相关论文: Don't Be So Positive: Negative Step Sizes in Secon…

Pruning neural networks reduces inference time and memory costs. On standard hardware, these benefits will be especially prominent if coarse-grained structures, like feature maps, are pruned. We devise two novel saliency-based methods for…

Machine learning is predicated on the concept of generalization: a model achieving low error on a sufficiently large training set should also perform well on novel samples from the same distribution. We show that both data whitening and…

Even though deep neural networks succeed on many different tasks including semantic segmentation, they lack on robustness against adversarial examples. To counteract this exploit, often adversarial training is used. However, it is known…

We analyze Newton's method with lazy Hessian updates for solving general possibly non-convex optimization problems. We propose to reuse a previously seen Hessian for several iterations while computing new gradients at each step of the…

In this paper, we design and analyze a new family of adaptive subgradient methods for solving an important class of weakly convex (possibly nonsmooth) stochastic optimization problems. Adaptive methods that use exponential moving averages…

Deep neural networks is today one of the most popular choices in classification, regression and function approximation. However, the training of such deep networks is far from trivial as there are often millions of parameters to tune.…

Variational inequalities represent a broad class of problems, including minimization and min-max problems, commonly found in machine learning. Existing second-order and high-order methods for variational inequalities require precise…

We contribute to the growing body of knowledge on more powerful and adaptive stepsizes for convex optimization, empowered by local curvature information. We do not go the route of fully-fledged second-order methods which require the…

Hedging exotic options in presence of market frictions is an important risk management task. Deep hedging can solve such hedging problems by training neural network policies in realistic simulated markets. Training these neural networks may…

In recent years, deep neural networks demonstrated state-of-the-art performance in a large variety of tasks and therefore have been adopted in many applications. On the other hand, the latest studies revealed that neural networks are…

Second-order optimization methods, which leverage curvature information, offer faster and more stable convergence than first-order methods such as stochastic gradient descent (SGD) and Adam. However, their practical adoption is hindered by…

We investigate the problem of sequential linear data prediction for real life big data applications. The second order algorithms, i.e., Newton-Raphson Methods, asymptotically achieve the performance of the "best" possible linear data…

We extend the standard notion of self-concordance to non-convex optimization and develop a family of second-order algorithms with global convergence guarantees. In particular, two function classes -- \textit{weakly self-concordant}…

How can you sample good negative examples for contrastive learning? We argue that, as with metric learning, contrastive learning of representations benefits from hard negative samples (i.e., points that are difficult to distinguish from an…

Sufficient dimension reduction is a powerful tool to extract core information hidden in the high-dimensional data and has potentially many important applications in machine learning tasks. However, the existing nonlinear sufficient…

We propose a family of optimization methods that achieve linear convergence using first-order gradient information and constant step sizes on a class of convex functions much larger than the smooth and strongly convex ones. This larger…

The zeroth-order optimization has been widely used in machine learning applications. However, the theoretical study of the zeroth-order optimization focus on the algorithms which approximate (first-order) gradients using (zeroth-order)…

Recently, Stochastic Variational Inference (SVI) has been increasingly attractive thanks to its ability to find good posterior approximations of probabilistic models. It optimizes the variational objective with stochastic optimization,…

In this paper, we consider both first- and second-order techniques to address continuous optimization problems arising in machine learning. In the first-order case, we propose a framework of transition from deterministic or…

When training neural networks, it has been widely observed that a large step size is essential in stochastic gradient descent (SGD) for obtaining superior models. However, the effect of large step sizes on the success of SGD is not well…