相关论文: Analytical Convergence Regions of Accelerated Grad…

In machine learning, stochastic gradient descent (SGD) is widely deployed to train models using highly non-convex objectives with equally complex noise models. Unfortunately, SGD theory often makes restrictive assumptions that fail to…

Training neural networks requires optimizing a loss function that may be highly irregular, and in particular neither convex nor smooth. Popular training algorithms are based on stochastic gradient descent with momentum (SGDM), for which…

We propose a new first-order optimization algorithm -- AcceleratedGradient-OptimisticGradient (AG-OG) Descent Ascent -- for separable convex-concave minimax optimization. The main idea of our algorithm is to carefully leverage the structure…

We propose computationally tractable accelerated first-order methods for Riemannian optimization, extending the Nesterov accelerated gradient (NAG) method. For both geodesically convex and geodesically strongly convex objective functions,…

Selecting the best hyperparameters for a particular optimization instance, such as the learning rate and momentum, is an important but nonconvex problem. As a result, iterative optimization methods such as hypergradient descent lack global…

Optimization algorithms for solving nonconvex inverse problem have attracted significant interests recently. However, existing methods require the nonconvex regularization to be smooth or simple to ensure convergence. In this paper, we…

This paper is devoted to the theoretical and numerical investigation of an augmented Lagrangian method for the solution of optimization problems with geometric constraints. Specifically, we study situations where parts of the constraints…

Robust federated learning aims to maintain reliable performance despite the presence of adversarial or misbehaving workers. While state-of-the-art (SOTA) robust distributed gradient descent (Robust-DGD) methods were proven theoretically…

Parametric manifold optimization problems frequently arise in various machine learning tasks, where state functions are defined on infinite-dimensional manifolds. We propose a unified accelerated natural gradient descent (ANGD) framework to…

In recent years, even though Stochastic Gradient Descent (SGD) and its variants are well-known for training neural networks, it suffers from limitations such as the lack of theoretical guarantees, vanishing gradients, and excessive…

Existing asynchronous distributed optimization algorithms often use diminishing step-sizes that cause slow practical convergence, or use fixed step-sizes that depend on and decrease with an upper bound of the delays. Not only are such delay…

Classical machine learning models such as deep neural networks are usually trained by using Stochastic Gradient Descent-based (SGD) algorithms. The classical SGD can be interpreted as a discretization of the stochastic gradient flow. In…

This work proposes an accelerated first-order algorithm we call the Robust Momentum Method for optimizing smooth strongly convex functions. The algorithm has a single scalar parameter that can be tuned to trade off robustness to gradient…

Decentralized distributed optimization over time-varying graphs (networks) is nowadays a very popular branch of research in optimization theory and consensus theory. One of the motivations to consider such networks is an application to…

There are much recent interests in solving noncovnex min-max optimization problems due to its broad applications in many areas including machine learning, networked resource allocations, and distributed optimization. Perhaps, the most…

We develop and analyze a variant of Nesterov's accelerated gradient descent (AGD) for minimization of smooth non-convex functions. We prove that one of two cases occurs: either our AGD variant converges quickly, as if the function was…

We consider linear prediction with a convex Lipschitz loss, or more generally, stochastic convex optimization problems of generalized linear form, i.e.~where each instantaneous loss is a scalar convex function of a linear function. We show…

We propose a stochastic nonconvex optimization algorithm that achieves almost sure $\tilde{\mathcal{O}}(\epsilon^{-1.5})$ iteration complexity for problems with smooth objective functions and gradients only observable with noise. The…

Despite the omnipresent use of stochastic gradient descent (SGD) optimization methods in the training of deep neural networks (DNNs), it remains, in basically all practically relevant scenarios, a fundamental open problem to provide a…

Excessive computational cost for learning large data and streaming data can be alleviated by using stochastic algorithms, such as stochastic gradient descent and its variants. Recent advances improve stochastic algorithms on convergence…