相关论文: On the Convergence of the Gradient Descent Method …

Consider convex optimization problems subject to a large number of constraints. We focus on stochastic problems in which the objective takes the form of expected values and the feasible set is the intersection of a large number of convex…

In this paper, we consider a general stochastic optimization problem which is often at the core of supervised learning, such as deep learning and linear classification. We consider a standard stochastic gradient descent (SGD) method with a…

We introduce and analyze Structured Stochastic Zeroth order Descent (S-SZD), a finite difference approach that approximates a stochastic gradient on a set of $l\leq d$ orthogonal directions, where $d$ is the dimension of the ambient space.…

Stochastic gradient descent is one of the most common iterative algorithms used in machine learning and its convergence analysis is a rich area of research. Understanding its convergence properties can help inform what modifications of it…

Many problems in high-dimensional statistics and optimization involve minimization over nonconvex constraints-for instance, a rank constraint for a matrix estimation problem-but little is known about the theoretical properties of such…

Stochastic gradient descent (SGD), which dates back to the 1950s, is one of the most popular and effective approaches for performing stochastic optimization. Research on SGD resurged recently in machine learning for optimizing convex loss…

The emergence of big data has caused a dramatic shift in the operating regime for optimization algorithms. The performance bottleneck, which used to be computations, is now often communications. Several gradient compression techniques have…

Bilevel learning has gained prominence in machine learning, inverse problems, and imaging applications, including hyperparameter optimization, learning data-adaptive regularizers, and optimizing forward operators. The large-scale nature of…

This paper considers distributed optimization for minimizing the average of local nonconvex cost functions, by using local information exchange over undirected communication networks. To reduce the required communication capacity, we…

Large-scale numerical computations make increasing use of low-precision (LP) floating point formats and mixed precision arithmetic, which can be enhanced by the technique of stochastic rounding (SR), that is, rounding an intermediate…

In this paper, we propose a new way to obtain optimal convergence rates for smooth stochastic (strong) convex optimization tasks. Our approach is based on results for optimization tasks where gradients have nonrandom noise. In contrast to…

Majorization-minimization schemes are a broad class of iterative methods targeting general optimization problems, including nonconvex, nonsmooth and stochastic. These algorithms minimize successively a sequence of upper bounds of the…

Stochastic Gradient Descent (SGD) with Polyak's stepsize has recently gained renewed attention in stochastic optimization. Recently, Orvieto, Lacoste-Julien, and Loizou introduced a decreasing variant of Polyak's stepsize, where convergence…

We examine gradient descent on unregularized logistic regression problems, with homogeneous linear predictors on linearly separable datasets. We show the predictor converges to the direction of the max-margin (hard margin SVM) solution. The…

Neural networks trained via gradient descent with random initialization and without any regularization enjoy good generalization performance in practice despite being highly overparametrized. A promising direction to explain this phenomenon…

We study the random reshuffling (RR) method for smooth nonconvex optimization problems with a finite-sum structure. Though this method is widely utilized in practice such as the training of neural networks, its convergence behavior is only…

Stochastic gradient descent (SGD) is a simple and popular method to solve stochastic optimization problems which arise in machine learning. For strongly convex problems, its convergence rate was known to be O(\log(T)/T), by running SGD for…

We develop multi-step gradient methods for network-constrained optimization of strongly convex functions with Lipschitz-continuous gradients. Given the topology of the underlying network and bounds on the Hessian of the objective function,…

In nonsmooth optimization, a negative subgradient is not necessarily a descent direction, making the design of convergent descent methods based on zeroth-order and first-order information a challenging task. The well-studied bundle methods…

This paper studies distributed nonconvex optimization problems with stochastic gradients for a multi-agent system, in which each agent aims to minimize the sum of all agents' cost functions by using local compressed information exchange. We…