相关论文: Adaptive Newton Method for Empirical Risk Minimiza…

The training of deep neural networks is inherently a nonconvex optimization problem, yet standard approaches such as stochastic gradient descent (SGD) require simultaneous updates to all parameters, often leading to unstable convergence and…

We consider minimization of a sum of convex objective functions where the components of the objective are available at different nodes of a network and nodes are allowed to only communicate with their neighbors. The use of distributed…

Data augmentation (DA) is widely employed to improve the generalization performance of deep models. However, most existing DA methods employ augmentation operations with fixed or random magnitudes throughout the training process. While this…

With the deluge of digitized information in the Big Data era, massive datasets are becoming increasingly available for learning predictive models. However, in many practical situations, the poor control of the data acquisition processes may…

This paper considers the distributed optimization problem where each node of a peer-to-peer network minimizes a finite sum of objective functions by communicating with its neighboring nodes. In sharp contrast to the existing literature…

The adaptive Antoulas-Anderson (AAA) algorithm for rational approximation is a widely used method for the efficient construction of highly accurate rational approximations to given data. While AAA can often produce rational approximations…

We propose a stochastic optimization method for minimizing loss functions, expressed as an expected value, that adaptively controls the batch size used in the computation of gradient approximations and the step size used to move along such…

We develop a randomized Newton's method for solving differential equations, based on a fully connected neural network discretization. In particular, the randomized Newton's method randomly chooses equations from the overdetermined nonlinear…

The traditional Newton method for solving nonlinear operator equations in Banach spaces is discussed within the context of the continuous Newton method. This setting makes it possible to interpret the Newton method as a discrete dynamical…

Optimization plays a key role in machine learning. Recently, stochastic second-order methods have attracted much attention due to their low computational cost in each iteration. However, these algorithms might perform poorly especially if…

Although persistent excitation is often acknowledged as a sufficient condition to exponentially converge in the field of adaptive parameter estimation, it must be noted that in practical applications this may be unguaranteed. Recently, more…

We present novel algorithms for simulation optimization using random directions stochastic approximation (RDSA). These include first-order (gradient) as well as second-order (Newton) schemes. We incorporate both continuous-valued as well as…

A convergence analysis is developed for the regularized Newton method for training neural networks (NNs) in the overparameterized limit. As the number of hidden units tends to infinity, the NN training dynamics converge in probability to…

We consider distributed stochastic optimization problems that are solved with master/workers computation architecture. Statistical arguments allow to exploit statistical similarity and approximate this problem by a finite-sum problem, for…

Test-time augmentation (TTA) has become a promising approach for mitigating data sparsity in sequential recommendation by improving inference accuracy without requiring costly model retraining. However, existing TTA methods typically rely…

We describe stochastic Newton and stochastic quasi-Newton approaches to efficiently solve large linear least-squares problems where the very large data sets present a significant computational burden (e.g., the size may exceed computer…

Deep neural networks are typically trained by uniformly sampling large datasets across epochs, despite evidence that not all samples contribute equally throughout learning. Recent work shows that progressively reducing the amount of…

The use of network Newton methods for the decentralized optimization of a sum cost distributed through agents of a network is considered. Network Newton methods reinterpret distributed gradient descent as a penalty method, observe that the…

Newton-step approximations to pseudo maximum likelihood estimates of spatial autoregressive models with a large number of parameters are examined, in the sense that the parameter space grows slowly as a function of sample size. These have…

Machine learning problems such as neural network training, tensor decomposition, and matrix factorization, require local minimization of a nonconvex function. This local minimization is challenged by the presence of saddle points, of which…