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Gradient-based optimizers have been proposed for training variational quantum circuits in settings such as quantum neural networks (QNNs). The task of gradient estimation, however, has proven to be challenging, primarily due to distinctive…

Wasserstein gradient flows are continuous time dynamics that define curves of steepest descent to minimize an objective function over the space of probability measures (i.e., the Wasserstein space). This objective is typically a divergence…

最优化与控制 · 数学 2021-02-23 Adil Salim , Anna Korba , Giulia Luise

Generative adversarial networks (GANs), famous for the capability of learning complex underlying data distribution, are however known to be tricky in the training process, which would probably result in mode collapse or performance…

机器学习 · 计算机科学 2020-04-23 Dong Wang , Xiaoqian Qin , Fengyi Song , Li Cheng

Stochastic Gradient Langevin Dynamics (SGLD) has emerged as a key MCMC algorithm for Bayesian learning from large scale datasets. While SGLD with decreasing step sizes converges weakly to the posterior distribution, the algorithm is often…

机器学习 · 统计学 2018-11-27 Nicolas Brosse , Alain Durmus , Eric Moulines

Stochastic gradient descent (SGD) is widely used in machine learning. Although being commonly viewed as a fast but not accurate version of gradient descent (GD), it always finds better solutions than GD for modern neural networks. In order…

机器学习 · 计算机科学 2018-08-17 Robert Kleinberg , Yuanzhi Li , Yang Yuan

Stochastic gradient descent (SGD) is one of the most popular algorithms in modern machine learning. The noise encountered in these applications is different from that in many theoretical analyses of stochastic gradient algorithms. In this…

机器学习 · 统计学 2021-09-16 Stephan Wojtowytsch

This paper introduces a novel optimization algorithm designed for nonlinear least-squares problems. The method is derived by preconditioning the gradient descent direction using the Singular Value Decomposition (SVD) of the Jacobian. This…

数值分析 · 数学 2026-02-11 Zhipeng Chang , Wenrui Hao , Nian Liu

This paper considers the projected gradient descent (PGD) algorithm for the problem of minimizing a continuously differentiable function on a nonempty closed subset of a Euclidean vector space. Without further assumptions, this problem is…

最优化与控制 · 数学 2025-07-01 Guillaume Olikier , Irène Waldspurger

Optimal Transport (OT) has attracted significant interest in the machine learning community, not only for its ability to define meaningful distances between probability distributions -- such as the Wasserstein distance -- but also for its…

机器学习 · 计算机科学 2025-11-04 Laetitia Chapel , Romain Tavenard , Samuel Vaiter

Bilevel optimization has been widely used in many machine learning applications such as hyperparameter optimization and meta learning. Recently, many simple stochastic gradient descent(SGD) type algorithms(without using momentum and…

最优化与控制 · 数学 2023-06-21 Haimei Huo , Risheng Liu , Zhixun Su

We focus on the problem of efficient sampling and learning of probability densities by incorporating symmetries in probabilistic models. We first introduce Equivariant Stein Variational Gradient Descent algorithm -- an equivariant sampling…

机器学习 · 计算机科学 2021-07-30 Priyank Jaini , Lars Holdijk , Max Welling

Stochastic gradient descent (SGD) is a ubiquitous algorithm for a variety of machine learning problems. Researchers and industry have developed several techniques to optimize SGD's runtime performance, including asynchronous execution and…

机器学习 · 计算机科学 2015-10-06 Christopher De Sa , Ce Zhang , Kunle Olukotun , Christopher Ré

Stochastic gradient descent (SGD) is one of the most widely used optimization methods for solving various machine learning problems. SGD solves an optimization problem by iteratively sampling a few data points from the input data, computing…

机器学习 · 计算机科学 2020-11-18 Aditya Devarakonda , James Demmel

With a weighting scheme proportional to t, a traditional stochastic gradient descent (SGD) algorithm achieves a high probability convergence rate of O({\kappa}/T) for strongly convex functions, instead of O({\kappa} ln(T)/T). We also prove…

机器学习 · 计算机科学 2013-05-13 Shenghuo Zhu

The stochastic gradient descent (SGD) optimization algorithm plays a central role in a series of machine learning applications. The scientific literature provides a vast amount of upper error bounds for the SGD method. Much less attention…

数值分析 · 数学 2020-10-05 Arnulf Jentzen , Philippe von Wurstemberger

The article discusses distributed gradient-descent algorithms for computing local and global minima in nonconvex optimization. For local optimization, we focus on distributed stochastic gradient descent (D-SGD)--a simple network-based…

最优化与控制 · 数学 2020-09-17 Brian Swenson , Soummya Kar , H. Vincent Poor , José M. F. Moura , Aaron Jaech

In generative modeling, the Wasserstein distance (WD) has emerged as a useful metric to measure the discrepancy between generated and real data distributions. Unfortunately, it is challenging to approximate the WD of high-dimensional…

计算机视觉与模式识别 · 计算机科学 2019-04-16 Jiqing Wu , Zhiwu Huang , Dinesh Acharya , Wen Li , Janine Thoma , Danda Pani Paudel , Luc Van Gool

In generative modeling, the Wasserstein distance (WD) has emerged as a useful metric to measure the discrepancy between generated and real data distributions. Unfortunately, it is challenging to approximate the WD of high-dimensional…

计算机视觉与模式识别 · 计算机科学 2019-04-17 Jiqing Wu , Zhiwu Huang , Dinesh Acharya , Wen Li , Janine Thoma , Danda Pani Paudel , Luc Van Gool

Stochastic gradient descent (SGD) holds as a classical method to build large scale machine learning models over big data. A stochastic gradient is typically calculated from a limited number of samples (known as mini-batch), so it…

机器学习 · 计算机科学 2016-01-14 Yadong Mu , Wei Liu , Wei Fan

Distributed optimization plays an important role in modern large-scale machine learning and data processing systems by optimizing the utilization of computational resources. One of the classical and popular approaches is Local Stochastic…

最优化与控制 · 数学 2024-12-19 Andrey Sadchikov , Savelii Chezhegov , Aleksandr Beznosikov , Alexander Gasnikov