gradients. We further the advantages of adaptive moment techniques by proposing a family of double…

In this paper, we propose a novel accelerated stochastic gradient method with momentum, which momentum is the weighted average of previous gradients. The weights decays inverse proportionally with the iteration times. Stochastic gradient…

Adaptive gradient optimization methods, such as Adam, are prevalent in training deep neural networks across diverse machine learning tasks due to their ability to achieve faster convergence. However, these methods often suffer from…

Stochastic gradient algorithms have been the main focus of large-scale learning problems and they led to important successes in machine learning. The convergence of SGD depends on the careful choice of learning rate and the amount of the…

We propose a continuous-time scheme for large-scale optimization that introduces individual, adaptive momentum coefficients regulated by the kinetic energy of each model parameter. This approach automatically adjusts to local landscape…

Motivated by broad applications in machine learning, we study the popular accelerated stochastic gradient descent (ASGD) algorithm for solving (possibly nonconvex) optimization problems. We characterize the finite-time performance of this…

This paper presents a novel neural network training approach for faster convergence and better generalization abilities in deep reinforcement learning. Particularly, we focus on the enhancement of training and evaluation performance in…

Adaptive Moment Estimation (ADAM) is a very popular training algorithm for deep neural networks and belongs to the family of adaptive gradient descent optimizers. However to the best of the authors knowledge no complete convergence analysis…