First-order optimization methods have been playing a prominent role in deep learning. Algorithms such as RMSProp and Adam are rather popular in training deep neural networks on large datasets. Recently, Reddi et al. discovered a flaw in the proof of convergence of Adam, and the authors proposed an alternative algorithm, AMSGrad, which has guaranteed convergence under certain conditions. In this paper, we propose a new algorithm, called Nostalgic Adam (NosAdam), which places bigger weights on the past gradients than the recent gradients when designing the adaptive learning rate. This is a new observation made through mathematical analysis of the algorithm. We also show that the estimate of the second moment of the gradient in NosAdam vanishes slower than Adam, which may account for faster convergence of NosAdam. We analyze the convergence of NosAdam and discover a convergence rate that achieves the best known convergence rate $O(1/\sqrt{T})$ for general convex online learning problems. Empirically, we show that NosAdam outperforms AMSGrad and Adam in some common machine learning problems.

This paper proposes a novel algorithm for manifold alignment preserving global geometry. This approach constructs mapping functions that project data instances from different input domains to a new lower-dimensional space, simultaneously matching the instances in correspondence and preserving global distances between instances within the original domains. In contrast to previous approaches, which are largely based on preserving local geometry, the proposed approach is suited to applications where the global manifold geometry needs to be respected. We evaluate the effectiveness of our algorithm for transfer learning in two real-world cross-lingual information retrieval tasks.

Many high-dimensional data sets that lie on a low-dimensional manifold exhibit nontrivial regularities at multiple scales. Most work in manifold learning ignores this multiscale structure. In this paper, we propose approaches to explore the deep structure of manifolds. The proposed approaches are based on the diffusion wavelets framework, data driven, and able to directly process directional neighborhood relationships without ad-hoc symmetrization. The proposed multiscale algorithms are evaluated using both synthetic and real-world data sets, and shown to outperform previous manifold learning methods.

Manifold alignment has been found to be useful in many fields of machine learning and data mining. In this paper we summarize our work in this area and introduce a general framework for manifold alignment. This framework generates a family of approaches to align manifolds by simultaneously matching the corresponding instances and preserving the local geometry of each given manifold. Some approaches like semi-supervised alignment and manifold projections can be obtained as special cases. Our framework can also solve multiple manifold alignment problems and be adapted to handle the situation when no correspondence information is available. The approaches are described and evaluated both theoretically and experimentally, providing results showing useful knowledge transfer from one domain to another. Novel applications of our methods including identification of topics shared by multiple document collections, and biological structure alignment are discussed in the paper.