Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,694 papers · 148 categories

Trend · papers per month

19375674 · Jun 202019922001200920172026
48 results for Acceleration

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.

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.

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 ↗

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.

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…

2019-06-28abs ↗pdf ↗

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.

This research accelerates sampling methods using Nesterov's Acceleration.

problem Improving sampling efficiency in MCMC methods.
method Developed a Hessian-Free High-Resolution ODE reformulation of NAG-SC, injected noise, and discretized the diffusion process.
result Quantified acceleration beyond underdamped Langevin in W2W_2 distance for log-strongly-concave targets.

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…

2019-05-07abs ↗pdf ↗

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…

2013-11-03abs ↗pdf ↗

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…

2018-06-28abs ↗pdf ↗

Hamiltonian dynamics-based algorithms achieve deterministic and accelerated convergence for convex optimization.

problem Accelerating convex optimization
method Hamiltonian dynamics
result Hamiltonian dynamics-based algorithms achieve deterministic and accelerated convergence for convex optimization.

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 …

2019-05-30abs ↗pdf ↗

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…

2013-01-23abs ↗pdf ↗

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…

2018-05-27abs ↗pdf ↗

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 …

2019-06-19abs ↗pdf ↗

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.

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.

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.

New method accelerates steepest descent for convex optimization.

problem Achieving acceleration for general p\ell_p smooth functions.
method Primal-dual iterate sequences with differing norms, implicitly determined interpolation parameter.
result Improves iteration complexity to O(d12p)O(d^{1-\frac{2}{p}}) for p\ell_p norm smooth problems.

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 …

2017-05-20abs ↗pdf ↗

New algorithm accelerates optimization on Riemannian manifolds, including Wasserstein space.

problem Accelerating optimization methods in Riemannian geometry.
method Dynamic stepsize algorithms on Riemannian manifolds with specific vector transport.
result First provable accelerated gradient method in Wasserstein space.

DANCE optimizes neural network and accelerator design for faster, more efficient DNN execution.

problem Challenges in optimizing neural network and accelerator design for efficient DNN execution.
method Differentiable approach to co-exploration of accelerator and network architecture design.
result Significantly shorter time to achieve superior accuracy and hardware cost metrics.

Unified framework for understanding and optimizing training acceleration.

problem Challenges in optimizing training with regularization and acceleration techniques.
method Explains how AdaGrad, RMSProp, and Adam accelerate training, and derives a generalization for L1L_1-regularization.
result Derives a unified mathematical framework for understanding and optimizing training acceleration.

Paper discovers structural dynamics equations from only acceleration data.

problem Discovering equations from only acceleration measurements in structural dynamics.
method Library-based approach with Approximate Bayesian Computation (ABC) prioritizing parsimonious models.
result Efficacy demonstrated in four structural dynamics examples, including linear and nonlinear systems.

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 ↗

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 …

2016-12-23abs ↗pdf ↗

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.

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 ↗

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…

2018-09-25abs ↗pdf ↗

Anderson acceleration (or Anderson mixing) is an efficient acceleration method for fixed point iterations xt+1=G(xt)x_{t+1}=G(x_t), e.g., gradient descent can be viewed as iteratively applying the operation G(x)xαf(x)G(x) \triangleq x-α\nabla f(x). It is known that Anderson acceleration is quite efficient in practice and can be viewed…

2018-09-07abs ↗pdf ↗

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.

SympFormer accelerates attention blocks using inertial dynamics on density spaces.

problem Improving the efficiency of self-attention blocks in Transformers.
method Introduced accelerated attention blocks derived from inertial Nesterov dynamics on density spaces.
result Accelerated attention blocks converge faster than classical blocks while preserving oracle calls.

New algorithms accelerate model-based optimization for stochastic problems.

problem Optimizing model-based stochastic optimization problems efficiently.
method Proposed new model-based algorithms with acceleration and minibatch techniques.
result Non-asymptotic convergence guarantees with linear speedup in minibatch size.

Hardware-accelerated RBM solves large combinatorial problems and integer factorization.

problem Solving large combinatorial optimization and integer factorization problems.
method Logically synthesized RBM architecture, hardware acceleration, and efficient training methods.
result Hardware-accelerated RBM factorizes 16-bit numbers with 10000x speed and 32x power improvements.