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 Gradient Descent


Learning the Simplest Neural ODE

arXiv.org Machine Learning

Because ODE models allow one to embed inherent properties--for example, Hamiltonian structure [4] or stability guarantees [5-7]--Neural ODEs often achieve accurate long-term forecasting. Moreover, treating the solution map of an ODE as a diffeomorphism has led to applications in generative modeling. Compared to normalizing flows [8], such continuous-time models can yield low-parameter, memory-efficient generators [9]. Gradient-based optimization is the de-facto standard for learning NN-defined dynamics, enabled by the adjoint method [1] for efficient gradient computation. Nonetheless, several issues arise: (i) Sensitivity of gradients to the sampling interval of time-series data, (ii) V ariation of convergence speed depending on NN initialization, (iii) Difficulty of tuning hyper-parameters such as leaning rate. These factors often cause training instability or gradient vanishing/explosion. Existing work addresses them heuristically by restricting the search space of dynamics [9] or by tailored initialization [10]. However, the fundamental question-- why is training Neural ODE hard?


Online Functional Principal Component Analysis on a Multidimensional Domain

arXiv.org Machine Learning

Multidimensional functional data streams arise in diverse scientific fields, yet their analysis poses significant challenges. We propose a novel online framework for functional principal component analysis that enables efficient and scalable modeling of such data. Our method represents functional principal components using tensor product splines, enforcing smoothness and orthonormality through a penalized framework on a Stiefel manifold. An efficient Riemannian stochastic gradient descent algorithm is developed, with extensions inspired by adaptive moment estimation and averaging techniques to accelerate convergence. Additionally, a dynamic tuning strategy for smoothing parameter selection is developed based on a rolling averaged block validation score that adapts to the streaming nature of the data. Extensive simulations and real-world applications demonstrate the flexibility and effectiveness of this framework for analyzing multidimensional functional data.


Mirror Mean-Field Langevin Dynamics

arXiv.org Machine Learning

The mean-field Langevin dynamics (MFLD) minimizes an entropy-regularized nonlinear convex functional on the Wasserstein space over $\mathbb{R}^d$, and has gained attention recently as a model for the gradient descent dynamics of interacting particle systems such as infinite-width two-layer neural networks. However, many problems of interest have constrained domains, which are not solved by existing mean-field algorithms due to the global diffusion term. We study the optimization of probability measures constrained to a convex subset of $\mathbb{R}^d$ by proposing the \emph{mirror mean-field Langevin dynamics} (MMFLD), an extension of MFLD to the mirror Langevin framework. We obtain linear convergence guarantees for the continuous MMFLD via a uniform log-Sobolev inequality, and uniform-in-time propagation of chaos results for its time- and particle-discretized counterpart.


Optimizing Chain-of-Thought Reasoners via Gradient Variance Minimization in Rejection Sampling and RL

arXiv.org Artificial Intelligence

Chain-of-thought (CoT) reasoning in large language models (LLMs) can be formalized as a latent variable problem, where the model needs to generate intermediate reasoning steps. While prior approaches such as iterative reward-ranked fine-tuning (RAFT) have relied on such formulations, they typically apply uniform inference budgets across prompts, which fails to account for variability in difficulty and convergence behavior. This work identifies the main bottleneck in CoT training as inefficient stochastic gradient estimation due to static sampling strategies. We propose GVM-RAFT, a prompt-specific Dynamic Sample Allocation Strategy designed to minimize stochastic gradient variance under a computational budget constraint. The method dynamically allocates computational resources by monitoring prompt acceptance rates and stochastic gradient norms, ensuring that the resulting gradient variance is minimized. Our theoretical analysis shows that the proposed dynamic sampling strategy leads to accelerated convergence guarantees under suitable conditions. Experiments on mathematical reasoning show that GVM-RAFT achieves a 2-4x speedup and considerable accuracy improvements over vanilla RAFT. The proposed dynamic sampling strategy is general and can be incorporated into other reinforcement learning algorithms, such as GRPO, leading to similar improvements in convergence and test accuracy. Our code is available at https://github.com/RLHFlow/GVM.


Minimisation of Quasar-Convex Functions Using Random Zeroth-Order Oracles

arXiv.org Artificial Intelligence

This study explores the performance of a random Gaussian smoothing zeroth-order (ZO) scheme for minimising quasar-convex (QC) and strongly quasar-convex (SQC) functions in both unconstrained and constrained settings. For the unconstrained problem, we establish the ZO algorithm's convergence to a global minimum along with its complexity when applied to both QC and SQC functions. For the constrained problem, we introduce the new notion of proximal-quasar-convexity and prove analogous results to the unconstrained case. Specifically, we show the complexity bounds and the convergence of the algorithm to a neighbourhood of a global minimum whose size can be controlled under a variance reduction scheme. Theoretical findings are illustrated through investigating the performance of the algorithm applied to a range of problems in machine learning and optimisation. Specifically, we observe scenarios where the ZO method outperforms gradient descent. We provide a possible explanation for this phenomenon.


Efficient Curvature-Aware Hypergradient Approximation for Bilevel Optimization

arXiv.org Artificial Intelligence

Bilevel optimization is a powerful tool for many machine learning problems, such as hyperparameter optimization and meta-learning. Estimating hypergradients (also known as implicit gradients) is crucial for developing gradient-based methods for bilevel optimization. In this work, we propose a computationally efficient technique for incorporating curvature information into the approximation of hypergradients and present a novel algorithmic framework based on the resulting enhanced hypergradient computation. We provide convergence rate guarantees for the proposed framework in both deterministic and stochastic scenarios, particularly showing improved computational complexity over popular gradient-based methods in the deterministic setting. This improvement in complexity arises from a careful exploitation of the hypergradient structure and the inexact Newton method. In addition to the theoretical speedup, numerical experiments demonstrate the significant practical performance benefits of incorporating curvature information.


