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 Gradient Descent


Reviews: SSRGD: Simple Stochastic Recursive Gradient Descent for Escaping Saddle Points

Neural Information Processing Systems

After extensive back and forth discussion by the reviewers, ultimately we felt that despite trivial solutions that are possible by mixing spider with negative curvature search, the approach of the present paper has its usefulness (as noted in the reviews too), and that the paper can be accepted. The authors are, however, strongly encouraged to look into the reviews carefully, and implement the points mentioned in the rebuttal -- because it would be a pity if after all the back-n-forth that this paper's review cycle has witnessed, if the authors did not update the paper to clarify its contribution, its value, and its contrasts with less implementable methods.


Fast Mixing of Stochastic Gradient Descent with Normalization and Weight Decay

Neural Information Processing Systems

We prove the Fast Equilibrium Conjecture proposed by Li et al., (2020), i.e., stochastic gradient descent (SGD) on a scale-invariant loss (e.g., using networks with various normalization schemes) with learning rate \eta and weight decay factor \lambda mixes in function space in \mathcal{\tilde{O}}(\frac{1}{\lambda\eta}) steps, under two standard assumptions: (1) the noise covariance matrix is non-degenerate and (2) the minimizers of the loss form a connected, compact and analytic manifold. The analysis uses the framework of Li et al., (2021) and shows that for every T 0, the iterates of SGD with learning rate \eta and weight decay factor \lambda on the scale-invariant loss converge in distribution in \Theta\left(\eta {-1}\lambda {-1}(T \ln(\lambda/\eta))\right) iterations as \eta\lambda\to 0 while satisfying \eta \le O(\lambda)\le O(1) . Moreover, the evolution of the limiting distribution can be described by a stochastic differential equation that mixes to the same equilibrium distribution for every initialization around the manifold of minimizers as T\to\infty .


Reviews: First Exit Time Analysis of Stochastic Gradient Descent Under Heavy-Tailed Gradient Noise

Neural Information Processing Systems

For Reviewer #1's concern about making theory, I tend to be open-minded since I can not find solid evidence that the paper is making theory only. For Reviewer #4's comment about the over-claim of the result the paper proved, my take is follows. First, for many problems, the true local minima enjoys the flat basin. A famous example I have is the following paper: McGoff, Kevin A., et al. "The Local Edge Machine: inference of dynamic models of gene regulation." Second, the authors have explained the motivation of using the Levy process to model the noise.



Reviews: Fast and Accurate Stochastic Gradient Estimation

Neural Information Processing Systems

Summary: This paper develops a new method for adaptively sampling training examples during stochastic optimization. It is known that the optimal distribution that minimizes the nuclear norm of the covariance of the gradient estimate is one where the the probability of sampling an example is proportional to the magnitude of the gradient of the loss on that example. Sampling according to this distribution is of course impractical, because computing this distribution is as expensive as computing the full gradient and requires O(N) time per iteration. To get around this, prior work either maintains a fixed distribution across all iterations or makes strong assumptions on the distribution of gradients of different training examples (e.g.: the gradients of training examples of the same class are similar). This paper proposes a method that can adaptively sample from different distributions every iteration and requires little assumptions on the distribution of gradients, and yet requires the same per-iteration cost as SGD.


Reviews: Fast and Accurate Stochastic Gradient Estimation

Neural Information Processing Systems

This paper received extensive discussion by the reviewers, the meta-reviewer, the SPC, etc. Here is a meta-review summary. The paper considers the problem of adaptively sampling training examples in stochastic optimization, and it shows that it is possible to do so without a per-iteration cost of O(N). This is of interest by itself, since one typically thinks that such sampling requires maintaining a distribution over training examples, which requires O(N) in every iteration, i.e., which is as expensive as full-batch gradient descent. A second aspect of this paper is that the mechanism by which the authors accomplish this is to use LSH, which is a sketching method usually used for nearest neighbor search.


