We present multiplexed gradient descent (MGD), a gradient descent framework designed to easily train analog or digital neural networks in hardware. MGD utilizes zero-order optimization techniques for online training of hardware neural networks. We demonstrate its ability to train neural networks on modern machine learning datasets, including CIFAR-10 and Fashion-MNIST, and compare its performance to backpropagation. Assuming realistic timescales and hardware parameters, our results indicate that these optimization techniques can train a network on emerging hardware platforms orders of magnitude faster than the wall-clock time of training via backpropagation on a standard GPU, even in the presence of imperfect weight updates or device-to-device variations in the hardware. We additionally describe how it can be applied to existing hardware as part of chip-in-the-loop training, or integrated directly at the hardware level. Crucially, the MGD framework is highly flexible, and its gradient descent process can be optimized to compensate for specific hardware limitations such as slow parameter-update speeds or limited input bandwidth.

Physics-informed neural networks (PINNs) have effectively been demonstrated in solving forward and inverse differential equation problems, but they are still trapped in training failures when the target functions to be approximated exhibit high-frequency or multi-scale features. In this paper, we propose to employ implicit stochastic gradient descent (ISGD) method to train PINNs for improving the stability of training process. We heuristically analyze how ISGD overcome stiffness in the gradient flow dynamics of PINNs, especially for problems with multi-scale solutions. We theoretically prove that for two-layer fully connected neural networks with large hidden nodes, randomly initialized ISGD converges to a globally optimal solution for the quadratic loss function. Empirical results demonstrate that ISGD works well in practice and compares favorably to other gradient-based optimization methods such as SGD and Adam, while can also effectively address the numerical stiffness in training dynamics via gradient descent.

In physics, there is a scalar function called the action which behaves like a cost function. When minimized, it yields the "path of least action" which represents the path a physical system will take through space and time. This function is crucial in theoretical physics and is usually minimized analytically to obtain equations of motion for various problems. In this paper, we propose a different approach: instead of minimizing the action analytically, we discretize it and then minimize it directly with gradient descent. We use this approach to obtain dynamics for six different physical systems and show that they are nearly identical to ground-truth dynamics. We discuss failure modes such as the unconstrained energy effect and show how to address them. Finally, we use the discretized action to construct a simple but novel quantum simulation.

We study search problems that can be solved by performing Gradient Descent on a bounded convex polytopal domain and show that this class is equal to the intersection of two well-known classes: PPAD and PLS. As our main underlying technical contribution, we show that computing a Karush-Kuhn-Tucker (KKT) point of a continuously differentiable function over the domain $[0,1]^2$ is PPAD $\cap$ PLS-complete. This is the first non-artificial problem to be shown complete for this class. Our results also imply that the class CLS (Continuous Local Search) - which was defined by Daskalakis and Papadimitriou as a more "natural" counterpart to PPAD $\cap$ PLS and contains many interesting problems - is itself equal to PPAD $\cap$ PLS.

The Plug-and-Play (PnP) framework makes it possible to integrate advanced image denoising priors into optimization algorithms, to efficiently solve a variety of image restoration tasks generally formulated as Maximum A Posteriori (MAP) estimation problems. The Plug-and-Play alternating direction method of multipliers (ADMM) and the Regularization by Denoising (RED) algorithms are two examples of such methods that made a breakthrough in image restoration. However, while the former method only applies to proximal algorithms, it has recently been shown that there exists no regularization that explains the RED algorithm when the denoisers lack Jacobian symmetry, which happen to be the case of most practical denoisers. To the best of our knowledge, there exists no method for training a network that directly represents the gradient of a regularizer, which can be directly used in Plug-and-Play gradient-based algorithms. We show that it is possible to train a network directly modeling the gradient of a MAP regularizer while jointly training the corresponding MAP denoiser. We use this network in gradient-based optimization methods and obtain better results comparing to other generic Plug-and-Play approaches. We also show that the regularizer can be used as a pre-trained network for unrolled gradient descent. Lastly, we show that the resulting denoiser allows for a better convergence of the Plug-and-Play ADMM.

