相关论文: Conformal Symplectic and Relativistic Optimization

Differentially private (stochastic) gradient descent is the workhorse of DP private machine learning in both the convex and non-convex settings. Without privacy constraints, second-order methods, like Newton's method, converge faster than…

Alternating minimization (AM) procedures are practically efficient in many applications for solving convex and non-convex optimization problems. On the other hand, Nesterov's accelerated gradient is theoretically optimal first-order method…

We introduce the "continuized" Nesterov acceleration, a close variant of Nesterov acceleration whose variables are indexed by a continuous time parameter. The two variables continuously mix following a linear ordinary differential equation…

In this article a family of second order ODEs associated to inertial gradient descend is studied. These ODEs are widely used to build trajectories converging to a minimizer $x^*$ of a function $F$, possibly convex. This family includes the…

Among first order optimization methods, Polyak's heavy ball method has long been known to guarantee the asymptotic rate of convergence matching Nesterov's lower bound for functions defined in an infinite-dimensional space. In this paper, we…

Second-order continuous-time dissipative dynamical systems with viscous and Hessian driven damping have inspired effective first-order algorithms for solving convex optimization problems. While preserving the fast convergence properties of…

We study stochastic second-order methods for solving general non-convex optimization problems. We propose using a special version of momentum to stabilize the stochastic gradient and Hessian estimates in Newton's method. We show that…

This paper deals with a Tikhonov regularized second-order inertial dynamical system that incorporates time scaling, asymptotically vanishing damping and Hessian-driven damping for solving convex optimization problems. Under appropriate…

We study local complexity measures for stochastic convex optimization problems, providing a local minimax theory analogous to that of H\'{a}jek and Le Cam for classical statistical problems. We give complementary optimality results,…

We analyze the convergence rate of a family of inertial algorithms, which can be obtained by discretization of an inertial system with Hessian-driven damping. We recover a convergence rate, up to a factor of 2 speedup upon Nesterov's…

This paper delves into the investigation of a distributed aggregative optimization problem within a network. In this scenario, each agent possesses its own local cost function, which relies not only on the local state variable but also on…

High order momentum-based parameter update algorithms have seen widespread applications in training machine learning models. Recently, connections with variational approaches have led to the derivation of new learning algorithms with…

In this work, a nonlinear momentum method is introduced to enhance the convergence performance of momentum-based gradient optimization algorithms. Classical momentum methods, such as the Heavy Ball method, can be viewed as a dynamical…

The stochastic proximal gradient method is a powerful generalization of the widely used stochastic gradient descent (SGD) method and has found numerous applications in Machine Learning. However, it is notoriously known that this method…

Many important machine learning applications involve regularized nonconvex bi-level optimization. However, the existing gradient-based bi-level optimization algorithms cannot handle nonconvex or nonsmooth regularizers, and they suffer from…

Stochastic momentum methods have been widely adopted in training deep neural networks. However, their theoretical analysis of convergence of the training objective and the generalization error for prediction is still under-explored. This…

We investigate the integration of Nesterov-type acceleration into primal-dual methods for structured convex optimization. While proximal splitting algorithms efficiently handle composite problems of the form $\min_x f(x)+g(x)+h(Kx)$,…

The stochastic momentum method is a commonly used acceleration technique for solving large-scale stochastic optimization problems in artificial neural networks. Current convergence results of stochastic momentum methods under non-convex…

We propose a new method for unconstrained optimization of a smooth and strongly convex function, which attains the optimal rate of convergence of Nesterov's accelerated gradient descent. The new algorithm has a simple geometric…

A novel dynamical inertial Newton system, which is called Hessian-driven Nesterov accelerated gradient (H-NAG) flow is proposed. Convergence of the continuous trajectory are established via tailored Lyapunov function, and new first-order…