相关论文: Adaptive Open-Loop Step-Sizes for Accelerated Conv…

In this comment, we raise serious concerns over the derivation of the rate of convergence of fractional steepest descent algorithm in Fractional Adaptive Learning (FAL) approach presented in `Fractional Extreme Value Adaptive Training…

Error feedback (EF), also known as error compensation, is an immensely popular convergence stabilization mechanism in the context of distributed training of supervised machine learning models enhanced by the use of contractive communication…

Large-scale multi-agent systems are often deployed across wide geographic areas, where agents interact with heterogeneous environments. There is an emerging interest in understanding the role of heterogeneity in the performance of the…

This work proposes a universal and adaptive second-order method for minimizing second-order smooth, convex functions. Our algorithm achieves $O(\sigma / \sqrt{T})$ convergence when the oracle feedback is stochastic with variance $\sigma^2$,…

The main goal of this work is equipping convex and nonconvex problems with Barzilai-Borwein (BB) step size. With the adaptivity of BB step sizes granted, they can fail when the objective function is not strongly convex. To overcome this…

Despite the impressive numerical performance of the quasi-Newton and Anderson/nonlinear acceleration methods, their global convergence rates have remained elusive for over 50 years. This study addresses this long-standing issue by…

Low-Rank Adaptation (LoRA) is a widely adopted parameter-efficient method for fine-tuning Large Langauge Models. It updates the weight matrix as $W=W_0+sBA$, where $W_0$ is the original frozen weight, $s$ is a scaling factor and $A$,$B$ are…

We consider gradient descent (GD) with a constant stepsize applied to logistic regression with linearly separable data, where the constant stepsize $\eta$ is so large that the loss initially oscillates. We show that GD exits this initial…

In this work, we consider the algorithm to the (nonlinear) regression problems with $\ell_0$ penalty. The existing algorithms for $\ell_0$ based optimization problem are often carried out with a fixed step size, and the selection of an…

With increasingly "big" data available in biomedical research, deriving accurate and reproducible biology knowledge from such big data imposes enormous computational challenges. In this paper, motivated by recently developed stochastic…

Many machine learning and optimization algorithms are built upon the framework of stochastic approximation (SA), for which the selection of step-size (or learning rate) $\{\alpha_n\}$ is crucial for success. An essential condition for…

Learning a deep neural network requires solving a challenging optimization problem: it is a high-dimensional, non-convex and non-smooth minimization problem with a large number of terms. The current practice in neural network optimization…

We exploit analogies between first-order algorithms for constrained optimization and non-smooth dynamical systems to design a new class of accelerated first-order algorithms for constrained optimization. Unlike Frank-Wolfe or projected…

Optimizers like Adam and AdaGrad have been very successful in training large-scale neural networks. Yet, the performance of these methods is heavily dependent on a carefully tuned learning rate schedule. We show that in many large-scale…

We present and analyze a new generalized Frank-Wolfe method for the composite optimization problem $(P):{\min}_{x\in\mathbb{R}^n}\; f(\mathsf{A} x) + h(x)$, where $f$ is a $\theta$-logarithmically-homogeneous self-concordant barrier,…

We propose a new per-layer adaptive step-size procedure for stochastic first-order optimization methods for minimizing empirical loss functions in deep learning, eliminating the need for the user to tune the learning rate (LR). The proposed…

Tilted (entropic) risk, obtained by applying a log-exponential transform to a base loss, is a well established tool in statistics and machine learning for emphasizing rare or high loss events while retaining a tractable optimization…

We consider two greedy algorithms for minimizing a convex function in a bounded convex set: an algorithm by Jones [1992] and the Frank-Wolfe (FW) algorithm. We first consider approximate versions of these algorithms. For smooth convex…

Stochastic gradient descent is a canonical tool for addressing stochastic optimization problems, and forms the bedrock of modern machine learning and statistics. In this work, we seek to balance the fact that attenuating step-size is…

Learning new task-specific skills from a few trials is a fundamental challenge for artificial intelligence. Meta reinforcement learning (meta-RL) tackles this problem by learning transferable policies that support few-shot adaptation to…