相关论文: Adaptive Stochastic Natural Gradient Method for Sa…

In this paper, we present a novel stochastic optimization method, which uses the binary search technique with first order gradient based optimization method, called Binary Search Gradient Optimization (BSG) or BiGrad. In this optimization…

In this work, we propose a novel adaptive stochastic gradient-free (ASGF) approach for solving high-dimensional nonconvex optimization problems based on function evaluations. We employ a directional Gaussian smoothing of the target function…

High sensitivity of neural architecture search (NAS) methods against their input such as step-size (i.e., learning rate) and search space prevents practitioners from applying them out-of-the-box to their own problems, albeit its purpose is…

Binary optimization, a representative subclass of discrete optimization, plays an important role in mathematical optimization and has various applications in computer vision and machine learning. Usually, binary optimization problems are…

Optimizing noisy functions online, when evaluating the objective requires experiments on a deployed system, is a crucial task arising in manufacturing, robotics and many others. Often, constraints on safe inputs are unknown ahead of time,…

In this paper we propose several adaptive gradient methods for stochastic optimization. Unlike AdaGrad-type of methods, our algorithms are based on Armijo-type line search and they simultaneously adapt to the unknown Lipschitz constant of…

In this work, we describe a generic approach to show convergence with high probability for both stochastic convex and non-convex optimization with sub-Gaussian noise. In previous works for convex optimization, either the convergence is only…

Recent methods have significantly reduced the performance degradation of Binary Neural Networks (BNNs), but guaranteeing the effective and efficient training of BNNs is an unsolved problem. The main reason is that the estimated gradients…

Stochastic gradient methods have been a popular and powerful choice of optimization methods, aimed at minimizing functions. Their advantage lies in the fact that that one approximates the gradient as opposed to using the full Jacobian…

We present a fully probabilistic approach for solving binary optimization problems with black-box objective functions and with budget constraints. In the probabilistic approach, the optimization variable is viewed as a random variable and…

In several real-world applications in medical and control engineering, there are unsafe solutions whose evaluations involve inherent risk. This optimization setting is known as safe optimization and formulated as a specialized type of…

Adaptive gradient methods, such as AdaGrad, are among the most successful optimization algorithms for neural network training. While these methods are known to achieve better dimensional dependence than stochastic gradient descent (SGD) for…

The vulnerability of deep neural networks to small and even imperceptible perturbations has become a central topic in deep learning research. Although several sophisticated defense mechanisms have been introduced, most were later shown to…

A framework is introduced for solving a sequence of slowly changing optimization problems, including those arising in regression and classification applications, using optimization algorithms such as stochastic gradient descent (SGD). The…

We study local complexity measures for stochastic convex optimization problems, providing a local minimax theory analogous to that of H\'{a}jek and Le Cam for classical statistical problems. We give complementary optimality results,…

Binary optimization is a powerful tool for modeling combinatorial problems, yet scalable and theoretically sound solution methods remain elusive. Conventional solvers often rely on heuristic strategies with weak guarantees or struggle with…

Optimizers that further adjust the scale of gradient, such as Adam, Natural Gradient (NG), etc., despite widely concerned and used by the community, are often found poor generalization performance, compared with Stochastic Gradient Descent…

This paper addresses the problem of safe optimization under a single smooth constraint, a scenario that arises in diverse real-world applications such as robotics and autonomous navigation. The objective of safe optimization is to solve a…

We develop and analyze a set of new sequential simulation-optimization algorithms for large-scale multi-dimensional discrete optimization via simulation problems with a convexity structure. The "large-scale" notion refers to that the…

This paper deals with composite optimization problems having the objective function formed as the sum of two terms, one has Lipschitz continuous gradient along random subspaces and may be nonconvex and the second term is simple and…