相关论文: On the Convergence of Nesterov's Accelerated Gradi…

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…

In this paper, we consider Nesterov's Accelerated Gradient method for solving Nonlinear Inverse and Ill-Posed Problems. Known to be a fast gradient-based iterative method for solving well-posed convex optimization problems, this method also…

The high-resolution differential equation framework has been proven to be tailor-made for Nesterov's accelerated gradient descent method~(\texttt{NAG}) and its proximal correspondence -- the class of faster iterative shrinkage thresholding…

Stochastic-gradient-based optimization has been a core enabling methodology in applications to large-scale problems in machine learning and related areas. Despite the progress, the gap between theory and practice remains significant, with…

For solving pseudo-convex global optimization problems, we present a novel fully adaptive steepest descent method (or ASDM) without any hard-to-estimate parameters. For the step-size regulation in an $\varepsilon$-normalized direction, we…

In neural network training, RMSProp and Adam remain widely favoured optimisation algorithms. One of the keys to their performance lies in selecting the correct step size, which can significantly influence their effectiveness. Additionally,…

This paper presents an algorithmic framework for solving unconstrained stochastic optimization problems using only stochastic function evaluations. We employ central finite-difference based gradient estimation methods to approximate the…

Nesterov's accelerated gradient algorithm is derived from first principles. The first principles are founded on the recently-developed optimal control theory for optimization. This theory frames an optimization problem as an optimal control…

Momentum methods, such as heavy ball method~(HB) and Nesterov's accelerated gradient method~(NAG), have been widely used in training neural networks by incorporating the history of gradients into the current updating process. In practice,…

We propose a hybrid control algorithm that guarantees fast convergence and uniform global asymptotic stability of the unique minimizer of a continuously differentiable, convex objective function. The algorithm, developed using hybrid system…

We analyze the convergence rate of the monotone accelerated proximal gradient method, which can be used to solve structured convex composite optimization problems. A linear convergence rate is established when the smooth part of the…

We propose a novel study of the stochastic proximal gradient method for minimizing the sum of two convex functions, one of which is smooth. Under suitable assumptions and without requiring any boundedness or control of the variance of the…

Convergence detection of iterative stochastic optimization methods is of great practical interest. This paper considers stochastic gradient descent (SGD) with a constant learning rate and momentum. We show that there exists a transient…

We introduce a new adaptive step-size strategy for convex optimization with stochastic gradient that exploits the local geometry of the objective function only by means of a first-order stochastic oracle and without any hyper-parameter…

We present and analyze a momentum-based gradient method for training linear classifiers with an exponentially-tailed loss (e.g., the exponential or logistic loss), which maximizes the classification margin on separable data at a rate of…

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…

Lookahead-based acceleration methods, such as Nesterov's momentum, are widely used in optimization, but they often become unreliable in deep learning training mainly due to stochastic gradient noise and non-convex loss landscapes. In…

Modern statistical inference tasks often require iterative optimization methods to compute the solution. Convergence analysis from an optimization viewpoint only informs us how well the solution is approximated numerically but overlooks the…

In this paper we propose new numerical algorithms in the setting of unconstrained optimization problems and we study the rate of convergence in the iterates of the objective function. Furthermore, our algorithms are based upon splitting and…

Stochastic gradient methods are scalable for solving large-scale optimization problems that involve empirical expectations of loss functions. Existing results mainly apply to optimization problems where the objectives are one- or two-level…