arXiv Machine Learning By Xiyuan Wei, Linli Zhou, Bokun Wang, Chih-Jen Lin, Tianbao Yang

A Geometry-Aware Efficient Algorithm for Compositional Entropic Risk Minimization

Read the original on arXiv Machine Learning →

arXiv:2602. 02877v2 Announce Type: replace Abstract: This paper studies optimization for a family of problems termed $\textbf{compositional entropic risk minimization}$, in which each data's loss is formulated as a Log-Expectation-Exponential (Log-E-Exp) function.

Summary generated by The Flow from the publisher's feed. The full article lives at arXiv Machine Learning.

arXiv Machine Learning
Jul 7

Learning rate adaptive stochastic gradient descent optimization methods: numerical simulations for deep learning methods for partial differential equations and convergence analyses

arXiv:2406. 14340v2 Announce Type: replace-cross Abstract: The standard stochastic gradient descent (SGD) optimization method, as well as adaptive methods such as the Adam optimizer fail to converge if the learning rates do not converge to zero (particularly, in the situation of constant learning rates).

By Steffen Dereich, Arnulf Jentzen, Adrian Riekert
arXiv Machine Learning
Jun 30

Curvature-Weighted Gradient Diversity: A Noise Measure for Geometry-Adaptive SGD Schedules

arXiv:2606. 30455v1 Announce Type: new Abstract: The standard convergence analysis of mini-batch stochastic gradient descent (SGD) models gradient noise using a single variance term that treats all parameter directions equally, ignoring the fact that noise in high-curvature directions has less impact because learning rates are already constrained there.

By Muhammad Hamza (Indian Institute of Technology Kharagpur), Ayush Goel (Indian Institute of Technology Kharagpur)