's andP(x) is a block-separable and convex regularization function. We allow both F(x) and P(x) to be non-smooth. In machine learning applications, many tasks can be naturally phrased as the above problem, e.g. the Empirical Risk Minimization (ERM) problem Zhang and Xiao [2015], Friedman et al. [2001]. However, the latest explosive growth of data introduces unprecedented computational challenges of scalability and storage bottleneck. In consequence, algorithms with fast convergence, small memory footprints, and low per-iteration complexity have been ardently pursued in the recent years. Most successful practices adopt stochastic strategies that incorporate randomness into solving procedures. They followed two parallel tracks. That is, in each iteration, gradient is estimated by either a mini batch of samples or a small block of variable coordinates, commonly designated by a random procedure. Accessing only a random mini batch of samples in each iteration, classical Stochastic Gradient Descent (SGD) and its Variance Reduction (VR) variants, such as SVRG Johnson and Zhang [2013], SAGA Defazio et al. [2014], and SAG Schmidt et al. [2013], have gained increasing attention in the last quinquennium.

We consider the problem of control in the setting of reinforcement learning (RL), where model information is not available. Policy gradient algorithms are a popular solution approach for this problem and are usually shown to converge to a stationary point of the value function. In this paper, we propose two policy Newton algorithms that incorporate cubic regularization. Both algorithms employ the likelihood ratio method to form estimates of the gradient and Hessian of the value function using sample trajectories. The first algorithm requires an exact solution of the cubic regularized problem in each iteration, while the second algorithm employs an efficient gradient descent-based approximation to the cubic regularized problem. We establish convergence of our proposed algorithms to a second-order stationary point (SOSP) of the value function, which results in the avoidance of traps in the form of saddle points. In particular, the sample complexity of our algorithms to find an $\epsilon$-SOSP is $O(\epsilon^{-3.5})$, which is an improvement over the state-of-the-art sample complexity of $O(\epsilon^{-4.5})$.

Minimax optimization plays an important role in many machine learning tasks such as generative adversarial networks (GANs) and adversarial training. Although recently a wide variety of optimization methods have been proposed to solve the minimax problems, most of them ignore the distributed setting where the data is distributed on multiple workers. Meanwhile, the existing decentralized minimax optimization methods rely on the strictly assumptions such as (strongly) concavity and variational inequality conditions. In the paper, thus, we propose an efficient decentralized momentum-based gradient descent ascent (DM-GDA) method for the distributed nonconvex-PL minimax optimization, which is nonconvex in primal variable and is nonconcave in dual variable and satisfies the Polyak-Lojasiewicz (PL) condition. In particular, our DM-GDA method simultaneously uses the momentum-based techniques to update variables and estimate the stochastic gradients. Moreover, we provide a solid convergence analysis for our DM-GDA method, and prove that it obtains a near-optimal gradient complexity of $O(\epsilon^{-3})$ for finding an $\epsilon$-stationary solution of the nonconvex-PL stochastic minimax problems, which reaches the lower bound of nonconvex stochastic optimization. To the best of our knowledge, we first study the decentralized algorithm for Nonconvex-PL stochastic minimax optimization over a network.

In intelligent transport systems, it is common and inevitable with missing data. While complete and valid traffic speed data is of great importance to intelligent transportation systems. A latent factorization-of-tensors (LFT) model is one of the most attractive approaches to solve missing traffic data recovery due to its well-scalability. A LFT model achieves optimization usually via a stochastic gradient descent (SGD) solver, however, the SGD-based LFT suffers from slow convergence. To deal with this issue, this work integrates the unique advantages of the proportional-integral-derivative (PID) controller into a Tucker decomposition based LFT model. It adopts two-fold ideas: a) adopting tucker decomposition to build a LFT model for achieving a better recovery accuracy. b) taking the adjusted instance error based on the PID control theory into the SGD solver to effectively improve convergence rate. Our experimental studies on two major city traffic road speed datasets show that the proposed model achieves significant efficiency gain and highly competitive prediction accuracy.

