相关论文: Better Parameter-free Stochastic Optimization with…

In reinforcement learning (RL), offline learning decoupled learning from data collection and is useful in dealing with exploration-exploitation tradeoff and enables data reuse in many applications. In this work, we study two offline…

The performance of gradient-based optimization methods, such as standard gradient descent (GD), greatly depends on the choice of learning rate. However, it can require a non-trivial amount of user tuning effort to select an appropriate…

We propose a novel algorithm for distributed stochastic gradient descent (SGD) with compressed gradient communication in the parameter-server framework. Our gradient compression technique, named flattened one-bit stochastic gradient descent…

Standard first-order stochastic optimization algorithms base their updates solely on the average mini-batch gradient, and it has been shown that tracking additional quantities such as the curvature can help de-sensitize common…

We address the application of stochastic optimization methods for the simultaneous control of parameter-dependent systems. In particular, we focus on the classical Stochastic Gradient Descent (SGD) approach of Robbins and Monro, and on the…

Stochastic Gradient Descent (SGD) is a popular algorithm that can achieve state-of-the-art performance on a variety of machine learning tasks. Several researchers have recently proposed schemes to parallelize SGD, but all require…

Stochastic gradient descent (SGD) is a widely adopted iterative method for optimizing differentiable objective functions. In this paper, we propose and discuss a novel approach to scale up SGD in applications involving non-convex functions…

In this paper, we focus on the task of optimizing the parameters in Parametrized Quantum Circuits (PQCs). While popular algorithms, such as Simultaneous Perturbation Stochastic Approximation (SPSA), limit the number of circuit-execution to…

Training deep neural network is a high dimensional and a highly non-convex optimization problem. Stochastic gradient descent (SGD) algorithm and it's variations are the current state-of-the-art solvers for this task. However, due to…

Tuning the hyperparameters in the differentially private stochastic gradient descent (DPSGD) is a fundamental challenge. Unlike the typical SGD, private datasets cannot be used many times for hyperparameter search in DPSGD; e.g., via a grid…

We develop an efficient stochastic variance reduced gradient descent algorithm to solve the affine rank minimization problem consists of finding a matrix of minimum rank from linear measurements. The proposed algorithm as a stochastic…

We investigate the stochastic gradient descent (SGD) method where the step size lies within a banded region instead of being given by a fixed formula. The optimal convergence rate under mild conditions and large initial step size is proved.…

We propose a new first-order method for minimizing nonconvex functions with a Lipschitz continuous gradient and Hessian. The proposed method is an accelerated gradient descent with two restart mechanisms and finds a solution where the…

Stochastic gradient descent (SGD) with stochastic momentum is popular in nonconvex stochastic optimization and particularly for the training of deep neural networks. In standard SGD, parameters are updated by improving along the path of the…

Neural network optimization remains one of the most consequential yet poorly understood challenges in modern AI research, where improvements in training algorithms can lead to enhanced feature learning in foundation models,…

The Polyak stepsize for Gradient Descent is known for its fast convergence but requires prior knowledge of the optimal functional value, which is often unavailable in practice. In this paper, we propose a parameter-free approach that…

In this paper, we propose a generalized framework for developing learning-rate-free momentum stochastic gradient descent (SGD) methods in the minimization of nonsmooth nonconvex functions, especially in training nonsmooth neural networks.…

It is known that when the statistical models are singular, i.e., the Fisher information matrix at the true parameter is degenerate, the fixed step-size gradient descent algorithm takes polynomial number of steps in terms of the sample size…

We present a novel approach to accelerate stochastic gradient descent (SGD) by utilizing curvature information obtained from Hessian-vector products or finite differences of parameters and gradients, similar to the BFGS algorithm. Our…

Stochastic gradient descent (SGD) has been a go-to algorithm for nonconvex stochastic optimization problems arising in machine learning. Its theory however often requires a strong framework to guarantee convergence properties. We hereby…