相关论文: The Implicit Bias for Adaptive Optimization Algori…

Distributed aggregative optimization underpins many cooperative optimization and multi-agent control systems, where each agent's objective function depends both on its local optimization variable and an aggregate of all agents' optimization…

The success of minimax learning problems of generative adversarial networks (GANs) has been observed to depend on the minimax optimization algorithm used for their training. This dependence is commonly attributed to the convergence speed…

The vast majority of modern deep learning models are trained with momentum-based first-order optimizers. The momentum term governs the optimizer's memory by determining how much each past gradient contributes to the current convergence…

Stochastic gradient descent (SGD) is widely believed to perform implicit regularization when used to train deep neural networks, but the precise manner in which this occurs has thus far been elusive. We prove that SGD minimizes an average…

Neural networks trained with standard objectives exhibit behaviors characteristic of probabilistic inference: soft clustering, prototype specialization, and Bayesian uncertainty tracking. These phenomena appear across architectures -- in…

A framework is introduced for solving a sequence of slowly changing optimization problems, including those arising in regression and classification applications, using optimization algorithms such as stochastic gradient descent (SGD). The…

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,…

Existing analyses of optimization in deep learning are either continuous, focusing on (variants of) gradient flow, or discrete, directly treating (variants of) gradient descent. Gradient flow is amenable to theoretical analysis, but is…

Accelerated training algorithms, such as adaptive learning rates (or preconditioning) and various normalization methods, are widely used but not fully understood. When regularization is introduced, standard optimizers like adaptive learning…

Deep learning methods - consisting of a class of deep neural networks (DNNs) trained by a stochastic gradient descent (SGD) optimization method - are nowadays key tools to solve data driven supervised learning problems. Despite the great…

We study diffusion and consensus based optimization of a sum of unknown convex objective functions over distributed networks. The only access to these functions is through stochastic gradient oracles, each of which is only available at a…

We develop a novel framework to study smooth and strongly convex optimization algorithms, both deterministic and stochastic. Focusing on quadratic functions we are able to examine optimization algorithms as a recursive application of linear…

A new technique of global optimization and its applications in particular to neural networks are presented. The algorithm is also compared to other global optimization algorithms such as Gradient descent (GD), Monte Carlo (MC), Genetic…

Stochastic gradient algorithms are the main focus of large-scale optimization problems and led to important successes in the recent advancement of the deep learning algorithms. The convergence of SGD depends on the careful choice of…

The concept of learning to optimize involves utilizing a trainable optimization strategy rather than relying on manually defined full gradient estimations such as ADAM. We present a framework that jointly trains the full gradient estimator…

For finite-sum optimization, variance-reduced gradient methods (VR) compute at each iteration the gradient of a single function (or of a mini-batch), and yet achieve faster convergence than SGD thanks to a carefully crafted lower-variance…

We provide a theoretical explanation for the effectiveness of gradient clipping in training deep neural networks. The key ingredient is a new smoothness condition derived from practical neural network training examples. We observe that…

Adaptive optimization methods have been widely used in deep learning. They scale the learning rates adaptively according to the past gradient, which has been shown to be effective to accelerate the convergence. However, they suffer from…

We study Stochastic Gradient Descent with AdaGrad stepsizes: a popular adaptive (self-tuning) method for first-order stochastic optimization. Despite being well studied, existing analyses of this method suffer from various shortcomings:…

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…