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We present a family of algorithms, called descent algorithms, for optimizing convex and non-convex functions. We also introduce a new first-order algorithm, called rescaled gradient descent (RGD), and show that RGD achieves a faster…

最优化与控制 · 数学 2020-01-07 Ashia Wilson , Lester Mackey , Andre Wibisono

We propose a first-order method for convex optimization, where instead of being restricted to the gradient from a single parameter, gradients from multiple parameters can be used during each step of gradient descent. This setup is…

机器学习 · 计算机科学 2023-02-08 Yash Chandak , Shiv Shankar , Venkata Gandikota , Philip S. Thomas , Arya Mazumdar

This work establishes new convergence guarantees for gradient descent in smooth convex optimization via a computer-assisted analysis technique. Our theory allows nonconstant stepsize policies with frequent long steps potentially violating…

最优化与控制 · 数学 2024-02-06 Benjamin Grimmer

Stochastic gradient methods have been a popular and powerful choice of optimization methods, aimed at minimizing functions. Their advantage lies in the fact that that one approximates the gradient as opposed to using the full Jacobian…

数值分析 · 数学 2025-09-26 Neil K. Chada , Philip J. Herbert

Stochastic gradient descent (\textsc{Sgd}) methods are the most powerful optimization tools in training machine learning and deep learning models. Moreover, acceleration (a.k.a. momentum) methods and diagonal scaling (a.k.a. adaptive…

机器学习 · 统计学 2018-10-02 Qi Deng , Yi Cheng , Guanghui Lan

We present two stochastic descent algorithms that apply to unconstrained optimization and are particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained…

最优化与控制 · 数学 2019-04-30 David Kozak , Stephen Becker , Alireza Doostan , Luis Tenorio

A wide range of optimization problems arising in machine learning can be solved by gradient descent algorithms, and a central question in this area is how to efficiently compress a large-scale dataset so as to reduce the computational…

机器学习 · 计算机科学 2022-10-11 Jiawei Huang , Ruomin Huang , Wenjie Liu , Nikolaos M. Freris , Hu Ding

This article is devoted to one particular case of using universal accelerated proximal envelopes to obtain computationally efficient accelerated versions of methods used to solve various optimization problem setups. In this paper, we…

最优化与控制 · 数学 2021-01-14 Dmitry Pasechnyuk , Anton Anikin , Vladislav Matyukhin

Coordinate descent methods employ random partial updates of decision variables in order to solve huge-scale convex optimization problems. In this work, we introduce new adaptive rules for the random selection of their updates. By adaptive,…

机器学习 · 计算机科学 2017-03-08 Dmytro Perekrestenko , Volkan Cevher , Martin Jaggi

We study gradient compression methods to alleviate the communication bottleneck in data-parallel distributed optimization. Despite the significant attention received, current compression schemes either do not scale well or fail to achieve…

机器学习 · 计算机科学 2020-02-19 Thijs Vogels , Sai Praneeth Karimireddy , Martin Jaggi

In this paper, we establish new convergence results for the quantized distributed gradient descent and suggest a novel strategy of choosing the stepsizes for the high-performance of the algorithm. Under the strongly convexity assumption on…

最优化与控制 · 数学 2023-07-03 Woocheol Choi , Myeong-Su Lee

The steepest descent method for multiobjective optimization on Riemannian manifolds with lower bounded sectional curvature is analyzed in this paper. The aim of the paper is twofold. Firstly, an asymptotic analysis of the method is…

最优化与控制 · 数学 2019-06-17 Orizon P. Ferreira , Maurício S. Louzeiro , Leandro F. Prudente

We present a novel optimization-based decoding algorithm for LDPC codes that is suitable for hardware architectures specialized to feed-forward neural networks. The algorithm is based on the projected gradient descent algorithm with a…

信息论 · 计算机科学 2019-01-16 Tadashi Wadayama , Satoshi Takabe

We present a coupled system of ODEs which, when discretized with a constant time step/learning rate, recovers Nesterov's accelerated gradient descent algorithm. The same ODEs, when discretized with a decreasing learning rate, leads to novel…

最优化与控制 · 数学 2020-09-02 Maxime Laborde , Adam M. Oberman

Existing gradient-based optimization methods update parameters locally, in a direction that minimizes the loss function. We study a different approach, symmetry teleportation, that allows parameters to travel a large distance on the loss…

机器学习 · 计算机科学 2023-01-06 Bo Zhao , Nima Dehmamy , Robin Walters , Rose Yu

A rich body of prior work has highlighted the existence of communication bottlenecks in synchronous data-parallel training. To alleviate these bottlenecks, a long line of recent work proposes gradient and model compression methods. In this…

分布式、并行与集群计算 · 计算机科学 2021-07-01 Saurabh Agarwal , Hongyi Wang , Shivaram Venkataraman , Dimitris Papailiopoulos

In this work, we study a novel class of projection-based algorithms for linearly constrained problems (LCPs) which have a lot of applications in statistics, optimization, and machine learning. Conventional primal gradient-based methods for…

最优化与控制 · 数学 2021-01-06 Xiang Li , Zhihua Zhang

Recent developments on large-scale distributed machine learning applications, e.g., deep neural networks, benefit enormously from the advances in distributed non-convex optimization techniques, e.g., distributed Stochastic Gradient Descent…

最优化与控制 · 数学 2019-05-13 Hao Yu , Rong Jin , Sen Yang

Communication overhead severely hinders the scalability of distributed machine learning systems. Recently, there has been a growing interest in using gradient compression to reduce the communication overhead of the distributed training.…

分布式、并行与集群计算 · 计算机科学 2021-05-19 Yuchen Zhong , Cong Xie , Shuai Zheng , Haibin Lin

We propose a new stochastic gradient method for optimizing the sum of a finite set of smooth functions, where the sum is strongly convex. While standard stochastic gradient methods converge at sublinear rates for this problem, the proposed…

最优化与控制 · 数学 2013-03-12 Nicolas Le Roux , Mark Schmidt , Francis Bach