相关论文: Small steps and giant leaps: Minimal Newton solver…

While stochastic gradient descent (SGD) and variants have been surprisingly successful for training deep nets, several aspects of the optimization dynamics and generalization are still not well understood. In this paper, we present new…

Line-search methods are commonly used to solve optimization problems. The simplest line search method is steepest descent where one always moves in the direction of the negative gradient. Newton's method on the other hand is a second-order…

We present practical Levenberg-Marquardt variants of Gauss-Newton and natural gradient methods for solving non-convex optimization problems that arise in training deep neural networks involving enormous numbers of variables and huge data…

Even for the gradient descent (GD) method applied to neural network training, understanding its optimization dynamics, including convergence rate, iterate trajectories, function value oscillations, and especially its implicit acceleration,…

We consider distributed optimization under communication constraints for training deep learning models. We propose a new algorithm, whose parameter updates rely on two forces: a regular gradient step, and a corrective direction dictated by…

Second-order Newton-type algorithms that leverage the exact Hessian or its approximation are central to solve nonlinear optimization problems. However, their applications in solving large-scale nonconvex problems are hindered by three…

Stochastic nested optimization, including stochastic compositional, min-max and bilevel optimization, is gaining popularity in many machine learning applications. While the three problems share the nested structure, existing works often…

Second-order optimization methods, which leverage curvature information, offer faster and more stable convergence than first-order methods such as stochastic gradient descent (SGD) and Adam. However, their practical adoption is hindered by…

Stochastic gradient descent (SGD) is the workhorse of modern machine learning. Sometimes, there are many different potential gradient estimators that can be used. When so, choosing the one with the best tradeoff between cost and variance is…

Second-order optimization uses curvature information about the objective function, which can help in faster convergence. However, such methods typically require expensive computation of the Hessian matrix, preventing their usage in a…

Natural gradient descent (NGD) is a powerful optimization technique for machine learning, but the computational complexity of the inverse Fisher information matrix limits its application in training deep neural networks. To overcome this…

Stein variational gradient descent (SVGD) was recently proposed as a general purpose nonparametric variational inference algorithm [Liu & Wang, NIPS 2016]: it minimizes the Kullback-Leibler divergence between the target distribution and its…

The stochastic gradient descent (SGD) algorithm is the algorithm we use to train neural networks. However, it remains poorly understood how the SGD navigates the highly nonlinear and degenerate loss landscape of a neural network. In this…

SketchySGD improves upon existing stochastic gradient methods in machine learning by using randomized low-rank approximations to the subsampled Hessian and by introducing an automated stepsize that works well across a wide range of convex…

We propose a class of very simple modifications of gradient descent and stochastic gradient descent. We show that when applied to a large variety of machine learning problems, ranging from logistic regression to deep neural nets, the…

In this paper we introduce a novel method of gradient normalization and decay with respect to depth. Our method leverages the simple concept of normalizing all gradients in a deep neural network, and then decaying said gradients with…

We analyze the variance of stochastic gradients along negative curvature directions in certain non-convex machine learning models and show that stochastic gradients exhibit a strong component along these directions. Furthermore, we show…

We propose a new stochastic optimization framework for empirical risk minimization problems such as those that arise in machine learning. The traditional approaches, such as (mini-batch) stochastic gradient descent (SGD), utilize an…

Stochastic gradient descent (SGD) has been the dominant optimization method for training deep neural networks due to its many desirable properties. One of the more remarkable and least understood quality of SGD is that it generalizes…

Stochastic gradient descent (SGD) method is popular for solving non-convex optimization problems in machine learning. This work investigates SGD from a viewpoint of graduated optimization, which is a widely applied approach for non-convex…