相关论文: Fast Approximate Natural Gradient Descent in a Kro…

Substantial progress has been made recently on developing provably accurate and efficient algorithms for low-rank matrix factorization via nonconvex optimization. While conventional wisdom often takes a dim view of nonconvex optimization…

Natural gradient descent, which preconditions a gradient descent update with the Fisher information matrix of the underlying statistical model, is a way to capture partial second-order information. Several highly visible works have…

With a computationally efficient approximation of the second-order information, natural gradient methods have been successful in solving large-scale structured optimization problems. We study the natural gradient methods for the large-scale…

In distributed optimization problems, a technique called gradient coding, which involves replicating data points, has been used to mitigate the effect of straggling machines. Recent work has studied approximate gradient coding, which…

We study the minimization of a convex function $f(X)$ over the set of $n\times n$ positive semi-definite matrices, but when the problem is recast as $\min_U g(U) := f(UU^\top)$, with $U \in \mathbb{R}^{n \times r}$ and $r \leq n$. We study…

We propose efficient numerical schemes for implementing the natural gradient descent (NGD) for a broad range of metric spaces with applications to PDE-based optimization problems. Our technique represents the natural gradient direction as a…

Derivative-free optimization (DFO) is vital in solving complex optimization problems where only noisy function evaluations are available through an oracle. Within this domain, DFO via finite difference (FD) approximation has emerged as a…

Natural gradient descent is a principled method for adapting the parameters of a statistical model on-line using an underlying Riemannian parameter space to redefine the direction of steepest descent. The algorithm is examined via methods…

Randomized Fast Subspace Descent (RFASD) Methods are developed and analyzed for smooth and non-constraint convex optimization problems. The efficiency of the method relies on a space decomposition which is stable in $A$-norm, and meanwhile,…

Stochastic gradient descent with backpropagation is the workhorse of artificial neural networks. It has long been recognized that backpropagation fails to be a biologically plausible algorithm. Fundamentally, it is a non-local procedure --…

Stochastic coordinate descent algorithms are efficient methods in which each iterate is obtained by fixing most coordinates at their values from the current iteration, and approximately minimizing the objective with respect to the remaining…

One puzzling artifact in machine learning dubbed grokking is where delayed generalization is achieved tenfolds of iterations after near perfect overfitting to the training data. Focusing on the long delay itself on behalf of machine…

Gradient-based solvers risk convergence to local optima, leading to incorrect researcher inference. Heuristic-based algorithms are able to ``break free" of these local optima to eventually converge to the true global optimum. However, given…

In this effort we propose a novel approach for reconstructing multivariate functions from training data, by identifying both a suitable network architecture and an initialization using polynomial-based approximations. Training deep neural…

Variational algorithms have particular relevance for near-term quantum computers but require non-trivial parameter optimisations. Here we propose Analytic Descent: Given that the energy landscape must have a certain simple form in the local…

Non-negative matrix factorization is a basic tool for decomposing data into the feature and weight matrices under non-negativity constraints, and in practice is often solved in the alternating minimization framework. However, it is unclear…

Standard gradient descent methods are susceptible to a range of issues that can impede training, such as high correlations and different scaling in parameter space.These difficulties can be addressed by second-order approaches that apply a…

The k Nearest Neighbors (kNN) method has received much attention in the past decades, where some theoretical bounds on its performance were identified and where practical optimizations were proposed for making it work fairly well in high…

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…

Deep neural networks (DNN) are typically optimized using stochastic gradient descent (SGD). However, the estimation of the gradient using stochastic samples tends to be noisy and unreliable, resulting in large gradient variance and bad…