相关论文: Statistical and Computational Complexities of BFGS…

We study the complexity of training neural network models with one hidden nonlinear activation layer and an output weighted sum layer. We analyze Gradient Descent applied to learning a bounded target function on $n$ real-valued inputs. We…

Modern supervised learning techniques, particularly those using deep nets, involve fitting high dimensional labelled data sets with functions containing very large numbers of parameters. Much of this work is empirical. Interesting phenomena…

Gradient-based meta-learning (GBML) with deep neural nets (DNNs) has become a popular approach for few-shot learning. However, due to the non-convexity of DNNs and the bi-level optimization in GBML, the theoretical properties of GBML with…

The generalization mystery of overparametrized deep nets has motivated efforts to understand how gradient descent (GD) converges to low-loss solutions that generalize well. Real-life neural networks are initialized from small random values…

The question of how to incorporate curvature information in stochastic approximation methods is challenging. The direct application of classical quasi- Newton updating techniques for deterministic optimization leads to noisy curvature…

There has been a growing effort in studying the distributed optimization problem over a network. The objective is to optimize a global function formed by a sum of local functions, using only local computation and communication. Literature…

The aim of this article is to provide a firm mathematical foundation for the application of deep gradient flow methods (DGFMs) for the solution of (high-dimensional) partial differential equations (PDEs). We decompose the generalization…

In this paper, we study and prove the non-asymptotic superlinear convergence rate of the Broyden class of quasi-Newton algorithms which includes the Davidon--Fletcher--Powell (DFP) method and the Broyden--Fletcher--Goldfarb--Shanno (BFGS)…

We introduce the decentralized Broyden-Fletcher-Goldfarb-Shanno (D-BFGS) method as a variation of the BFGS quasi-Newton method for solving decentralized optimization problems. The D-BFGS method is of interest in problems that are not well…

Even for the gradient descent (GD) method applied to neural network training, understanding its optimization dynamics, including convergence rate, iterate trajectories, function value oscillations, and especially its implicit acceleration,…

In this paper, we develop a variant of the well-known Gauss-Newton (GN) method to solve a class of nonconvex optimization problems involving low-rank matrix variables. As opposed to the standard GN method, our algorithm allows one to handle…

In this paper, we consider the problem of empirical risk minimization (ERM) of smooth, strongly convex loss functions using iterative gradient-based methods. A major goal of this literature has been to compare different algorithms, such as…

Under mild assumptions stochastic gradient methods asymptotically achieve an optimal rate of convergence if the arithmetic mean of all iterates is returned as an approximate optimal solution. However, in the absence of stochastic noise, the…

Many recent applications in machine learning and data fitting call for the algorithmic solution of structured smooth convex optimization problems. Although the gradient descent method is a natural choice for this task, it requires exact…

Training deep neural networks for solving machine learning problems is one great challenge in the field, mainly due to its associated optimisation problem being highly non-convex. Recent developments have suggested that many training…

In this paper, we present a detailed convergence analysis of a recently developed approximate Newton-type fully distributed optimization method for smooth, strongly convex local loss functions, called Network-GIANT, which has been…

In this paper, we study greedy variants of quasi-Newton methods. They are based on the updating formulas from a certain subclass of the Broyden family. In particular, this subclass includes the well-known DFP, BFGS and SR1 updates. However,…

First-order methods like stochastic gradient descent(SGD) are recently the popular optimization method to train deep neural networks (DNNs), but second-order methods are scarcely used because of the overpriced computing cost in getting the…

Graph neural networks (GNNs) are designed to process data associated with graphs. They are finding an increasing range of applications; however, as with other modern machine learning techniques, their theoretical understanding is limited.…

An important question in deep learning is how higher-order optimization methods affect generalization. In this work, we analyze a stochastic Gauss-Newton (SGN) method with Levenberg-Marquardt damping and mini-batch sampling for training…