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104208311415 · Jun 202019922001200920182026
48 results for Accelerated gradient

AGNES accelerates gradient descent with noisy gradients.

problem Minimizing smooth convex and strongly convex functions with noisy gradients.
method Generalization of Nesterov's accelerated gradient descent algorithm for noisy conditions.
result AGNES achieves acceleration for noisy gradients with a constant of proportionality up to 1.

Develops accelerated methods for optimization using low-dimensional projected-gradient information.

problem Optimization with low-dimensional projected-gradient information and Nesterov acceleration.
method Randomized-subspace Nesterov accelerated gradient methods for smooth convex and strongly convex optimization.
result Established accelerated oracle-complexity guarantees and unified basis for comparing sketch families.

Super-acceleration of gradient descent with momentum improves loss function minimization.

problem Minimizing loss functions in machine learning.
method Extending Nesterov acceleration by using gradients at multiple steps ahead.
result Super-acceleration of the momentum algorithm is beneficial for various loss landscapes and tasks.

Accelerated gradient method's stability deteriorates exponentially with steps.

problem Algorithmic stability of Nesterov's accelerated gradient method.
method Analysis of two notions of algorithmic stability for Nesterov's accelerated gradient method.
result Stability of Nesterov's accelerated method deteriorates exponentially with the number of gradient steps.

Locally Accelerated Conditional Gradients improve convergence rates for smooth convex optimization problems.

problem Achieving optimal convergence rates for smooth convex optimization problems over polytopes.
method Locally Accelerated Conditional Gradients, coupling accelerated steps with conditional gradient steps.
result Achieves optimal accelerated local convergence for smooth strongly convex problems.

Continuized Nesterov acceleration accelerates stochastic gradient descent and gossip algorithms.

problem Improving the convergence rate of stochastic gradient descent and gossip algorithms.
method Introducing a continuized variant of Nesterov acceleration, which mixes variables continuously and takes gradient steps at random times.
result The continuized Nesterov acceleration achieves convergence rates similar to Nesterov's original acceleration but with random parameters.

Framework for accelerated gradient flows in Bayesian inverse problems.

problem Design efficient MCMC algorithms for Bayesian inverse problems.
method Nesterov's accelerated gradient flows in probability space, considering various information metrics.
result Proved convergence properties and proposed sampling-efficient algorithms for different metrics.

There is widespread sentiment that it is not possible to effectively utilize fast gradient methods (e.g. Nesterov's acceleration, conjugate gradient, heavy ball) for the purposes of stochastic optimization due to their instability and error accumulation, a notion made precise in d'Aspremont 2008 and Devolder, Glineur, …

2017-04-26abs ↗pdf ↗

New method accelerates gradient descent on curved spaces.

problem Optimizing functions on curved Riemannian manifolds.
method Developed a novel geometric inequality to control metric distortion, enabling a Riemannian accelerated gradient method.
result Proposed the first global accelerated gradient method for Riemannian manifolds.

HF-opt uses Hamiltonian dynamics to optimize functions, achieving accelerated rates with randomized integration time.

problem Optimizing functions efficiently and accelerating convergence rates.
method Randomized Hamiltonian flow (RHF) with accelerated convergence rates.
result RHGD achieves accelerated convergence rates similar to Nesterov's AGD.

This work accelerates gradient descent with anytime convergence guarantees.

problem Improving the convergence rate of gradient descent methods.
method Proposes a stepsize schedule for gradient descent that achieves anytime convergence rates.
result Gradient descent can achieve convergence rates of O(T1.119)O(T^{-1.119}) for any stopping time TT.

Unified analysis of conjugate gradients and accelerated methods using duality gap.

problem Minimizing convex quadratic functions efficiently.
method Approximate Duality Gap Technique to unify conjugate gradients and accelerated methods.
result Unified and self-contained proof of conjugate gradients without relying on Chebyshev polynomials.

FedAc accelerates Federated Averaging for distributed optimization.

problem Efficiently optimizing distributed machine learning models.
method Federated Accelerated Stochastic Gradient Descent (FedAc) using a potential-based perturbed iterate analysis.
result FedAc achieves faster convergence and lower communication costs than previous methods.

Study accelerates gradient methods in machine learning, revealing risk and stability connections.

problem Understanding the statistical risk of accelerated gradient methods in machine learning.
method Continuous-time analysis of Nesterov's accelerated gradient method and Polyak's heavy ball method for least squares regression.
result Connections between early stopping, stability, and curvature of loss function are revealed.

