相关论文: Fast Ridge Regression with Randomized Principal Co…

Back-propagation is a popular machine learning algorithm that uses gradient descent in training neural networks for supervised learning, but can be very slow. A number of algorithms have been developed to speed up convergence and improve…

Latent stochastic differential equation (SDE) models are important tools for the unsupervised discovery of dynamical systems from data, with applications ranging from engineering to neuroscience. In these complex domains, exact posterior…

Dimensionality reduction is an essential technique for multi-way large-scale data, i.e., tensor. Tensor ring (TR) decomposition has become popular due to its high representation ability and flexibility. However, the traditional TR…

A major challenge in training large-scale machine learning models is configuring the training process to maximize model performance, i.e., finding the best training setup from a vast design space. In this work, we unlock a gradient-based…

Meta-learning involves training models on a variety of training tasks in a way that enables them to generalize well on new, unseen test tasks. In this work, we consider meta-learning within the framework of high-dimensional multivariate…

Natural Gradient Descent (NGD) has emerged as a promising optimization algorithm for training neural network-based solvers for partial differential equations (PDEs), such as Physics-Informed Neural Networks (PINNs). However, its practical…

The typical training of neural networks using large stepsize gradient descent (GD) under the logistic loss often involves two distinct phases, where the empirical risk oscillates in the first phase but decreases monotonically in the second…

The lasso has become an important practical tool for high dimensional regression as well as the object of intense theoretical investigation. But despite the availability of efficient algorithms, the lasso remains computationally demanding…

Nonparametric regression with random design is considered. Estimates are defined by minimzing a penalized empirical $L_2$ risk over a suitably chosen class of neural networks with one hidden layer via gradient descent. Here, the gradient…

Communication has been seen as a significant bottleneck in industrial applications over large-scale networks. To alleviate the communication burden, sign-based optimization algorithms have gained popularity recently in both industrial and…

SGD (Stochastic Gradient Descent) is a popular algorithm for large scale optimization problems due to its low iterative cost. However, SGD can not achieve linear convergence rate as FGD (Full Gradient Descent) because of the inherent…

Many problems encountered in science and engineering can be formulated as estimating a low-rank object (e.g., matrices and tensors) from incomplete, and possibly corrupted, linear measurements. Through the lens of matrix and tensor…

Discrete supervised learning problems such as classification are often tackled by introducing a continuous surrogate problem akin to regression. Bounding the original error, between estimate and solution, by the surrogate error endows…

We consider an online two-stage stochastic optimization with long-term constraints over a finite horizon of $T$ periods. At each period, we take the first-stage action, observe a model parameter realization and then take the second-stage…

Learning to optimize - the idea that we can learn from data algorithms that optimize a numerical criterion - has recently been at the heart of a growing number of research efforts. One of the most challenging issues within this approach is…

We propose a new selection rule for the coordinate selection in coordinate descent methods for huge-scale optimization. The efficiency of this novel scheme is provably better than the efficiency of uniformly random selection, and can reach…

Stochastic optimization naturally appear in many application areas, including machine learning. Our goal is to go further in the analysis of the Stochastic Average Gradient Accelerated (SAGA) algorithm. To achieve this, we introduce a new…

We address the challenge of correlated predictors in high-dimensional GLMs, where regression coefficients range from sparse to dense, by proposing a data-driven random projection method. This is particularly relevant for applications where…

Gradient descent and stochastic gradient descent are central to modern machine learning, yet their behavior under large step sizes remains theoretically unclear. Recent work suggests that acceleration often arises near the edge of…

This paper presents a new class of gradient methods for distributed machine learning that adaptively skip the gradient calculations to learn with reduced communication and computation. Simple rules are designed to detect slowly-varying…