activity
20192023
most citedStochastic Trust Region Methods with Trust Region Radius Depending on Probabilistic Models

6 citations · 20 across the 9 of their papers we have counts for

collaborators

9 papers

cs.LG2023

Effective Bilevel Optimization via Minimax Reformulation

Xiaoyu Wang, Rui Pan, Renjie Pi +1

Bilevel optimization has found successful applications in various machine learning problems, including hyper-parameter optimization, data cleaning, and meta-learning. However, its…

math.OC2023★ 3 cited

Generalized Polyak Step Size for First Order Optimization with Momentum

Xiaoyu Wang, Mikael Johansson, Tong Zhang

In machine learning applications, it is well known that carefully designed learning rate (step size) schedules can significantly improve the convergence of commonly used first-orde…

math.NA2023

A Lifted Bregman Formulation for the Inversion of Deep Neural Networks

Xiaoyu Wang, Martin Benning

We propose a novel framework for the regularised inversion of deep neural networks. The framework is based on the authors' recent work on training feed-forward neural networks with…

math.OC2022

Zeroth-Order Randomized Subspace Newton Methods

Erik Berglund, Sarit Khirirat, Xiaoyu Wang

Zeroth-order methods have become important tools for solving problems where we have access only to function evaluations. However, the zeroth-order methods only using gradient appro…

cs.LG2022★ 1 cited

On Uniform Boundedness Properties of SGD and its Momentum Variants

Xiaoyu Wang, Mikael Johansson

A theoretical, and potentially also practical, problem with stochastic gradient descent is that trajectories may escape to infinity. In this note, we investigate uniform boundednes…

cs.LG2021★ 1 cited

Bandwidth-based Step-Sizes for Non-Convex Stochastic Optimization

Xiaoyu Wang, Mikael Johansson

Many popular learning-rate schedules for deep neural networks combine a decaying trend with local perturbations that attempt to escape saddle points and bad local minima. We derive…

math.OC2021★ 4 cited

On the Convergence of Step Decay Step-Size for Stochastic Optimization

Xiaoyu Wang, Sindri Magnússon, Mikael Johansson

The convergence of stochastic gradient descent is highly dependent on the step-size, especially on non-convex problems such as neural network training. Step decay step-size schedul…

math.OC2021★ 5 cited

On the Convergence of Stochastic Gradient Descent with Bandwidth-based Step Size

Xiaoyu Wang, Ya-xiang Yuan

We investigate the stochastic gradient descent (SGD) method where the step size lies within a banded region instead of being given by a fixed formula. The optimal convergence rate…

math.OC2019★ 6 cited

Stochastic Trust Region Methods with Trust Region Radius Depending on Probabilistic Models

Xiaoyu Wang, Ya-xiang Yuan

We present a stochastic trust-region model-based framework in which its radius is related to the probabilistic models. Especially, we propose a specific algorithm, termed STRME, in…