The Levenberg-Marquardt (LM) algorithm is a well-known second-order method for rapid convergence and strong robustness when training small- to medium-sized neural networks (NNs). However, its computat...
The paper introduces an Adaptive Hybrid Subspace Levenberg–Marquardt (HSLM) algorithm that tackles large‑scale nonlinear least‑squares problems by building a low‑dimensional subspace from gradient, memory, Krylov‑subspace, and randomized curvature data. It employs a deterministic adequacy monitor to adaptively enrich the subspace and decouples step acceptance from damping adjustment, using Armijo backtracking for step length and a ratio of actual to predicted reduction for damping updates. The authors prove global convergence to stationarity and local linear and superlinear convergence, and demonstrate that HSLM matches the convergence of classical and Krylov‑subspace LM while significantly reducing per‑iteration cost, especially as the parameter dimension increases.
By M. Duc Hoang, Timothy J. Lewis
The paper introduces Linearized Subspace Refinement (LSR), a post‑training framework that uses the local linearized model of a trained neural network to compute a low‑dimensional correction via a reduced least‑squares problem. LSR is architecture‑agnostic and improves accuracy across tasks such as function approximation, operator learning, physics‑informed fine‑tuning, and noisy inverse problems, often achieving order‑of‑magnitude error reductions. The method reveals that standard training can leave significant accuracy plateaus due to numerical ill‑conditioning, and it offers a subspace rank that balances correction strength, stability, and noise sensitivity.
By Wenbo Cao, Weiwei Zhang
arXiv:2609.18416v1 Announce Type: cross
Abstract: Stochastic subspace methods have gained popularity as gradient descent based techniques for large scale optimisation problems, especially in distribu...
By Subhroshekhar Ghosh, Clement Z. Q. Ng, Pierre-Louis Poirion, Akiko Takeda
arXiv:2608. 05892v1 Announce Type: new Abstract: Physics-informed neural networks (PINNs) often fail to accurately resolve partial differential equations (PDEs) with high-frequency or multi-scale solutions, as well as strongly nonlinear problems.
By Yulun Wu, Matthieu Barreau, Miguel Aguiar, Karl H. Johansson
The paper proposes an analytic method for determining the optimal early‑stopping time in training neural networks, avoiding the need for gradient‑descent training. It uses Rademacher complexity with an L1‑norm to estimate generalization error, offering a more general approach than previous random‑matrix‑theory based methods. The framework is demonstrated on linear regression and extended to nonlinear neural networks via linear probing, as shown in a MNIST classification example.
By Duy Hoang, Bastien Berret, Olivier Bruneau, Laurent Fribourg
arXiv:2608. 15665v1 Announce Type: new Abstract: Zeroth-order (ZO) optimization enables backpropagation-free fine-tuning of large language models, but existing ZO methods suffer from high-variance gradient estimators, making convergence unstable and highly sensitive to learning rates.
By Ziming Yu, Shuyao Xiao, Xingyu Zhao, Sike Wang, Pan Zhou, Peiyu Zang, Xiangda Yan, Yongjie Yang, Jia Li
Physics-informed neural networks (PINNs) often fail to accurately resolve partial differential equations (PDEs) with high-frequency or multi-scale solutions, as well as strongly nonlinear problems. Two factors underlie this difficulty: spectral bias, the tendency of neural networks to underfit high-frequency features; and representation-coefficient coupling, the entanglement of representation learning and coefficient fitting within a single nonconvex optimization objective.
arXiv:2608. 16760v1 Announce Type: new Abstract: Reliable optimization is central to neural network (NN) training, yet Adam, the default optimizer for modern LLMs, rests on a fragile foundation.
By Yushun Zhang
arXiv:2606. 02328v1 Announce Type: new Abstract: We explore Riemannian optimization techniques for rank-factored matrix parameters, targeting contemporary deep learning applications.
By Nicholas Knight
arXiv:2606. 16926v1 Announce Type: cross Abstract: Functional optimization problems are typically solved by optimizing the parameters of a fixed representation, such as a neural network, resulting in highly nonconvex losses that complicate both training and theoretical analysis.
By Daniel Csillag, Rodrigo Schuller, Pedro Dall'Antonia, Leonidas Guibas, Luiz Velho, Tiago Novello
Polynomial-Augmented Neural Networks (PANNs) merge deep neural networks with polynomial expansions to leverage the flexibility of DNNs and the rapid convergence of polynomials. The architecture introduces orthogonality constraints, basis pruning, and polynomial preconditioning to stabilize training and improve accuracy across diverse problems. Experiments show that PANNs outperform both pure DNNs and polynomial methods in approximating smooth and limited‑smoothness functions, as well as in solving partial differential equations.
By Madison Cooley, Shandian Zhe, Robert M. Kirby, Varun Shankar