相关论文: Comparative Analysis of Gradient-Based Optimizatio…

Interpreting gradient methods as fixed-point iterations, we provide a detailed analysis of those methods for minimizing convex objective functions. Due to their conceptual and algorithmic simplicity, gradient methods are widely used in…

Vector extrapolation methods are widely used in large-scale simulation studies, and numerous extrapolation-based acceleration techniques have been developed to enhance the convergence of linear and nonlinear fixed-point iterative methods.…

We propose a first-order method for convex optimization, where instead of being restricted to the gradient from a single parameter, gradients from multiple parameters can be used during each step of gradient descent. This setup is…

Bilevel optimization is a fundamental tool in hierarchical decision-making and has been widely applied to machine learning tasks such as hyperparameter tuning, meta-learning, and continual learning. While significant progress has been made…

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…

Parameter reconstruction is a common problem in optical nano metrology. It generally involves a set of measurements, to which one attempts to fit a numerical model of the measurement process. The model evaluation typically involves to solve…

Gradient-based optimization methods are commonly used to identify local optima in high-dimensional spaces. When derivatives cannot be evaluated directly, stochastic estimators can provide approximate gradients. However, these estimators'…

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…

A landmark result of non-smooth convex optimization is that gradient descent is an optimal algorithm whenever the number of computed gradients is smaller than the dimension $d$. In this paper we study the extension of this result to the…

In this paper, we propose some accelerated methods for solving optimization problems under the condition of relatively smooth and relatively Lipschitz continuous functions with an inexact oracle. We consider the problem of minimizing the…

It is well-known that accelerated gradient first order methods possess optimal complexity estimates for the class of convex smooth minimization problems. In many practical situations, it makes sense to work with inexact gradients. However,…

Gradient-based optimization drives the unprecedented performance of modern deep neural network models across diverse applications. Adaptive algorithms have accelerated neural network training due to their rapid convergence rates; however,…

We present practical Levenberg-Marquardt variants of Gauss-Newton and natural gradient methods for solving non-convex optimization problems that arise in training deep neural networks involving enormous numbers of variables and huge data…

Reinforcement Learning (RL) algorithms allow artificial agents to improve their action selections so as to increase rewarding experiences in their environments. Deep Reinforcement Learning algorithms require solving a nonconvex and…

We propose an inexact variable-metric proximal point algorithm to accelerate gradient-based optimization algorithms. The proposed scheme, called QNing can be notably applied to incremental first-order methods such as the stochastic…

Gradient descent based optimization methods are the methods of choice to train deep neural networks in machine learning. Beyond the standard gradient descent method, also suitable modified variants of standard gradient descent involving…

Simple derivations, at a level appropriate for an undergraduate computational physics course, of the most popular methods for finding the minimum of a function of many variables are presented in a unified manner in the context of a general…

Recent works in deep learning have shown that integrating differentiable physics simulators into the training process can greatly improve the quality of results. Although this combination represents a more complex optimization task than…

We present a new class of gradient-type optimization methods that extends vanilla gradient descent, mirror descent, Riemannian gradient descent, and natural gradient descent. Our approach involves constructing a surrogate for the objective…

In this paper, we aim at providing an introduction to the gradient descent based optimization algorithms for learning deep neural network models. Deep learning models involving multiple nonlinear projection layers are very challenging to…