相关论文: Accelerating Level-Value Adjustment for the Polyak…

In large-scale learning algorithms, the momentum term is usually included in the stochastic sub-gradient method to improve the learning speed because it can navigate ravines efficiently to reach a local minimum. However, step-size and…

We propose a new subgradient method for the minimization of nonsmooth convex functions over a convex set. To speed up computations we use adaptive approximate projections only requiring to move within a certain distance of the exact…

In smooth strongly convex optimization, knowledge of the strong convexity parameter is critical for obtaining simple methods with accelerated rates. In this work, we study a class of methods, based on Polyak steps, where this knowledge is…

In this paper, we derive a new linear convergence rate for the gradient method with fixed step lengths for non-convex smooth optimization problems satisfying the Polyak-Lojasiewicz (PL) inequality. We establish that the PL inequality is a…

Policy gradient is a widely utilized and foundational algorithm in the field of reinforcement learning (RL). Renowned for its convergence guarantees and stability compared to other RL algorithms, its practical application is often hindered…

Recently, the stochastic Polyak step size (SPS) has emerged as a competitive adaptive step size scheme for stochastic gradient descent. Here we develop ProxSPS, a proximal variant of SPS that can handle regularization terms. Developing a…

In this work, we propose new adaptive step size strategies that improve several stochastic gradient methods. Our first method (StoPS) is based on the classical Polyak step size (Polyak, 1987) and is an extension of the recent development of…

In this paper, we suggest a new framework for analyzing primal subgradient methods for nonsmooth convex optimization problems. We show that the classical step-size rules, based on normalization of subgradient, or on the knowledge of optimal…

Stochastic gradient methods with momentum are widely used in applications and at the core of optimization subroutines in many popular machine learning libraries. However, their sample complexities have not been obtained for problems beyond…

Stochastic gradient descent with momentum, also known as Stochastic Heavy Ball method (SHB), is one of the most popular algorithms for solving large-scale stochastic optimization problems in various machine learning tasks. In practical…

We investigate the convergence of stochastic mirror descent (SMD) under interpolation in relatively smooth and smooth convex optimization. In relatively smooth convex optimization we provide new convergence guarantees for SMD with a…

Tuning the step size of stochastic gradient descent is tedious and error prone. This has motivated the development of methods that automatically adapt the step size using readily available information. In this paper, we consider the family…

Here we develop variants of SGD (stochastic gradient descent) with an adaptive step size that make use of the sampled loss values. In particular, we focus on solving a finite sum-of-terms problem, also known as empirical risk minimization.…

Adaptive gradient methods are typically used for training over-parameterized models. To better understand their behaviour, we study a simplistic setting -- smooth, convex losses with models over-parameterized enough to interpolate the data.…

Stochastic gradient descent (SGD) for strongly convex functions converges at the rate $\bO(1/k)$. However, achieving good results in practice requires tuning the parameters (for example the learning rate) of the algorithm. In this paper we…

We propose and analyze a variant of Sparse Polyak for high dimensional M-estimation problems. Sparse Polyak proposes a novel adaptive step-size rule tailored to suitably estimate the problem's curvature in the high-dimensional setting,…

The recently proposed stochastic Polyak stepsize (SPS) and stochastic line-search (SLS) for SGD have shown remarkable effectiveness when training over-parameterized models. However, in non-interpolation settings, both algorithms only…

Subgradient methods are the natural extension to the non-smooth case of the classical gradient descent for regular convex optimization problems. However, in general, they are characterized by slow convergence rates, and they require…

We develop new sub-optimality bounds for gradient descent (GD) that depend on the conditioning of the objective along the path of optimization rather than on global, worst-case constants. Key to our proofs is directional smoothness, a…

In this work, we study online convex optimization with a fixed constraint function $g : \mathbb{R}^d \rightarrow \mathbb{R}$. Prior work on this problem has shown $O(\sqrt{T})$ regret and cumulative constraint satisfaction $\sum_{t=1}^{T}…