Review for NeurIPS paper: Understanding Approximate Fisher Information for Fast Convergence of Natural Gradient Descent in Wide Neural Networks

Neural Information Processing Systems

Additional Feedback: Line 1: Change to "Natural Gradient Descent..." Line 10, 11: "the function space" should just be "function space" Line 15: it might be worth pointing out here and/or in the intro that a special kind of data preprocessing (the "Forster transform") is required to get this result for K-FAC in general Line 16, 46: "under some assumptions"/"under specific conditions" should perhaps be replaced with "under some approximating assumptions". AFAIK the "gradient independence assumption" doesn't have any rigorous justification and might not even be true in practice. Line 69: "New insights and perspectives on the natural gradient method" also argues that the empirical Fisher is a poor substitute for the "true" one. Line 71: first quotation make is backwards Line 79: delete "firing" here Line 88: "We normalize each sample by" should be "We normalize each sample so that" Line 90: "we overview" should be "we give an overview of" Line 116: Although the use of damping in the context of NTK theory can be explained this way, damping has a larger role in second order optimization in general (where NTK theory doesn't necessarily apply). The way you are describing it though, it sounds like you are saying its use is fully explained by this theory, and I would suggest you change this.


Review for NeurIPS paper: Understanding Approximate Fisher Information for Fast Convergence of Natural Gradient Descent in Wide Neural Networks

Neural Information Processing Systems

This is a compelling paper which covers a lot of ground while keeping the presentation accessible and engaging for the reader. Interestingly, it finds that the K-FAC approximations match the exact NGD trajectory in function space but not weight space. The paper answers quite a lot of questions which are natural to ask, and (having worked a lot in this area) I found the answers interesting and novel. The reviewers seem to have checked it over pretty carefully and didn't spot any problems. The paper is well written, and the authors have clearly paid a lot of attention to the presentation of the ideas.


Reviews: Continuous-time Models for Stochastic Optimization Algorithms

Neural Information Processing Systems

The paper presents an SDE approximation of mini-batch stochastic gradient descent and stochastic variance reduction gradient descent, two widely used methods, and they derive convergence rates. It presents a nice (i.e., not revolutionary, but still of interest to the community) result that fits within this area. Reviewers have a few suggestions for clarifications/improvements.


Constrained Hybrid Metaheuristic Algorithm for Probabilistic Neural Networks Learning

arXiv.org Artificial Intelligence

This study investigates the potential of hybrid metaheuristic algorithms to enhance the training of Probabilistic Neural Networks (PNNs) by leveraging the complementary strengths of multiple optimisation strategies. Traditional learning methods, such as gradient-based approaches, often struggle to optimise high-dimensional and uncertain environments, while single-method metaheuristics may fail to exploit the solution space fully. To address these challenges, we propose the constrained Hybrid Metaheuristic (cHM) algorithm, a novel approach that combines multiple population-based optimisation techniques into a unified framework. The proposed procedure operates in two phases: an initial probing phase evaluates multiple metaheuristics to identify the best-performing one based on the error rate, followed by a fitting phase where the selected metaheuristic refines the PNN to achieve optimal smoothing parameters. This iterative process ensures efficient exploration and convergence, enhancing the network's generalisation and classification accuracy. cHM integrates several popular metaheuristics, such as BAT, Simulated Annealing, Flower Pollination Algorithm, Bacterial Foraging Optimization, and Particle Swarm Optimisation as internal optimisers. To evaluate cHM performance, experiments were conducted on 16 datasets with varying characteristics, including binary and multiclass classification tasks, balanced and imbalanced class distributions, and diverse feature dimensions. The results demonstrate that cHM effectively combines the strengths of individual metaheuristics, leading to faster convergence and more robust learning. By optimising the smoothing parameters of PNNs, the proposed method enhances classification performance across diverse datasets, proving its application flexibility and efficiency.