相关论文: Critical Bach Size Minimizes Stochastic First-Orde…

Within the current sphere of deep learning research, despite the extensive application of optimization algorithms such as Stochastic Gradient Descent (SGD) and Adaptive Moment Estimation (Adam), there remains a pronounced inadequacy in…

SARAH and SPIDER are two recently developed stochastic variance-reduced algorithms, and SPIDER has been shown to achieve a near-optimal first-order oracle complexity in smooth nonconvex optimization. However, SPIDER uses an…

Large language models (LLMs) have demonstrated remarkable performance due to their large parameter counts and extensive training data. However, their scale leads to significant memory bottlenecks during training, especially when using…

We study the problem of zero-order optimization of a strongly convex function. The goal is to find the minimizer of the function by a sequential exploration of its values, under measurement noise. We study the impact of higher order…

When using large-batch training to speed up stochastic gradient descent, learning rates must adapt to new batch sizes in order to maximize speed-ups and preserve model quality. Re-tuning learning rates is resource intensive, while fixed…

It has been experimentally observed that the efficiency of distributed training with stochastic gradient (SGD) depends decisively on the batch size and -- in asynchronous implementations -- on the gradient staleness. Especially, it has been…

In this paper we study a family of variance reduction methods with randomized batch size---at each step, the algorithm first randomly chooses the batch size and then selects a batch of samples to conduct a variance-reduced stochastic…

Like many optimization algorithms, Stochastic Variational Inference (SVI) is sensitive to the choice of the learning rate. If the learning rate is too small, the optimization process may be slow, and the algorithm might get stuck in local…

We prove a \emph{query complexity} lower bound on rank-one principal component analysis (PCA). We consider an oracle model where, given a symmetric matrix $M \in \mathbb{R}^{d \times d}$, an algorithm is allowed to make $T$ \emph{exact}…

Scalable training of large models (like BERT and GPT-3) requires careful optimization rooted in model design, architecture, and system capabilities. From a system standpoint, communication has become a major bottleneck, especially on…

First-order stochastic optimization methods are currently the most widely used class of methods for training deep neural networks. However, the choice of the optimizer has become an ad-hoc rule that can significantly affect the performance.…

An algorithm is proposed for solving optimization problems arising in neural network training for supervised learning. The unique feature of the algorithm is the use of an auxiliary loss, in addition to the original loss employed for model…

A step-search sequential quadratic programming method is proposed for solving nonlinear equality constrained stochastic optimization problems. It is assumed that constraint function values and derivatives are available, but only stochastic…

Optimization plays a costly and crucial role in developing machine learning systems. In learned optimizers, the few hyperparameters of commonly used hand-designed optimizers, e.g. Adam or SGD, are replaced with flexible parametric…

With advances in deep learning, exponential data growth and increasing model complexity, developing efficient optimization methods are attracting much research attention. Several implementations favor the use of Conjugate Gradient (CG) and…

Heavy ball momentum is crucial in accelerating (stochastic) gradient-based optimization algorithms for machine learning. Existing heavy ball momentum is usually weighted by a uniform hyperparameter, which relies on excessive tuning.…

We introduce two complementary techniques for efficient optimization that reduce memory requirements while accelerating training of large-scale neural networks. The first technique, Subset-Norm step size, generalizes AdaGrad-Norm and…

We propose a new stochastic optimization framework for empirical risk minimization problems such as those that arise in machine learning. The traditional approaches, such as (mini-batch) stochastic gradient descent (SGD), utilize an…

In this paper, we establish lower bounds for the oracle complexity of the first-order methods minimizing regularized convex functions. We consider the composite representation of the objective. The smooth part has H\"older continuous…

Sharpness aware minimization (SAM) optimizer has been extensively explored as it can generalize better for training deep neural networks via introducing extra perturbation steps to flatten the landscape of deep learning models. Integrating…