相关论文: Variance-Reduced Methods for Machine Learning

Stochastic convex optimization is a basic and well studied primitive in machine learning. It is well known that convex and Lipschitz functions can be minimized efficiently using Stochastic Gradient Descent (SGD). The Normalized Gradient…

Neural networks are trained by optimizing multi-dimensional sets of fitting parameters on non-convex loss landscapes. Low-loss regions of the landscapes correspond to the parameter sets that perform well on the training data. A key issue in…

Stochastic gradient algorithms have been the main focus of large-scale learning problems and they led to important successes in machine learning. The convergence of SGD depends on the careful choice of learning rate and the amount of the…

The rapid progress in machine learning in recent years has been based on a highly productive connection to gradient-based optimization. Further progress hinges in part on a shift in focus from pattern recognition to decision-making and…

This paper explores the non-convex composition optimization in the form including inner and outer finite-sum functions with a large number of component functions. This problem arises in some important applications such as nonlinear…

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…

Many relevant problems in the area of systems and control, such as controller synthesis, observer design and model reduction, can be viewed as optimization problems involving dynamical systems: for instance, maximizing performance in the…

Modern machine learning often requires training with large batch size, distributed data, and massively parallel compute hardware (like mobile and other edge devices or distributed data centers). Communication becomes a major bottleneck in…

Stein variational gradient descent (SVGD) is a prominent particle-based variational inference method used for sampling a target distribution. SVGD has attracted interest for application in machine-learning techniques such as Bayesian…

In this work we consider the stochastic minimization of nonsmooth convex loss functions, a central problem in machine learning. We propose a novel algorithm called Accelerated Nonsmooth Stochastic Gradient Descent (ANSGD), which exploits…

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…

In federated distributed learning, the goal is to optimize a global training objective defined over distributed devices, where the data shard at each device is sampled from a possibly different distribution (a.k.a., heterogeneous or non…

Over the last decade, a single algorithm has changed many facets of our lives - Stochastic Gradient Descent (SGD). In the era of ever decreasing loss functions, SGD and its various offspring have become the go-to optimization tool in…

Stochastic gradient descent (SGD) is a fundamental optimization algorithm widely used in modern machine learning. In this paper, we propose Factor-Augmented SGD (FSGD), a new optimization method that leverages latent factor representations…

We introduce a novel algorithm for gradient-based optimization of stochastic objective functions. The method may be seen as a variant of SGD with momentum equipped with an adaptive learning rate automatically adjusted by an 'energy'…

Gradient clipping is commonly used in training deep neural networks partly due to its practicability in relieving the exploding gradient problem. Recently, \citet{zhang2019gradient} show that clipped (stochastic) Gradient Descent (GD)…

Stochastic Gradient Descent (SGD) is arguably the most popular of the machine learning methods applied to training deep neural networks (DNN) today. It has recently been demonstrated that SGD can be statistically biased so that certain…

Stochastic Gradient Descent (SGD) is a popular optimization method which has been applied to many important machine learning tasks such as Support Vector Machines and Deep Neural Networks. In order to parallelize SGD, minibatch training is…

Asynchronous stochastic gradient descent (ASGD) is a popular parallel optimization algorithm in machine learning. Most theoretical analysis on ASGD take a discrete view and prove upper bounds for their convergence rates. However, the…

Due to its simplicity and outstanding ability to generalize, stochastic gradient descent (SGD) is still the most widely used optimization method despite its slow convergence. Meanwhile, adaptive methods have attracted rising attention of…