Gradient descent is a fundamental algorithm in both theory and practice for continuous optimization. Identifying its quantum counterpart would be appealing to both theoretical and practical quantum applications. A conventional approach to quantum speedups in optimization relies on the quantum acceleration of intermediate steps of classical algorithms, while keeping the overall algorithmic trajectory and solution quality unchanged. We propose Quantum Hamiltonian Descent (QHD), which is derived from the path integral of dynamical systems referring to the continuous-time limit of classical gradient descent algorithms, as a truly quantum counterpart of classical gradient methods where the contribution from classically-prohibited trajectories can significantly boost QHD's performance for non-convex optimization. Moreover, QHD is described as a Hamiltonian evolution efficiently simulatable on both digital and analog quantum computers. By embedding the dynamics of QHD into the evolution of the so-called Quantum Ising Machine (including D-Wave and others), we empirically observe that the D-Wave-implemented QHD outperforms a selection of state-of-the-art gradient-based classical solvers and the standard quantum adiabatic algorithm, based on the time-to-solution metric, on non-convex constrained quadratic programming instances up to 75 dimensions. Finally, we propose a "three-phase picture" to explain the behavior of QHD, especially its difference from the quantum adiabatic algorithm.

We study the generalization properties of unregularized gradient methods applied to separable linear classification -- a setting that has received considerable attention since the pioneering work of Soudry et al. (2018). We establish tight upper and lower (population) risk bounds for gradient descent in this setting, for any smooth loss function, expressed in terms of its tail decay rate. Our bounds take the form $\Theta(r_{\ell,T}^2 / \gamma^2 T + r_{\ell,T}^2 / \gamma^2 n)$, where $T$ is the number of gradient steps, $n$ is size of the training set, $\gamma$ is the data margin, and $r_{\ell,T}$ is a complexity term that depends on the (tail decay rate) of the loss function (and on $T$). Our upper bound matches the best known upper bounds due to Shamir (2021); Schliserman and Koren (2022), while extending their applicability to virtually any smooth loss function and relaxing technical assumptions they impose. Our risk lower bounds are the first in this context and establish the tightness of our upper bounds for any given tail decay rate and in all parameter regimes. The proof technique used to show these results is also markedly simpler compared to previous work, and is straightforward to extend to other gradient methods; we illustrate this by providing analogous results for Stochastic Gradient Descent.

In stochastic optimization, a common tool to deal sequentially with large sample is to consider the well-known stochastic gradient algorithm. Nevertheless, since the stepsequence is the same for each direction, this can lead to bad results in practice in case of ill-conditionned problem. To overcome this, adaptive gradient algorithms such that Adagrad or Stochastic Newton algorithms should be prefered. This paper is devoted to the non asymptotic analyis of these adaptive gradient algorithms for strongly convex objective. All the theoretical results will be adapted to linear regression and regularized generalized linear model for both Adagrad and Stochastic Newton algorithms.

The success of deep learning is due in large part to our ability to solve certain massive non-convex optimization problems with relative ease. Though non-convex optimization is NP-hard, simple algorithms -- often variants of stochastic gradient descent -- exhibit surprising effectiveness in fitting large neural networks in practice. We argue that neural network loss landscapes often contain (nearly) a single basin after accounting for all possible permutation symmetries of hidden units a la Entezari et al. 2021. We introduce three algorithms to permute the units of one model to bring them into alignment with a reference model in order to merge the two models in weight space. This transformation produces a functionally equivalent set of weights that lie in an approximately convex basin near the reference model. Experimentally, we demonstrate the single basin phenomenon across a variety of model architectures and datasets, including the first (to our knowledge) demonstration of zero-barrier linear mode connectivity between independently trained ResNet models on CIFAR-10. Additionally, we identify intriguing phenomena relating model width and training time to mode connectivity. Finally, we discuss shortcomings of the linear mode connectivity hypothesis, including a counterexample to the single basin theory.

When estimating unknown parameters in a dynamic model the optimum solution to the parameter estimation problem may not remain constant. Specifically, the optimal values of the model parameters may change through time because of the evolution of the underlying process: finding them is, in general, not straightforward. A survey of basic techniques for tracking the time-varying dynamics of a system is provided in [Ljung and Gunnarsson, 1990] where recursive algorithms in non-stationary stochastic optimization are analysed under different assumptions about the true system's variations, see also [Simonetto et al., 2020] for a review in a purely deterministic setting. In [Delyon and Juditsky, 1995] the problem of tracking the random drifting parameters of a linear regression system is tackled, and [Zhu and Spall, 2016] builds a computable tracking error bound for how a stochastic approximation with constant gain keeps up with a non-stationary target. Successively, [Wilson et al., 2019] introduces a framework for sequentially solving convex stochastic minimization problems, where the distance between successive minimizers is bounded. The minimization problems are then solved by sequentially applying an optimization algorithm, such as stochastic gradient descent (SGD). In a similar setting, [Cao et al., 2019] establishes an upper bound on the regret of a projected SGD algorithm with respect to the drift of the dynamic optima, while [Cutler et al., 2021] provides novel non-asymptotic convergence guarantees for stochastic algorithms with iterate averaging.