相关论文: Linear Convergence of Generalized Mirror Descent w…

In 1963, Polyak proposed a simple condition that is sufficient to show a global linear convergence rate for gradient descent. This condition is a special case of the \L{}ojasiewicz inequality proposed in the same year, and it does not…

In this paper, we derive a new linear convergence rate for the gradient method with fixed step lengths for non-convex smooth optimization problems satisfying the Polyak-Lojasiewicz (PL) inequality. We establish that the PL inequality is a…

Adaptive gradient-descent optimizers are the standard choice for training neural network models. Despite their faster convergence than gradient-descent and remarkable performance in practice, the adaptive optimizers are not as well…

Most prior work on the convergence of gradient descent (GD) for overparameterized neural networks relies on strong assumptions on the step size (infinitesimal), the hidden-layer width (infinite), or the initialization (large, spectral,…

We study the convergence rate of gradient-based local search methods for solving low-rank matrix recovery problems with general objectives in both symmetric and asymmetric cases, under the assumption of the restricted isometry property.…

In the paper, we propose a class of efficient adaptive bilevel methods based on mirror descent for nonconvex bilevel optimization, where its upper-level problem is nonconvex possibly with nonsmooth regularization, and its lower-level…

Large over-parametrized models learned via stochastic gradient descent (SGD) methods have become a key element in modern machine learning. Although SGD methods are very effective in practice, most theoretical analyses of SGD suggest slower…

This paper addresses the generalized descent algorithm (DEAL) for minimizing smooth functions, which is analyzed under the Kurdyka-{\L}ojasiewicz (KL) inequality. In particular, the suggested algorithm guarantees a sufficient decrease by…

This paper develops a comprehensive convergence analysis for generic classes of descent algorithms in nonsmooth and nonconvex optimization under several conditions of the Polyak-\L ojasiewicz-Kurdyka (PLK) type. Along other results, we…

Stochastic gradient descent (SGD) has been studied extensively over the past decades due to its simplicity and broad applicability in machine learning. In this work, we analyze the local behavior of gradient descent and stochastic gradient…

Inspired by the remarkable success of large neural networks, there has been significant interest in understanding the generalization performance of over-parameterized models. Substantial efforts have been invested in characterizing how…

Policy optimization, which finds the desired policy by maximizing value functions via optimization techniques, lies at the heart of reinforcement learning (RL). In addition to value maximization, other practical considerations arise as…

Smoothness is crucial for attaining fast rates in first-order optimization. However, many optimization problems in modern machine learning involve non-smooth objectives. Recent studies relax the smoothness assumption by allowing the…

This paper revisits the convergence of Stochastic Mirror Descent (SMD) in the contemporary nonconvex optimization setting. Existing results for batch-free nonconvex SMD restrict the choice of the distance generating function (DGF) to be…

We present new policy mirror descent (PMD) methods for solving reinforcement learning (RL) problems with either strongly convex or general convex regularizers. By exploring the structural properties of these overall highly nonconvex…

We investigate the convergence of stochastic mirror descent (SMD) under interpolation in relatively smooth and smooth convex optimization. In relatively smooth convex optimization we provide new convergence guarantees for SMD with a…

Mirror descent uses the mirror function to encode geometry and constraints, improving convergence while preserving feasibility. Accelerated Mirror Descent Methods (Acc-MD) are derived from a discretization of an accelerated mirror ODE…

Minimax optimization recently is widely applied in many machine learning tasks such as generative adversarial networks, robust learning and reinforcement learning. In the paper, we study a class of nonconvex-nonconcave minimax optimization…

Bilevel optimization has recently regained interest owing to its applications in emerging machine learning fields such as hyperparameter optimization, meta-learning, and reinforcement learning. Recent results have shown that simple…

Driven by the empirical success and wide use of deep neural networks, understanding the generalization performance of overparameterized models has become an increasingly popular question. To this end, there has been substantial effort to…