Accelerated gradient methods play a central role in optimization, achieving optimal rates in many settings. While many generalizations and extensions of Nesterov's original acceleration method have been proposed, it is not yet clear what is the natural scope of the acceleration concept. In this paper, we study accelera…

2016-03-14abs ↗pdf ↗

PF-LaCG removes the need for knowing smoothness and strong convexity parameters for locally accelerated CG.

problem Locally accelerated CG requires knowledge of smoothness and strong convexity parameters.
method Parameter-Free Locally Accelerated CG (PF-LaCG) algorithm.
result PF-LaCG achieves local acceleration without requiring knowledge of smoothness and strong convexity parameters.

New methods accelerate distributed optimization in noisy networks.

problem Optimizing distributed stochastic gradient methods for noisy, connected networks.
method Developed a framework for choosing stepsize and momentum parameters, proving acceleration and providing performance bounds.
result Distributed accelerated methods achieve acceleration with optimal complexity, reducing bias and variance.

Two new differentially private optimization algorithms derived from accelerated methods.

problem Improving privacy in optimization algorithms while maintaining convergence rates.
method Polyak's heavy ball method and Nesterov's accelerated gradient method with differential privacy.
result The proposed algorithms outperform existing differentially private optimization methods.

New methods accelerate gradient descent for convex and strongly convex functions.

problem Improving convergence rates of gradient-based optimization methods.
method Formulated two classes of first-order algorithms with Lyapunov analyses and Hamiltonian assisted gradient method.
result Achieved accelerated convergence rates matching Nesterov's methods in strongly and general convex settings.

The paper accelerates gradient flows on probability distributions using optimal control theory.

problem Optimizing probability distributions efficiently.
method Variational formulation and Hamilton's equations for accelerated gradient flows.
result The method achieves accelerated density transport from any initial distribution to a target distribution.

Accelerated optimization methods improve robustness and privacy in estimation.

problem Improving robustness and privacy in estimation methods.
method Accelerated gradient methods based on Frank-Wolfe and projected gradient descent, with tailored learning rates and Nesterov's momentum.
result Reduction in iteration complexity, leading to stronger statistical guarantees.

Regularized nonlinear acceleration (RNA) estimates the minimum of a function by post-processing iterates from an algorithm such as the gradient method. It can be seen as a regularized version of Anderson acceleration, a classical acceleration scheme from numerical analysis. The new scheme provably improves the rate of …

2018-05-24abs ↗pdf ↗

Gradient tree boosting is a prediction algorithm that sequentially produces a model in the form of linear combinations of decision trees, by solving an infinite-dimensional optimization problem. We combine gradient boosting and Nesterov's accelerated descent to design a new algorithm, which we call AGB (for Accelerated…

2018-03-06abs ↗pdf ↗

New ODEs reveal key differences in accelerated gradient methods.

problem Understanding the acceleration phenomenon in optimization algorithms.
method Developed high-resolution ODEs to distinguish between NAG-SC and Polyak's heavy-ball method.
result Identified a gradient correction term in NAG-SC not present in Polyak's method.

Accelerated Langevin algorithm improves MCMC sampling efficiency.

problem Improving the efficiency of MCMC sampling methods.
method Formulated gradient-based MCMC as optimization on probability measures, showing underdamped Langevin performs accelerated gradient descent.
result Accelerated rates can be achieved for nonconvex functions using the Langevin algorithm.

New method accelerates smooth games using spectral shape analysis.

problem Accelerating optimization in smooth games with complex numerical challenges.
method Matrix iteration theory and spectral shape analysis to characterize and manipulate acceleration.
result Identified a continuum of optimization strategies from convex minimization to gradient descent.

A new algorithm improves convergence rates for convex optimization problems.

problem Convex optimization problems with finite-sum structure.
method Nesterov Accelerated Shuffling Gradient (NASG) integrating Nesterov's acceleration with different shuffling schemes.
result Improved convergence rate of O(1/T) for unified shuffling schemes.

Improved reSGLD accelerates convergence in non-convex learning problems.

problem Inefficient swaps due to noisy energy estimators in reSGLD.
method Variance reduction for noisy energy estimators, theoretical analysis, and numerical experiments.
result Exponential acceleration in convergence for non-convex learning problems.

A new gradient tree boosting framework reduces variance and accelerates performance.

problem High variance in stochastic gradient boosting.
method Combining gradient tree boosting with importance sampling and a regularizer.
result Achieves a linear convergence rate on logistic loss and 2.5x--18x acceleration on LogitBoost and LambdaMART.