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相关论文: Path Length Bounds for Gradient Descent and Flow

200 篇论文

In the past several years, the last-iterate convergence of the Stochastic Gradient Descent (SGD) algorithm has triggered people's interest due to its good performance in practice but lack of theoretical understanding. For Lipschitz convex…

机器学习 · 计算机科学 2026-03-20 Zijian Liu , Zhengyuan Zhou

This paper concerns the worst-case complexity of cyclic coordinate descent (C-CD) for minimizing a convex quadratic function, which is equivalent to Gauss-Seidel method and can be transformed to Kaczmarz method and projection onto convex…

最优化与控制 · 数学 2018-08-14 Ruoyu Sun , Yinyu Ye

We study the quantitative convergence of drift-diffusion PDEs that arise as Wasserstein gradient flows of linearly convex functions over the space of probability measures on ${\mathbb R}^d$. In this setting, the objective is in general not…

最优化与控制 · 数学 2025-07-17 Lénaïc Chizat , Maria Colombo , Xavier Fernández-Real

Stochastic gradient descent (SGD) is one of the most widely used algorithms for large scale optimization problems. While classical theoretical analysis of SGD for convex problems studies (suffix) \emph{averages} of iterates and obtains…

最优化与控制 · 数学 2019-05-30 Prateek Jain , Dheeraj Nagaraj , Praneeth Netrapalli

The iteration complexity of the block-coordinate descent (BCD) type algorithm has been under extensive investigation. It was recently shown that for convex problems the classical cyclic BCGD (block coordinate gradient descent) achieves an…

最优化与控制 · 数学 2015-12-16 Ruoyu Sun , Mingyi Hong

We perform the first tight convergence analysis of the gradient method with varying step sizes when applied to smooth hypoconvex (weakly convex) functions. Hypoconvex functions are smooth nonconvex functions whose curvature is bounded and…

最优化与控制 · 数学 2022-06-22 Teodor Rotaru , François Glineur , Panagiotis Patrinos

We provide attainable analytical tools to estimate the error of flow-based generative models under the Wasserstein metric and to establish the optimal sampling iteration complexity bound with respect to dimension as $O(\sqrt{d})$. We show…

机器学习 · 计算机科学 2025-12-09 Xiangjun Meng , Zhongjian Wang

We study high-probability convergence guarantees of learning on streaming data in the presence of heavy-tailed noise. In the proposed scenario, the model is updated in an online fashion, as new information is observed, without storing any…

机器学习 · 计算机科学 2024-05-02 Aleksandar Armacki , Pranay Sharma , Gauri Joshi , Dragana Bajovic , Dusan Jakovetic , Soummya Kar

We prove that the finite-difference based derivative-free descent (FD-DFD) methods have a capability to find the global minima for a class of multiple minima problems. Our main result shows that, for a class of multiple minima objectives…

最优化与控制 · 数学 2020-06-26 Xiaopeng Luo , Xin Xu , Daoyi Dong

Stochastic gradient descent (SGD) and its variants are the main workhorses for solving large-scale optimization problems with nonconvex objective functions. Although the convergence of SGDs in the (strongly) convex case is well-understood,…

机器学习 · 计算机科学 2023-10-20 Aritra Dutta , El Houcine Bergou , Soumia Boucherouite , Nicklas Werge , Melih Kandemir , Xin Li

This study is concerned with the decay behaviour of a passive scalar $\theta$ in three-dimensional flows having bounded velocity gradients. Given an initially smooth scalar distribution, the decay rate $d<\theta^2>/dt$ of the scalar…

流体动力学 · 物理学 2009-11-13 Chuong V. Tran

Performance of optimization on quadratic problems sensitively depends on the low-lying part of the spectrum. For large (effectively infinite-dimensional) problems, this part of the spectrum can often be naturally represented or approximated…

最优化与控制 · 数学 2024-03-26 Maksim Velikanov , Dmitry Yarotsky

We study the problem of learning a low-degree spherical polynomial of degree $k_0 = \Theta(1) \ge 1$ defined on the unit sphere in $\RR^d$ by training an over-parameterized two-layer neural network with augmented feature in this paper. Our…

机器学习 · 统计学 2026-03-24 Yingzhen Yang , Ping Li

Why does gradient descent reliably find good solutions in non-convex neural network optimization, despite the landscape being NP-hard in the worst case? We show that gradient flow on L-layer ReLU networks without bias preserves L-1…

机器学习 · 计算机科学 2026-04-10 Daniel Nobrega Medeiros

Recently, Deng et al. (2026) proposed Generative Modeling via Drifting (GMD), a novel framework for generative tasks. This note presents an analysis of GMD through the lens of Wasserstein Gradient Flows (WGF), i.e., the path of steepest…

We study the complexity of training neural network models with one hidden nonlinear activation layer and an output weighted sum layer. We analyze Gradient Descent applied to learning a bounded target function on $n$ real-valued inputs. We…

机器学习 · 计算机科学 2019-05-28 Santosh Vempala , John Wilmes

In this work, we consider smooth unconstrained optimization problems and we deal with the class of gradient methods with momentum, i.e., descent algorithms where the search direction is defined as a linear combination of the current…

最优化与控制 · 数学 2025-12-04 Matteo Lapucci , Giampaolo Liuzzi , Stefano Lucidi , Davide Pucci , Marco Sciandrone

We prove an enhanced limit theorem for additive functionals of a multi-dimensional Volterra process $(y_t)_{t\geq 0}$ in the rough path topology. As an application, we establish weak convergence as $\varepsilon\to 0$ of the solution of the…

概率论 · 数学 2022-06-22 Johann Gehringer , Xue-Mei Li , Julian Sieber

We consider a variable metric linesearch based proximal gradient method for the minimization of the sum of a smooth, possibly nonconvex function plus a convex, possibly nonsmooth term. We prove convergence of this iterative algorithm to a…

数值分析 · 数学 2017-04-11 Silvia Bonettini , Ignace Loris , Federica Porta , Marco Prato , Simone Rebegoldi

In this paper, we study the dynamics of gradient descent in learning neural networks for classification problems. Unlike in existing works, we consider the linearly non-separable case where the training data of different classes lie in…

机器学习 · 计算机科学 2020-12-11 Ziang Long , Penghang Yin , Jack Xin