相关论文: Never Saddle for Reparameterized Steepest Descent …

Adam with decoupled weight decay, also known as AdamW, is widely acclaimed for its superior performance in language modeling tasks, surpassing Adam with $\ell_2$ regularization in terms of generalization and optimization. However, this…

Adaptive optimization algorithms, such as Adam and RMSprop, have shown better optimization performance than stochastic gradient descent (SGD) in some scenarios. However, recent studies show that they often lead to worse generalization…

Boosting methods are highly popular and effective supervised learning methods which combine weak learners into a single accurate model with good statistical performance. In this paper, we analyze two well-known boosting methods, AdaBoost…

The stochastic mirror descent (SMD) algorithm is a general class of training algorithms, which includes the celebrated stochastic gradient descent (SGD), as a special case. It utilizes a mirror potential to influence the implicit bias of…

Mirror Descent (MD) is a scalable first-order method widely used in large-scale optimization, with applications in image processing, policy optimization, and neural network training. This paper generalizes MD to optimization on Riemannian…

Inspired by the remarkable success of large neural networks, there has been significant interest in understanding the generalization performance of over-parameterized models. Substantial efforts have been invested in characterizing how…

Stochastic multi-objective optimization (SMOO) has recently emerged as a powerful framework for addressing machine learning problems with multiple objectives. The bias introduced by the nonlinearity of the subproblem solution mapping…

Gradient descent algorithm is the most utilized method when optimizing machine learning issues. However, there exists many local minimums and saddle points in the loss function, especially for high dimensional non-convex optimization…

This paper addresses the question of whether it can be beneficial for an optimization algorithm to follow directions of negative curvature. Although prior work has established convergence results for algorithms that integrate both descent…

Adaptive optimizers can reduce to normalized steepest descent (NSD) when only adapting to the current gradient, suggesting a close connection between the two algorithmic families. A key distinction between their analyses, however, lies in…

In deep learning, it is common to use more network parameters than training points. In such scenarioof over-parameterization, there are usually multiple networks that achieve zero training error so that thetraining algorithm induces an…

We consider randomized block coordinate stochastic mirror descent (RBSMD) methods for solving high-dimensional stochastic optimization problems with strongly convex objective functions. Our goal is to develop RBSMD schemes that achieve a…

Developing efficient and principled neural architecture optimization methods is a critical challenge of modern deep learning. Recently, Liu et al.[19] proposed a splitting steepest descent (S2D) method that jointly optimizes the neural…

Tuning hyperparameters, such as the stepsize, presents a major challenge of training machine learning models. To address this challenge, numerous adaptive optimization algorithms have been developed that achieve near-optimal complexities,…

For solving pseudo-convex global optimization problems, we present a novel fully adaptive steepest descent method (or ASDM) without any hard-to-estimate parameters. For the step-size regulation in an $\varepsilon$-normalized direction, we…

We study the implicit bias of generic optimization methods, such as mirror descent, natural gradient descent, and steepest descent with respect to different potentials and norms, when optimizing underdetermined linear regression or…

It is well known that mirror descent may diverge or cycle on merely monotone variational inequalities. In this paper, we propose \emph{Target Mirror Descent} (TMD), a unified framework that stabilizes monotone flows via a target point…

The mirror descent algorithm is known to be effective in situations where it is beneficial to adapt the mirror map to the underlying geometry of the optimization model. However, the effect of mirror maps on the geometry of distributed…

Modern policy optimization methods in reinforcement learning, such as TRPO and PPO, owe their success to the use of parameterized policies. However, while theoretical guarantees have been established for this class of algorithms, especially…

We analyze stochastic gradient descent for optimizing non-convex functions. In many cases for non-convex functions the goal is to find a reasonable local minimum, and the main concern is that gradient updates are trapped in saddle points.…