相关论文: MGDA Converges under Generalized Smoothness, Prova…

One of the most common methods to train machine learning algorithms today is the stochastic gradient descent (SGD). In a distributed setting, SGD-based algorithms have been shown to converge theoretically under specific circumstances. A…

We study the application of variance reduction (VR) techniques to general non-convex stochastic optimization problems. In this setting, the recent work STORM [Cutkosky-Orabona '19] overcomes the drawback of having to compute gradients of…

Local SGD is a promising approach to overcome the communication overhead in distributed learning by reducing the synchronization frequency among worker nodes. Despite the recent theoretical advances of local SGD in empirical risk…

Gradient based optimization algorithms deployed in Machine Learning (ML) applications are often analyzed and compared by their convergence rates or regret bounds. While these rates and bounds convey valuable information they don't always…

The modified Method of Successive Approximations (MSA) is an iterative scheme for approximating solutions to stochastic control problems in continuous time based on Pontryagin Optimality Principle which, starting with an initial open loop…

In this paper we investigate the convergence of a recently popular class of first-order primal-dual algorithms for saddle point problems under the presence of errors occurring in the proximal maps and gradients. We study several types of…

In this work we consider the stochastic minimization of nonsmooth convex loss functions, a central problem in machine learning. We propose a novel algorithm called Accelerated Nonsmooth Stochastic Gradient Descent (ANSGD), which exploits…

Majorization-minimization algorithms consist of successively minimizing a sequence of upper bounds of the objective function so that along the iterations the objective function decreases. Such a simple principle allows to solve a large…

Randomly initialized first-order optimization algorithms are the method of choice for solving many high-dimensional nonconvex problems in machine learning, yet general theoretical guarantees cannot rule out convergence to critical points of…

A recent line of research has shown that gradient-based algorithms with random initialization can converge to the global minima of the training loss for over-parameterized (i.e., sufficiently wide) deep neural networks. However, the…

In this paper we consider stochastic composite convex optimization problems with the objective function satisfying a stochastic bounded gradient condition, with or without a quadratic functional growth property. These models include the…

In machine learning, asynchronous parallel stochastic gradient descent (APSGD) is broadly used to speed up the training process through multi-workers. Meanwhile, the time delay of stale gradients in asynchronous algorithms is generally…

Many statistical $M$-estimators are based on convex optimization problems formed by the combination of a data-dependent loss function with a norm-based regularizer. We analyze the convergence rates of projected gradient and composite…

We study the oracle complexity of finding $\varepsilon$-Pareto stationary points in smooth multiobjective optimization with $m$ objectives. Progress is measured by the Pareto stationarity gap $\mathcal{G}(x)$, the norm of the best convex…

In this paper we consider solving saddle point problems using two variants of Gradient Descent-Ascent algorithms, Extra-gradient (EG) and Optimistic Gradient Descent Ascent (OGDA) methods. We show that both of these algorithms admit a…

We consider the unconstrained optimization problem whose objective function is composed of a smooth and a non-smooth conponents where the smooth component is the expectation a random function. This type of problem arises in some interesting…

Stochastic Bilevel optimization usually involves minimizing an upper-level (UL) function that is dependent on the arg-min of a strongly-convex lower-level (LL) function. Several algorithms utilize Neumann series to approximate certain…

Multimodal alignment is commonly learned from isolated image-text pairs via CLIP-style dual encoders, leaving the relational context among entities largely unused. Multimodal attributed graphs (MAGs), where nodes carry multimodal attributes…

Stochastic optimization naturally appear in many application areas, including machine learning. Our goal is to go further in the analysis of the Stochastic Average Gradient Accelerated (SAGA) algorithm. To achieve this, we introduce a new…

Adaptive gradient methods have been widely adopted in training large-scale deep neural networks, especially large foundation models. Despite the huge success in practice, their theoretical advantages over classical gradient methods with…