相关论文: Characterizing Dynamical Stability of Stochastic G…

The gradient descent-ascent (GDA) algorithm has been widely applied to solve minimax optimization problems. In order to achieve convergent policy parameters for minimax optimization, it is important that GDA generates convergent variable…

We study to what extent may stochastic gradient descent (SGD) be understood as a "conventional" learning rule that achieves generalization performance by obtaining a good fit to training data. We consider the fundamental stochastic convex…

Global minimization is a fundamental challenge in optimization, especially in machine learning, where finding the global minimum of a function directly impacts model performance and convergence. This article introduces a novel optimization…

Understanding the dynamics of optimization in deep learning is increasingly important as models scale. While stochastic gradient descent (SGD) and its variants reliably find solutions that generalize well, the mechanisms driving this…

Recently there are a considerable amount of work devoted to the study of the algorithmic stability and generalization for stochastic gradient descent (SGD). However, the existing stability analysis requires to impose restrictive assumptions…

In machine learning, stochastic gradient descent (SGD) is widely deployed to train models using highly non-convex objectives with equally complex noise models. Unfortunately, SGD theory often makes restrictive assumptions that fail to…

Recently there is a large amount of work devoted to the study of Markov chain stochastic gradient methods (MC-SGMs) which mainly focus on their convergence analysis for solving minimization problems. In this paper, we provide a…

While training error of most deep neural networks degrades as the depth of the network increases, residual networks appear to be an exception. We show that the main reason for this is the Lyapunov stability of the gradient descent…

Neural networks are usually trained by some form of stochastic gradient descent (SGD)). A number of strategies are in common use intended to improve SGD optimization, such as learning rate schedules, momentum, and batching. These are…

Stochastic gradient descent (SGD) is central to simulation optimization, stochastic programming, and online M-estimation, where sampling effort is a decision variable. We study the mini-batch gradient noise as a sampling-design object.…

We consider the minimization of an objective function given access to unbiased estimates of its gradient through stochastic gradient descent (SGD) with constant step-size. While the detailed analysis was only performed for quadratic…

A framework is introduced for solving a sequence of slowly changing optimization problems, including those arising in regression and classification applications, using optimization algorithms such as stochastic gradient descent (SGD). The…

Understanding the behavior of stochastic gradient descent (SGD) in the context of deep neural networks has raised lots of concerns recently. Along this line, we study a general form of gradient based optimization dynamics with unbiased…

This paper introduces a new method to train recurrent neural networks using dynamical trajectory-based optimization. The optimization method utilizes a projected gradient system (PGS) and a quotient gradient system (QGS) to determine the…

Stochastic Gradient Descent with a constant learning rate (constant SGD) simulates a Markov chain with a stationary distribution. With this perspective, we derive several new results. (1) We show that constant SGD can be used as an…

Optimization algorithms are pivotal in advancing various scientific and industrial fields but often encounter obstacles such as trapping in local minima, saddle points, and plateaus (flat regions), which makes the convergence to reasonable…

Stochastic gradient descent (SGD) is widely used in machine learning. Although being commonly viewed as a fast but not accurate version of gradient descent (GD), it always finds better solutions than GD for modern neural networks. In order…

We consider a variant of the stochastic gradient descent (SGD) with a random learning rate and reveal its convergence properties. SGD is a widely used stochastic optimization algorithm in machine learning, especially deep learning. Numerous…

Finding parameters that minimise a loss function is at the core of many machine learning methods. The Stochastic Gradient Descent algorithm is widely used and delivers state of the art results for many problems. Nonetheless, Stochastic…

Stochastic Gradient Descent (SGD) stands as a cornerstone optimization algorithm with proven real-world empirical successes but relatively limited theoretical understanding. Recent research has illuminated a key factor contributing to its…