Accelerates Riemannian gradient methods with extrapolation.
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Accelerates optimization in asynchronous systems with sparse updates.
We analyze Riemannian accelerated methods using a new framework.
PF-LaCG removes the need for knowing smoothness and strong convexity parameters for locally accelerated CG.
Accelerates coordinate descent methods for machine learning problems.
Continuized Nesterov acceleration accelerates stochastic gradient descent and gossip algorithms.
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…
Develops accelerated methods for optimization using low-dimensional projected-gradient information.
Accelerates sampling from Gibbs distributions using ARWP method.
A geometric framework for metrics of maximal acceleration which is applicable to large proper accelerations is discussed, including a theory of connections associated with the geometry of maximal acceleration. In such a framework it is shown that the uniform bound on the proper maximal acceleration implies an uniform b…
FedAc accelerates Federated Averaging for distributed optimization.
This research accelerates sampling methods using Nesterov's Acceleration.
This paper studies accelerations in Q-learning algorithms. We propose an accelerated target update scheme by incorporating the historical iterates of Q functions. The idea is conceptually inspired by the momentum-based accelerated methods in the optimization theory. Conditions under which the proposed accelerated algor…
In this study, the concept of dual Lorentzian homotetic exponential motions in is discussed and their velocities, accelerations obtained. Also, some geometric results between velocity and acceleration vectors of a point in a spatial motion are obtained. Finally, the theorems related to acceleration and acceleration cen…
Improved analysis of accelerated noisy power method for PCA.
Variance reduction is a simple and effective technique that accelerates convex (or non-convex) stochastic optimization. Among existing variance reduction methods, SVRG and SAGA adopt unbiased gradient estimators and are the most popular variance reduction methods in recent years. Although various accelerated variants o…
Hamiltonian dynamics-based algorithms achieve deterministic and accelerated convergence for convex optimization.
We consider gradient descent with `momentum', a widely used method for loss function minimization in machine learning. This method is often used with `Nesterov acceleration', meaning that the gradient is evaluated not at the current position in parameter space, but at the estimated position after one step. In this work…
We study learning properties of accelerated gradient descent methods for linear least-squares in Hilbert spaces. We analyze the implicit regularization properties of Nesterov acceleration and a variant of heavy-ball in terms of corresponding learning error bounds. Our results show that acceleration can provides faster …
Accelerates MMLE using SVGD with Nesterov acceleration.
Many applications require that we learn the parameters of a model from data. EM is a method used to learn the parameters of probabilistic models for which the data for some of the variables in the models is either missing or hidden. There are instances in which this method is slow to converge. Therefore, several accele…
We propose a novel method to accelerate Lloyd's algorithm for K-Means clustering. Unlike previous acceleration approaches that reduce computational cost per iterations or improve initialization, our approach is focused on reducing the number of iterations required for convergence. This is achieved by treating the assig…
Conditional gradients constitute a class of projection-free first-order algorithms for smooth convex optimization. As such, they are frequently used in solving smooth convex optimization problems over polytopes, for which the computational cost of orthogonal projections would be prohibitive. However, they do not enjoy …
HF-opt uses Hamiltonian dynamics to optimize functions, achieving accelerated rates with randomized integration time.
AGNES accelerates gradient descent with noisy gradients.
Accelerated gradient method's stability deteriorates exponentially with steps.
New method accelerates steepest descent for convex optimization.
We present an accelerated algorithm for hierarchical density based clustering. Our new algorithm improves upon HDBSCAN*, which itself provided a significant qualitative improvement over the popular DBSCAN algorithm. The accelerated HDBSCAN* algorithm provides comparable performance to DBSCAN, while supporting variable …
New algorithm accelerates optimization on Riemannian manifolds, including Wasserstein space.
DANCE optimizes neural network and accelerator design for faster, more efficient DNN execution.
Sinh-acceleration speeds up B-spline option pricing.
Unified framework for understanding and optimizing training acceleration.
We present theoretical results on the convergence of \emph{non-convex} accelerated gradient descent in matrix factorization models with -norm loss. The purpose of this work is to study the effects of acceleration in non-convex settings, where provable convergence with acceleration should not be considered a \em…
Paper discovers structural dynamics equations from only acceleration data.
Octagon map accelerates diagonal changes algorithm.
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 …
Accelerators with power-law memory are proposed in the framework of the discrete time approach. To describe discrete accelerators we use the capital stock adjustment principle, which has been suggested by Matthews.The suggested discrete accelerators with memory describe the economic processes with the power-law memory …
The paper accelerates regression algorithms by identifying saturated coordinates.
Two new differentially private optimization algorithms derived from accelerated methods.
Recently algorithms incorporating second order curvature information have become popular in training neural networks. The Nesterov's Accelerated Quasi-Newton (NAQ) method has shown to effectively accelerate the BFGS quasi-Newton method by incorporating the momentum term and Nesterov's accelerated gradient vector. A sto…
New study on No-U-Turn Sampler for accelerated mixing in Hamiltonian Monte Carlo.
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, …
Anderson acceleration is an old and simple method for accelerating the computation of a fixed point. However, as far as we know and quite surprisingly, it has never been applied to dynamic programming or reinforcement learning. In this paper, we explain briefly what Anderson acceleration is and how it can be applied to…
Anderson acceleration (or Anderson mixing) is an efficient acceleration method for fixed point iterations , e.g., gradient descent can be viewed as iteratively applying the operation . It is known that Anderson acceleration is quite efficient in practice and can be viewed…
Study accelerates gradient methods in machine learning, revealing risk and stability connections.
SympFormer accelerates attention blocks using inertial dynamics on density spaces.
New algorithms accelerate model-based optimization for stochastic problems.
Hardware-accelerated RBM solves large combinatorial problems and integer factorization.