相关论文: Optimizing the optimizer for data driven deep neur…

We develop a novel framework that adds the regularizers of the sparse group lasso to a family of adaptive optimizers in deep learning, such as Momentum, Adagrad, Adam, AMSGrad, AdaHessian, and create a new class of optimizers, which are…

Adaptive gradient methods, e.g. \textsc{Adam}, have achieved tremendous success in machine learning. Scaling the learning rate element-wisely by a certain form of second moment estimate of gradients, such methods are able to attain rapid…

In recent years, deep learning has achieved remarkable success in various fields such as image recognition, natural language processing, and speech recognition. The effectiveness of deep learning largely depends on the optimization methods…

Automatic performance tuning (auto-tuning) is essential for optimizing high-performance applications, where vast and irregular search spaces make manual exploration infeasible. While auto-tuners traditionally rely on classical approaches…

We propose a new variant of the Adam optimizer called MicroAdam that specifically minimizes memory overheads, while maintaining theoretical convergence guarantees. We achieve this by compressing the gradient information before it is fed…

(Neal and Hinton, 1998) recast maximum likelihood estimation of any given latent variable model as the minimization of a free energy functional $F$, and the EM algorithm as coordinate descent applied to $F$. Here, we explore alternative…

Compressing neural nets is an active research problem, given the large size of state-of-the-art nets for tasks such as object recognition, and the computational limits imposed by mobile devices. We give a general formulation of model…

Deep neural network models, though very powerful and highly successful, are computationally expensive in terms of space and time. Recently, there have been a number of attempts on binarizing the network weights and activations. This greatly…

Machine learning algorithms aim to find patterns from observations, which may include some noise, especially in robotics domain. To perform well even with such noise, we expect them to be able to detect outliers and discard them when…

Optimization in machine learning, both theoretical and applied, is presently dominated by first-order gradient methods such as stochastic gradient descent. Second-order optimization methods, that involve second derivatives and/or second…

We present a framework for adaptive-stepsize MCMC sampling based on time-rescaled Langevin dynamics, in which the stepsize variation is dynamically driven by an additional degree of freedom. Our approach augments the phase space by an…

Augmented Lagrangian Method (ALM) combined with Burer-Monteiro (BM) factorization, dubbed ALM-BM, offers a powerful approach for solving large-scale low-rank semidefinite programs (SDPs). Despite its empirical success, the theoretical…

Trained ML models are commonly embedded in optimization problems. In many cases, this leads to large-scale NLPs that are difficult to solve to global optimality. While ML models frequently lead to large problems, they also exhibit…

It is known that the standard stochastic gradient descent (SGD) optimization method, as well as accelerated and adaptive SGD optimization methods such as the Adam optimizer fail to converge if the learning rates do not converge to zero (as,…

The Adam optimizer remains one of the most widely used optimizers in deep learning, and effectively tuning its hyperparameters is key to optimizing performance. However, tuning can be tedious and costly. Freeze-thaw Bayesian Optimization…

Momentum based optimizers are central to a wide range of machine learning applications. These typically rely on an Exponential Moving Average (EMA) of gradients, which decays exponentially the present contribution of older gradients. This…

This paper provides a review and commentary on the past, present, and future of numerical optimization algorithms in the context of machine learning applications. Through case studies on text classification and the training of deep neural…

Training deep neural networks is a structured optimization problem, because the parameters are naturally represented by matrices and tensors rather than by vectors. Under this structural representation, it has been widely observed that…

Physics-Informed Neural Networks (PINNs) have emerged as a powerful framework for solving partial differential equations (PDEs) by embedding physical constraints into the loss function. However, standard optimizers such as Adam often…

The adaptive optimizer for training neural networks has continually evolved to overcome the limitations of the previously proposed adaptive methods. Recent studies have found the rare counterexamples that Adam cannot converge to the optimal…