Momentum based stochastic gradient methods such as heavy ball (HB) and Nesterov’s accelerated gradient descent (NAG) method are widely used in practice for training deep networks and other supervised learning models, as they often provide significant improvements over stochastic gradient descent (SGD). Rigorously speaking, “fast gradient” methods have provable improvements over gradient descent...

Momentum based stochastic gradient methods such as heavy ball (HB) and Nesterov’s accelerated gradient descent (NAG) method are widely used in practice for training deep networks and other supervised learning models, as they often provide significant improvements over stochastic gradient descent (SGD). In general, “fast gradient” methods have provable improvements over gradient descent only for...

We propose a projected semi-stochastic gradient descent method with mini-batch for improving both the theoretical complexity and practical performance of the general stochastic gradient descent method (SGD). We are able to prove linear convergence under weak strong convexity assumption. This requires no strong convexity assumption for minimizing the sum of smooth convex functions subject to a c...

Randomized algorithms are central to modern machine learning. In the presence of massive datasets, researchers often turn to stochastic optimization to solve learning problems. Of particular interest is stochastic gradient descent (SGD), a first-order method that approximates the learning objective and gradient by a random point estimate. A classical question in learning theory is, if a randomi...

Most of the existing multi-relational network embedding methods, e.g., TransE, are formulated to preserve pair-wise connectivity structures in the networks. With the observations that significant triangular connectivity structures and parallelogram connectivity structures found in many real multi-relational networks are often ignored and that a hard-constraint commonly adopted by most of the ne...

We introduce a general method for improving the convergence rate of gradientbased optimizers that is easy to implement and works well in practice. We demonstrate the effectiveness of the method in a range of optimization problems by applying it to stochastic gradient descent, stochastic gradient descent with Nesterov momentum, and Adam, showing that it significantly reduces the need for the man...

When training deep neural networks, it is typically assumed that the training examples are uniformly difficult to learn. Or, to restate, it is assumed that the training error will be uniformly distributed across the training examples. Based on these assumptions, each training example is used an equal number of times. However, this assumption may not be valid in many cases. “Oddball SGD” (novelt...