Negative Stepsizes Make Gradient-Descent-Ascent Converge

arXiv.org Artificial Intelligence

Efficient computation of min-max problems is a central question in optimization, learning, games, and controls. Arguably the most natural algorithm is gradient-descent-ascent (GDA). However, since the 1970s, conventional wisdom has argued that GDA fails to converge even on simple problems. This failure spurred an extensive literature on modifying GDA with additional building blocks such as extragradients, optimism, momentum, anchoring, etc. In contrast, we show that GDA converges in its original form by simply using a judicious choice of stepsizes. The key innovation is the proposal of unconventional stepsize schedules (dubbed slingshot stepsize schedules) that are time-varying, asymmetric, and periodically negative. We show that all three properties are necessary for convergence, and that altogether this enables GDA to converge on the classical counterexamples (e.g., unconstrained convex-concave problems). All of our results apply to the last iterate of GDA, as is typically desired in practice. The core algorithmic intuition is that although negative stepsizes make backward progress, they de-synchronize the min and max variables (overcoming the cycling issue of GDA), and lead to a slingshot phenomenon in which the forward progress in the other iterations is overwhelmingly larger. This results in fast overall convergence. Geometrically, the slingshot dynamics leverage the non-reversibility of gradient flow: positive/negative steps cancel to first order, yielding a second-order net movement in a new direction that leads to convergence and is otherwise impossible for GDA to move in. We interpret this as a second-order finite-differencing algorithm and show that, intriguingly, it approximately implements consensus optimization, an empirically popular algorithm for min-max problems involving deep neural networks (e.g., training GANs).


Secure Cluster-Based Hierarchical Federated Learning in Vehicular Networks

arXiv.org Artificial Intelligence

Hierarchical Federated Learning (HFL) has recently emerged as a promising solution for intelligent decision-making in vehicular networks, helping to address challenges such as limited communication resources, high vehicle mobility, and data heterogeneity. However, HFL remains vulnerable to adversarial and unreliable vehicles, whose misleading updates can significantly compromise the integrity and convergence of the global model. To address these challenges, we propose a novel defense framework that integrates dynamic vehicle selection with robust anomaly detection within a cluster-based HFL architecture, specifically designed to counter Gaussian noise and gradient ascent attacks. The framework performs a comprehensive reliability assessment for each vehicle by evaluating historical accuracy, contribution frequency, and anomaly records. Anomaly detection combines Z-score and cosine similarity analyses on model updates to identify both statistical outliers and directional deviations in model updates. To further refine detection, an adaptive thresholding mechanism is incorporated into the cosine similarity metric, dynamically adjusting the threshold based on the historical accuracy of each vehicle to enforce stricter standards for consistently high-performing vehicles. In addition, a weighted gradient averaging mechanism is implemented, which assigns higher weights to gradient updates from more trustworthy vehicles. To defend against coordinated attacks, a cross-cluster consistency check is applied to identify collaborative attacks in which multiple compromised clusters coordinate misleading updates. Together, these mechanisms form a multi-level defense strategy to filter out malicious contributions effectively. Simulation results show that the proposed algorithm significantly reduces convergence time compared to benchmark methods across both 1-hop and 3-hop topologies.


Smart Placement, Faster Robots -- A Comparison of Algorithms for Robot Base-Pose Optimization

arXiv.org Artificial Intelligence

Robotic automation is a key technology that increases the efficiency and flexibility of manufacturing processes. However, one of the challenges in deploying robots in novel environments is finding the optimal base pose for the robot, which affects its reachability and deployment cost. Yet, the existing research for automatically optimizing the base pose of robots has not been compared. We address this problem by optimizing the base pose of industrial robots with Bayesian optimization, exhaustive search, genetic algorithms, and stochastic gradient descent and find that all algorithms can reduce the cycle time for various evaluated tasks in synthetic and real-world environments. Stochastic gradient descent shows superior performance with regard to success rate solving over 90% of our real-world tasks, while genetic algorithms show the lowest final costs. All benchmarks and implemented methods are available as baselines against which novel approaches can be compared.


Sharp higher order convergence rates for the Adam optimizer

arXiv.org Artificial Intelligence

Gradient descent based optimization methods are the methods of choice to train deep neural networks in machine learning. Beyond the standard gradient descent method, also suitable modified variants of standard gradient descent involving acceleration techniques such as the momentum method and/or adaptivity techniques such as the RMSprop method are frequently considered optimization methods. These days the most popular of such sophisticated optimization schemes is presumably the Adam optimizer that has been proposed in 2014 by Kingma and Ba. A highly relevant topic of research is to investigate the speed of convergence of such optimization methods. In particular, in 1964 Polyak showed that the standard gradient descent method converges in a neighborhood of a strict local minimizer with rate (x - 1)(x + 1)^{-1} while momentum achieves the (optimal) strictly faster convergence rate (\sqrt{x} - 1)(\sqrt{x} + 1)^{-1} where x \in (1,\infty) is the condition number (the ratio of the largest and the smallest eigenvalue) of the Hessian of the objective function at the local minimizer. It is the key contribution of this work to reveal that Adam also converges with the strictly faster convergence rate (\sqrt{x} - 1)(\sqrt{x} + 1)^{-1} while RMSprop only converges with the convergence rate (x - 1)(x + 1)^{-1}.