activity
20112023
most citedA Stochastic Gradient Method with an Exponential Convergence Rate for Finite Training Sets

538 citations · 2.3k across the 54 of their papers we have counts for

collaborators

58 papers

math.OC2023

Analyzing and Improving Greedy 2-Coordinate Updates for Equality-Constrained Optimization via Steepest Descent in the 1-Norm

Amrutha Varshini Ramesh, Aaron Mishkin, Mark Schmidt +3

We consider minimizing a smooth function subject to a summation constraint over its variables. By exploiting a connection between the greedy 2-coordinate update for this problem an…

math.OC2023

Searching for Optimal Per-Coordinate Step-sizes with Multidimensional Backtracking

Frederik Kunstner, Victor S. Portella, Mark Schmidt +1

The backtracking line-search is an effective technique to automatically tune the step-size in smooth optimization. It guarantees similar performance to using the theoretically opti…

math.OC2023★ 1 cited

Don't be so Monotone: Relaxing Stochastic Line Search in Over-Parameterized Models

Leonardo Galli, Holger Rauhut, Mark Schmidt

Recent works have shown that line search methods can speed up Stochastic Gradient Descent (SGD) and Adam in modern over-parameterized settings. However, existing line searches may…

cs.LG2023

BiSLS/SPS: Auto-tune Step Sizes for Stable Bi-level Optimization

Chen Fan, Gaspard Choné-Ducasse, Mark Schmidt +1

The popularity of bi-level optimization (BO) in deep learning has spurred a growing interest in studying gradient-based BO algorithms. However, existing algorithms involve two coup…

cs.LG2023★ 5 cited

Noise Is Not the Main Factor Behind the Gap Between SGD and Adam on Transformers, but Sign Descent Might Be

Frederik Kunstner, Jacques Chen, Jonathan Wilder Lavington +1

The success of the Adam optimizer on a wide array of architectures has made it the default in settings where stochastic gradient descent (SGD) performs poorly. However, our theoret…

cs.LG2023

Fast Convergence of Random Reshuffling under Over-Parameterization and the Polyak-Łojasiewicz Condition

Chen Fan, Christos Thrampoulidis, Mark Schmidt

Modern machine learning models are often over-parameterized and as a result they can interpolate the training data. Under such a scenario, we study the convergence properties of a…