相关论文: Variance Reduction in Stochastic Particle-Optimiza…

In this work we investigate the practicality of stochastic gradient descent and recently introduced variants with variance-reduction techniques in imaging inverse problems. Such algorithms have been shown in the machine learning literature…

In this paper, we introduce an unbiased gradient simulation algorithms for solving convex optimization problem with stochastic function compositions. We show that the unbiased gradient generated from the algorithm has finite variance and…

Sampling-based algorithms, which eliminate ''unimportant'' computations during forward and/or back propagation (BP), offer potential solutions to accelerate neural network training. However, since sampling introduces approximations to…

A new variational inference method, SPH-ParVI, based on smoothed particle hydrodynamics (SPH), is proposed for sampling partially known densities (e.g. up to a constant) or sampling using gradients. SPH-ParVI simulates the flow of a fluid…

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…

Gradient clipping is a standard training technique used in deep learning applications such as large-scale language modeling to mitigate exploding gradients. Recent experimental studies have demonstrated a fairly special behavior in the…

In this paper, we study decentralized empirical risk minimization problems, where the goal is to minimize a finite-sum of smooth and strongly-convex functions available over a network of nodes. In this Part I, we propose…

Minimizing a convex function of a measure with a sparsity-inducing penalty is a typical problem arising, e.g., in sparse spikes deconvolution or two-layer neural networks training. We show that this problem can be solved by discretizing the…

As an important Markov Chain Monte Carlo (MCMC) method, stochastic gradient Langevin dynamics (SGLD) algorithm has achieved great success in Bayesian learning and posterior sampling. However, SGLD typically suffers from slow convergence…

Stochastic Proximal Gradient (SPG) methods have been widely used for solving optimization problems with a simple (possibly non-smooth) regularizer in machine learning and statistics. However, to the best of our knowledge no non-asymptotic…

The fluctuation effect of gradient expectation and variance caused by parameter update between consecutive iterations is neglected or confusing by current mainstream gradient optimization algorithms.Using this fluctuation effect, combined…

In this paper we study the problem of minimizing the average of a large number ($n$) of smooth convex loss functions. We propose a new method, S2GD (Semi-Stochastic Gradient Descent), which runs for one or several epochs in each of which a…

We formulate selecting the best optimizing system (SBOS) problems and provide solutions for those problems. In an SBOS problem, a finite number of systems are contenders. Inside each system, a continuous decision variable affects the…

Low-precision training has emerged as a promising low-cost technique to enhance the training efficiency of deep neural networks without sacrificing much accuracy. Its Bayesian counterpart can further provide uncertainty quantification and…

Stochastic Gradient (SG) Markov Chain Monte Carlo algorithms (MCMC) are popular algorithms for Bayesian sampling in the presence of large datasets. However, they come with little theoretical guarantees and assessing their empirical…

We study the generalization error of randomized learning algorithms -- focusing on stochastic gradient descent (SGD) -- using a novel combination of PAC-Bayes and algorithmic stability. Importantly, our generalization bounds hold for all…

Large-scale non-convex sparsity-constrained problems have recently gained extensive attention. Most existing deterministic optimization methods (e.g., GraSP) are not suitable for large-scale and high-dimensional problems, and thus…

Sampling methods (e.g., node-wise, layer-wise, or subgraph) has become an indispensable strategy to speed up training large-scale Graph Neural Networks (GNNs). However, existing sampling methods are mostly based on the graph structural…

This paper reviews the gradient sampling methodology for solving nonsmooth, nonconvex optimization problems. An intuitively straightforward gradient sampling algorithm is stated and its convergence properties are summarized. Throughout this…

3D Gaussian Splatting (3DGS) has emerged as a promising approach for 3D scene representation, offering a reduction in computational overhead compared to Neural Radiance Fields (NeRF). However, 3DGS is susceptible to high-frequency artifacts…