Goto

Collaborating Authors

 vt 1


A Polyak-Ruppert Central Limit Theorem for SA-Adam with Momentum and Non-Convergent Adaptive Preconditioning

arXiv.org Machine Learning

Adaptive optimizers combining preconditioning, momentum, and weight decay (Adam and AdamW) are, under Polyak-Ruppert averaging, candidate engines for one-pass inference. Does the averaged iterate keep the classical Polyak-Ruppert central limit theorem (CLT), with sandwich covariance $H^{-1}SH^{-1}$ (Hessian $H$, gradient covariance $S$), under momentum and non-convergent preconditioning? The preconditioner-only analysis does not carry over: with momentum the canonical decomposition collapses to a tautology. Treating the augmented state (iterate, momentum buffer) as a time-varying linear stochastic approximation (SA), we prove (under local stabilization) positive drift stability, a non-autonomous Polyak-Ruppert CLT, and a projection identity. The upshot: the iterate-marginal covariance is exactly the plain stochastic gradient descent (SGD) sandwich $H^{-1}SH^{-1}$, so the adaptivity is asymptotically invisible. This holds for SA-Adam (sub-linearly vanishing momentum gain, $γ\in(α,1)$; the sub-linear regime is essential), not constant-$β$ deployed Adam. Coupled $L_2$ weight decay yields the ridge-penalized sandwich, extending one-pass inference to regularized problems.


Active Learning of Classifiers with Label and Seed Queries

Neural Information Processing Systems

We study exact active learning of binary and multiclass classifiers with margin. Given an n-point set X Rm, we want to learn an unknown classifier on X whose classes have finite strong convex hull margin, a new notion extending the SVM margin.



Appendices Contents Appendices 18

Neural Information Processing Systems

Diplomacyisacomplex environment, where training requires significant time. The action is an allocation of the player's coins across the fields: the player decides how manyof itsccoins to put in each of the fields, choosing c1,c2,...,cf where Pf Finally, Blotto is a single-turn (i.e.




Prior-independentDynamicAuctionsfora Value-maximizing Buyer

Neural Information Processing Systems

Automatic bidding has become one of the main options for advertisers to buy advertisement opportunities intheonline advertising market[Dolan, 2020]. Theprevalence ofautomatic bidding is partly driven by the fact that it significantly simplifies the interaction between the advertisers and theadvertisingplatform.


SupplementaryMaterials AProofofTheorem2: AsymptoticConvergenceofRobustQ-Learning

Neural Information Processing Systems

From[BorkarandMeyn,2000],weknowthatthestochastic approximation (18) converges to the fixed point ofT, i.e., Q . Finally, to show Theorem 3, we only need to show each term in(56) is smaller than . In this section we develop the finite-time analysis of the robust TDC algorithm. We note that recently there are several works [Srikant and Ying, 2019, Xu and Liang, 2021, Kaledin et al., 2020] on finite-time analysis of RL algorithms that do not need theprojection. Specifically, the problem in [Srikant and Ying, 2019] is for one time scalelinear stochastic approximation.


FullyUnconstrainedOnlineLearning

Neural Information Processing Systems

We provide a technique for online convex optimization that obtains regret G w Tlog( w G T)+ w 2 +G2 on G-Lipschitz losses for any comparison pointw without knowing eitherG or w .


Adaptive Federated Optimization

arXiv.org Machine Learning

Federated learning is a distributed machine learning paradigm in which a large number of clients coordinate with a central server to learn a model without sharing their own training data. Due to the heterogeneity of the client datasets, standard federated optimization methods such as Federated Averaging (FedAvg) are often difficult to tune and exhibit unfavorable convergence behavior. In non-federated settings, adaptive optimization methods have had notable success in combating such issues. In this work, we propose federated versions of adaptive optimizers, including Adagrad, Adam, and Yogi, and analyze their convergence in the presence of heterogeneous data for general nonconvex settings. Our results highlight the interplay between client heterogeneity and communication efficiency. We also perform extensive experiments on these methods and show that the use of adaptive optimizers can significantly improve the performance of federated learning.