In our work, we propose a novel yet simple approach to obtain an adaptive learning rate for gradient-based descent methods on classification tasks. Instead of the traditional approach of selecting adaptive learning rates via the decayed expectation of gradient-based terms, we use the angle between the current gradient and the new gradient: this new gradient is computed from the direction orthogonal to the current gradient, which further helps us in determining a better adaptive learning rate based on angle history, thereby, leading to relatively better accuracy compared to the existing state-of-the-art optimizers. On a wide variety of benchmark datasets with prominent image classification architectures such as ResNet, DenseNet, EfficientNet, and VGG, we find that our method leads to the highest accuracy in most of the datasets. Moreover, we prove that our method is convergent.

We consider using gradient descent to minimize the nonconvex function $f(X)=\phi(XX^{T})$ over an $n\times r$ factor matrix $X$, in which $\phi$ is an underlying smooth convex cost function defined over $n\times n$ matrices. While only a second-order stationary point $X$ can be provably found in reasonable time, if $X$ is additionally rank deficient, then its rank deficiency certifies it as being globally optimal. This way of certifying global optimality necessarily requires the search rank $r$ of the current iterate $X$ to be overparameterized with respect to the rank $r^{\star}$ of the global minimizer $X^{\star}$. Unfortunately, overparameterization significantly slows down the convergence of gradient descent, from a linear rate with $r=r^{\star}$ to a sublinear rate when $r>r^{\star}$, even when $\phi$ is strongly convex. In this paper, we propose an inexpensive preconditioner that restores the convergence rate of gradient descent back to linear in the overparameterized case, while also making it agnostic to possible ill-conditioning in the global minimizer $X^{\star}$.

To meet the growing need for computational power for DNNs, multiple specialized hardware architectures have been proposed. Each DNN layer should be mapped onto the hardware with the most efficient schedule, however, SotA schedulers struggle to consistently provide optimum schedules in a reasonable time across all DNN-HW combinations. This paper proposes SALSA, a fast dual-engine scheduler to generate optimal execution schedules for both even and uneven mapping. We introduce a new strategy, combining exhaustive search with simulated annealing to address the dynamic nature of the loop ordering design space size across layers. SALSA is extensively benchmarked against two SotA schedulers, LOMA and Timeloop on 5 different DNNs, on average SALSA finds schedules with 11.9% and 7.6% lower energy while speeding up the search by 1.7x and 24x compared to LOMA and Timeloop, respectively.

Differentially private synthetic data is a promising alternative for sensitive data release. Many differentially private generative models have been proposed in the literature. Unfortunately, they all suffer from the low utility of the synthetic data, particularly for images of high resolutions. Here, we propose DPAF, an effective differentially private generative model for high-dimensional image synthesis. Different from the prior private stochastic gradient descent-based methods that add Gaussian noises in the backward phase during the model training, DPAF adds a differentially private feature aggregation in the forward phase, bringing advantages, including the reduction of information loss in gradient clipping and low sensitivity for the aggregation. Moreover, as an improper batch size has an adverse impact on the utility of synthetic data, DPAF also tackles the problem of setting a proper batch size by proposing a novel training strategy that asymmetrically trains different parts of the discriminator. We extensively evaluate different methods on multiple image datasets (up to images of 128x128 resolution) to demonstrate the performance of DPAF.

The existing analysis of asynchronous stochastic gradient descent (SGD) degrades dramatically when any delay is large, giving the impression that performance depends primarily on the delay. On the contrary, we prove much better guarantees for the same asynchronous SGD algorithm regardless of the delays in the gradients, depending instead just on the number of parallel devices used to implement the algorithm. Our guarantees are strictly better than the existing analyses, and we also argue that asynchronous SGD outperforms synchronous minibatch SGD in the settings we consider. For our analysis, we introduce a novel recursion based on "virtual iterates" and delay-adaptive stepsizes, which allow us to derive state-of-the-art guarantees for both convex and non-convex objectives.

We give the first polynomial time algorithms for escaping from high-dimensional saddle points under a moderate number of constraints. Given gradient access to a smooth function $f \colon \mathbb R^d \to \mathbb R$ we show that (noisy) gradient descent methods can escape from saddle points under a logarithmic number of inequality constraints. This constitutes the first tangible progress (without reliance on NP-oracles or altering the definitions to only account for certain constraints) on the main open question of the breakthrough work of Ge et al. who showed an analogous result for unconstrained and equality-constrained problems. Our results hold for both regular and stochastic gradient descent.