相关论文: Adaptive Nesterov Accelerated Distributional Deep …

Nesterov's accelerated gradient descent method (AGD) is a seminal deterministic first-order method known to achieve the optimal order of iteration complexity for solving convex smooth optimization problems. Two distinct sequences of…

In this paper, we investigate a distributed aggregative optimization problem in a network, where each agent has its own local cost function which depends not only on the local state variable but also on an aggregated function of state…

Contemporary machine learning models, including large language models, exhibit remarkable capabilities in static tasks yet falter in non-stationary environments due to rigid architectures that hinder continual adaptation and lifelong…

Adaptive algorithms like AdaGrad and AMSGrad are successful in nonconvex optimization owing to their parameter-agnostic ability -- requiring no a priori knowledge about problem-specific parameters nor tuning of learning rates. However, when…

We propose ADOM - an accelerated method for smooth and strongly convex decentralized optimization over time-varying networks. ADOM uses a dual oracle, i.e., we assume access to the gradient of the Fenchel conjugate of the individual loss…

We present neural mixture distributional regression (NMDR), a holistic framework to estimate complex finite mixtures of distributional regressions defined by flexible additive predictors. Our framework is able to handle a large number of…

We present a unifying framework for adapting the update direction in gradient-based iterative optimization methods. As natural special cases we re-derive classical momentum and Nesterov's accelerated gradient method, lending a new intuitive…

This paper delves into the investigation of a distributed aggregative optimization problem within a network. In this scenario, each agent possesses its own local cost function, which relies not only on the local state variable but also on…

The robustness of federated learning (FL) is vital for the distributed training of an accurate global model that is shared among large number of clients. The collaborative learning framework by typically aggregating model updates is…

We develop nested automatic differentiation (AD) algorithms for exact inference and learning in integer latent variable models. Recently, Winner, Sujono, and Sheldon showed how to reduce marginalization in a class of integer latent variable…

We propose a new financial model, the stochastic volatility model with sticky drawdown and drawup processes (SVSDU model), which enables us to capture the features of winning and losing streaks that are common across financial markets but…

The alternating direction method of multipliers (ADMM) has been widely adopted in low-rank approximation and low-order model identification tasks; however, the performance of nonconvex ADMM is highly reliant on the choice of penalty…

A new amortized variance-reduced gradient (AVRG) algorithm was developed in \cite{ying2017convergence}, which has constant storage requirement in comparison to SAGA and balanced gradient computations in comparison to SVRG. One key advantage…

Rapid transitions are important for quick response of consensus-based, multi-agent networks to external stimuli. While high-gain can increase response speed, potential instability tends to limit the maximum possible gain, and therefore,…

We investigate scaling laws for stochastic momentum algorithms with small batch on the power law random features model, parameterized by data complexity, target complexity, and model size. When trained with a stochastic momentum algorithm,…

This paper proposes a set of new error criteria and learning approaches, Adaptive Normalized Risk-Averting Training (ANRAT), to attack the non-convex optimization problem in training deep neural networks (DNNs). Theoretically, we…

Neural Architecture Search (NAS) has gained widespread attention for its transformative potential in deep learning model design. However, the vast and complex search space of NAS leads to significant computational and time costs. Neural…

Adaptive stochastic gradient methods such as AdaGrad have gained popularity in particular for training deep neural networks. The most commonly used and studied variant maintains a diagonal matrix approximation to second order information by…

Unseen shifts in environment dynamics, driven by hidden parameters such as friction or gravity, create a challenge for maintaining safety. We address this challenge by proposing Adaptive Shielding, a framework for safe reinforcement…

Momentum plays a crucial role in stochastic gradient-based optimization algorithms for accelerating or improving training deep neural networks (DNNs). In deep learning practice, the momentum is usually weighted by a well-calibrated…