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This study investigates leveraging stochastic gradient descent (SGD) to learn operators between general Hilbert spaces. We propose weak and strong regularity conditions for the target operator to depict its intrinsic structure and…

机器学习 · 统计学 2026-01-13 Lei Shi , Jia-Qi Yang

We consider a class of statistical inverse problems involving the estimation of a regression operator from a Polish space to a separable Hilbert space, where the target lies in a vector-valued reproducing kernel Hilbert space induced by an…

机器学习 · 统计学 2026-04-28 Jia-Qi Yang , Lei Shi

Stochastic gradient descent (SGD) is a promising method for solving large-scale inverse problems, due to its excellent scalability with respect to data size. In this work, we analyze a new data-driven regularized stochastic gradient descent…

数值分析 · 数学 2024-09-30 Zehui Zhou

In the framework of inverse linear problems on infinite-dimensional Hilbert space, we prove the convergence of the conjugate gradient iterates to an exact solution to the inverse problem in the most general case where the self-adjoint,…

数值分析 · 数学 2021-11-18 Noe Caruso , Alessandro Michelangeli

This paper studies the learning of linear operators between infinite-dimensional Hilbert spaces. The training data comprises pairs of random input vectors in a Hilbert space and their noisy images under an unknown self-adjoint linear…

In this article, we study the convergence behavior of the regularization-based algorithm for solving the polynomial regression model when both input data and responses are from infinite-dimensional Hilbert spaces. We derive convergence…

统计理论 · 数学 2025-12-02 Naveen Gupta , Sivananthan Sampath

In this work, we analyze the regularizing property of the stochastic gradient descent for the efficient numerical solution of a class of nonlinear ill-posed inverse problems in Hilbert spaces. At each step of the iteration, the method…

最优化与控制 · 数学 2019-07-09 Bangti Jin , Zehui Zhou , Jun Zou

In this article a unified approach to iterative soft-thresholding algorithms for the solution of linear operator equations in infinite dimensional Hilbert spaces is presented. We formulate the algorithm in the framework of generalized…

泛函分析 · 数学 2010-10-26 Kristian Bredies , Dirk A. Lorenz

Stochastic Gradient Descent (SGD) is an important algorithm in machine learning. With constant learning rates, it is a stochastic process that, after an initial phase of convergence, generates samples from a stationary distribution. We show…

机器学习 · 统计学 2017-09-12 Stephan Mandt , Matthew D. Hoffman , David M. Blei

We study statistical inverse learning in the context of nonlinear inverse problems under random design. Specifically, we address a class of nonlinear problems by employing gradient descent (GD) and stochastic gradient descent (SGD) with…

机器学习 · 统计学 2024-12-24 Abhishake , Nicole Mücke , Tapio Helin

Stochastic Gradient Descent (SGD) is a widely deployed optimization procedure throughout data-driven and simulation-driven disciplines, which has drawn a substantial interest in understanding its global behavior across a broad class of…

最优化与控制 · 数学 2021-04-02 Vivak Patel , Shushu Zhang

Inverse problems in scientific computing often require optimization over infinite-dimensional Hilbert spaces. A commonly used solver in such settings is stochastic gradient descent (SGD), where gradients are approximated using randomly…

最优化与控制 · 数学 2026-04-14 Sandra Cerrai , Qin Li , Anjali Nair , Jaeyoung Yoon

Motivated by the recent successes of neural networks that have the ability to fit the data perfectly and generalize well, we study the noiseless model in the fundamental least-squares setup. We assume that an optimum predictor fits…

机器学习 · 计算机科学 2021-06-04 Aditya Varre , Loucas Pillaud-Vivien , Nicolas Flammarion

In the context of statistical supervised learning, the noiseless linear model assumes that there exists a deterministic linear relation $Y = \langle \theta_*, X \rangle$ between the random output $Y$ and the random feature vector $\Phi(U)$,…

机器学习 · 计算机科学 2020-10-28 Raphaël Berthier , Francis Bach , Pierre Gaillard

In the past several years, the last-iterate convergence of the Stochastic Gradient Descent (SGD) algorithm has triggered people's interest due to its good performance in practice but lack of theoretical understanding. For Lipschitz convex…

机器学习 · 计算机科学 2026-03-20 Zijian Liu , Zhengyuan Zhou

In machine learning, stochastic gradient descent (SGD) is widely deployed to train models using highly non-convex objectives with equally complex noise models. Unfortunately, SGD theory often makes restrictive assumptions that fail to…

机器学习 · 计算机科学 2022-10-11 Vivak Patel , Shushu Zhang , Bowen Tian

This letter investigates the convergence and concentration properties of the Stochastic Mirror Descent (SMD) algorithm utilizing biased stochastic subgradients. We establish the almost sure convergence of the algorithm's iterates under the…

最优化与控制 · 数学 2024-07-09 Anik Kumar Paul , Arun D Mahindrakar , Rachel K Kalaimani

We consider a stochastic version of the proximal point algorithm for optimization problems posed on a Hilbert space. A typical application of this is supervised learning. While the method is not new, it has not been extensively analyzed in…

最优化与控制 · 数学 2021-09-28 Monika Eisenmann , Tony Stillfjord , Måns Williamson

This paper analyzes the trajectories of stochastic gradient descent (SGD) to help understand the algorithm's convergence properties in non-convex problems. We first show that the sequence of iterates generated by SGD remains bounded and…

最优化与控制 · 数学 2020-06-22 Panayotis Mertikopoulos , Nadav Hallak , Ali Kavis , Volkan Cevher

Stochastic Gradient Descent (SGD) is a known stochastic iterative method popular for large-scale convex optimization problems due to its simple implementation and scalability. Some objectives, such as those found in complex-valued neural…

机器学习 · 计算机科学 2026-05-26 Natanael Alpay , Emeric Battaglia
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