相关论文: Guided-SPSA: Simultaneous Perturbation Stochastic …

The stochastic gradient descent (SGD) method is a widely used approach for solving stochastic optimization problems, but its convergence is typically slow. Existing variance reduction techniques, such as SAGA, improve convergence by…

We consider stochastic optimization of a smooth non-convex loss function with a convex non-smooth regularizer. In the online setting, where a single sample of the stochastic gradient of the loss is available at every iteration, the problem…

Proximal gradient algorithms (PGA), while foundational for inverse problems like image reconstruction, often yield unstable convergence and suboptimal solutions by violating the critical non-negativity constraint. We identify the gradient…

Motivated by penalized likelihood maximization in complex models, we study optimization problems where neither the function to optimize nor its gradient have an explicit expression, but its gradient can be approximated by a Monte Carlo…

We introduce adaptive sampling methods for stochastic programs with deterministic constraints. First, we propose and analyze a variant of the stochastic projected gradient method where the sample size used to approximate the reduced…

Instrumental variables (IVs) provide a powerful strategy for identifying causal effects in the presence of unobservable confounders. Within the nonparametric setting (NPIV), recent methods have been based on nonlinear generalizations of…

The Self-Consistent Harmonic Approximation (SCHA) has been utilized to investigate quantum and thermal phase transitions within magnetic models and, more recently, in spintronic applications. The SCHA methodology involves utilizing simple…

We develop a Sequential Quadratic Optimization (SQP) algorithm for minimizing a stochastic objective function subject to deterministic equality constraints. The method utilizes two different stepsizes, one which exclusively scales the…

In this study, we propose the Quantum Gradient Flow Algorithm (QGFA), a novel quantum algorithm for solving symmetric positive definite (SPD) linear systems based on the variational formulation and time-evolution dynamics. Conventional…

Accelerating the convergence of second-order optimization, particularly Newton-type methods, remains a pivotal challenge in algorithmic research. In this paper, we extend previous work on the \textbf{Quadratic Gradient (QG)} and rigorously…

Coherent wide parameter-space searches for continuous gravitational waves are typically limited in sensitivity by their prohibitive computing cost. Therefore semi-coherent methods (such as StackSlide) can often achieve a better sensitivity.…

Deep neural networks (DNN) are typically optimized using stochastic gradient descent (SGD). However, the estimation of the gradient using stochastic samples tends to be noisy and unreliable, resulting in large gradient variance and bad…

This work studies pulse based variational quantum algorithms (VQAs), which are designed to determine the ground state of a quantum mechanical system by combining classical and quantum hardware. In contrast to more standard gate based…

Variational quantum algorithms (VQAs) are widely applied in the noisy intermediate-scale quantum era and are expected to demonstrate quantum advantage. However, training VQAs faces difficulties, one of which is the so-called barren plateaus…

In the current noisy intermediate-scale quantum (NISQ) era, quantum machine learning is emerging as a dominant paradigm to program gate-based quantum computers. In quantum machine learning, the gates of a quantum circuit are parametrized,…

Derivative-free optimization (DFO) is vital in solving complex optimization problems where only noisy function evaluations are available through an oracle. Within this domain, DFO via finite difference (FD) approximation has emerged as a…

In this paper, we present a stochastic gradient algorithm for minimizing a smooth objective function that is an expectation over noisy cost samples, and only the latter are observed for any given parameter. Our algorithm employs a gradient…

Spiking neural networks are emerging as a promising energy-efficient alternative to traditional artificial neural networks due to their spike-driven paradigm. However, recent research in the SNN domain has mainly focused on enhancing…

Variational quantum algorithms are viewed as promising candidates for demonstrating quantum advantage on near-term devices. These approaches typically involve the training of parameterized quantum circuits through a classical optimization…

This paper proposes a gradient descent based optimization method that relies on automatic differentiation for the computation of gradients. The method uses tools and techniques originally developed in the field of artificial neural networks…