相关论文: Descend or Rewind? Stochastic Gradient Descent Unl…

Deep learning methods achieve state-of-the-art performance in many application scenarios. Yet, these methods require a significant amount of hyperparameters tuning in order to achieve the best results. In particular, tuning the learning…

We propose an algorithm for meta-learning that is model-agnostic, in the sense that it is compatible with any model trained with gradient descent and applicable to a variety of different learning problems, including classification,…

Two-stage Learning-to-Defer (L2D) enables optimal task delegation by assigning each input to either a fixed main model or one of several offline experts, supporting reliable decision-making in complex, multi-agent environments. However,…

In this work, we propose a new deep learning-based scheme for solving high dimensional nonlinear backward stochastic differential equations (BSDEs). The idea is to reformulate the problem as a global optimization, where the local loss…

We consider linear prediction with a convex Lipschitz loss, or more generally, stochastic convex optimization problems of generalized linear form, i.e.~where each instantaneous loss is a scalar convex function of a linear function. We show…

We present a stochastic descent algorithm for unconstrained optimization that is particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained optimization and…

Learning rate scheduling plays a critical role in the optimization of deep neural networks, directly influencing convergence speed, stability, and generalization. While existing schedulers such as cosine annealing, cyclical learning rates,…

Machine unlearning seeks to remove the influence of particular data or class from trained models to meet privacy, legal, or ethical requirements. Existing unlearning methods tend to forget shallowly: phenomenon of an unlearned model pretend…

We formalize the problem of online learning-unlearning, where a model is updated sequentially in an online setting while accommodating unlearning requests between updates. After a data point is unlearned, all subsequent outputs must be…

Rapid advances in data collection and processing capabilities have allowed for the use of increasingly complex models that give rise to nonconvex optimization problems. These formulations, however, can be arbitrarily difficult to solve in…

Stochastic Gradient Descent (SGD) is the workhorse algorithm of deep learning technology. At each step of the training phase, a mini batch of samples is drawn from the training dataset and the weights of the neural network are adjusted…

A variant of consensus based distributed gradient descent (\textbf{DGD}) is studied for finite sums of smooth but possibly non-convex functions. In particular, the local gradient term in the fixed step-size iteration of each agent is…

The representation of functions by artificial neural networks depends on a large number of parameters in a non-linear fashion. Suitable parameters of these are found by minimizing a 'loss functional', typically by stochastic gradient…

Boosting is a popular way to derive powerful learners from simpler hypothesis classes. Following previous work (Mason et al., 1999; Friedman, 2000) on general boosting frameworks, we analyze gradient-based descent algorithms for boosting…

The presence of uncertainty in material properties and geometry of a structure is ubiquitous. The design of robust engineering structures, therefore, needs to incorporate uncertainty in the optimization process. Stochastic gradient descent…

We consider stochastic convex optimization problems where the objective is an expectation over smooth functions. For this setting we suggest a novel gradient estimate that combines two recent mechanism that are related to notion of…

We propose a computationally-friendly adaptive learning rate schedule, "AdaLoss", which directly uses the information of the loss function to adjust the stepsize in gradient descent methods. We prove that this schedule enjoys linear…

Machine unlearning, an emerging research topic focusing on compliance with data privacy regulations, enables trained models to remove the information learned from specific data. While many existing methods indirectly address this issue by…

Machine learning methods are commonly used to solve inverse problems, wherein an unknown signal must be estimated from few indirect measurements generated via a known acquisition procedure. In particular, neural networks perform well…

The low-rank matrix recovery problem seeks to reconstruct an unknown $n_1 \times n_2$ rank-$r$ matrix from $m$ linear measurements, where $m\ll n_1n_2$. This problem has been extensively studied over the past few decades, leading to a…