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 stochastic relaxation






Gradient is All You Need?

arXiv.org Artificial Intelligence

In this paper we provide a novel analytical perspective on the theoretical understanding of gradient-based learning algorithms by interpreting consensus-based optimization (CBO), a recently proposed multi-particle derivative-free optimization method, as a stochastic relaxation of gradient descent. Remarkably, we observe that through communication of the particles, CBO exhibits a stochastic gradient descent (SGD)-like behavior despite solely relying on evaluations of the objective function. The fundamental value of such link between CBO and SGD lies in the fact that CBO is provably globally convergent to global minimizers for ample classes of nonsmooth and nonconvex objective functions, hence, on the one side, offering a novel explanation for the success of stochastic relaxations of gradient descent. On the other side, contrary to the conventional wisdom for which zero-order methods ought to be inefficient or not to possess generalization abilities, our results unveil an intrinsic gradient descent nature of such heuristics. This viewpoint furthermore complements previous insights into the working principles of CBO, which describe the dynamics in the mean-field limit through a nonlinear nonlocal partial differential equation that allows to alleviate complexities of the nonconvex function landscape. Our proofs leverage a completely nonsmooth analysis, which combines a novel quantitative version of the Laplace principle (log-sum-exp trick) and the minimizing movement scheme (proximal iteration). In doing so, we furnish useful and precise insights that explain how stochastic perturbations of gradient descent overcome energy barriers and reach deep levels of nonconvex functions. Instructive numerical illustrations support the provided theoretical insights.


Non-local Optimization: Imposing Structure on Optimization Problems by Relaxation

arXiv.org Machine Learning

In stochastic optimization, particularly in evolutionary computation and reinforcement learning, the optimization of a function $f: \Omega \to \mathbb{R}$ is often addressed through optimizing a so-called relaxation $\theta \in \Theta \mapsto \mathbb{E}_\theta(f)$ of $f$, where $\Theta$ resembles the parameters of a family of probability measures on $\Omega$. We investigate the structure of such relaxations by means of measure theory and Fourier analysis, enabling us to shed light on the success of many stochastic optimization methods. The main structural traits we derive, and that allow fast and reliable optimization of relaxations, are the resemblance of optimal values of $f$, Lipschitzness of gradients, and convexity.


Model Based Image Compression and Adaptive Data Representation by Interacting Filter Banks

Neural Information Processing Systems

To achieve high-rate image data compression while maintainig a high quality reconstructed image, a good image model and an efficient way to represent the specific data of each image must be introduced. Based on the physiological knowledge of multi - channel characteristics and inhibitory interactions between them in the human visual system, a mathematically coherent parallel architecture for image data compression which utilizes the Markov random field Image model and interactions between a vast number of filter banks, is proposed.


Model Based Image Compression and Adaptive Data Representation by Interacting Filter Banks

Neural Information Processing Systems

To achieve high-rate image data compression while maintainig a high quality reconstructed image, a good image model and an efficient way to represent the specific data of each image must be introduced. Based on the physiological knowledge of multi - channel characteristics and inhibitory interactions between them in the human visual system, a mathematically coherent parallel architecture for image data compression which utilizes the Markov random field Image model and interactions between a vast number of filter banks, is proposed.


Model Based Image Compression and Adaptive Data Representation by Interacting Filter Banks

Neural Information Processing Systems

To achieve high-rate image data compression while maintainig a high quality reconstructed image, a good image model and an efficient way to represent the specific data of each image must be introduced. Based on the physiological knowledge of multi - channel characteristics and inhibitory interactions between them in the human visual system, a mathematically coherent parallel architecture for image data compression which utilizes the Markov random field Image model and interactions between a vast number of filter banks, is proposed.