First-Order Optimization Algorithms via Discretization of Finite-Time Convergent Flows
In this paper, we investigate in the context of deep neural networks, the performance of several discretization algorithms for two first-order finite-time optimization flows. These flows are, namely, the rescaled-gradient flow (RGF) and the signed-gradient flow (SGF), and consist of non-Lipscthiz or discontinuous dynamical systems that converge locally in finite time to the minima of gradient-dominated functions. We introduce three discretization methods for these first-order finite-time flows, and provide convergence guarantees. We then apply the proposed algorithms in training neural networks and empirically test their performances on three standard datasets, namely, CIFAR10, SVHN, and MNIST. Our results show that our schemes demonstrate faster convergences against standard optimization alternatives, while achieving equivalent or better accuracy.
Code (0)
등록된 구현이 없습니다.
Similar Papers 제목 키워드 기반
On The Convergence of Euler Discretization of Finite-Time Convergent Gradient Flows
In this study, we investigate the performance of two novel first-order optimization algorithms, namely the rescaled-gradient flow (RGF) and the signed-gradient flow (SGF). These algorithms are derived from the forward Eu…
JAX-DIPS: Neural bootstrapping of finite discretization methods and application to elliptic problems with discontinuities
We present a scalable strategy for development of mesh-free hybrid neuro-symbolic partial differential equation solvers based on existing mesh-based numerical discretization methods. Particularly, this strategy can be us…
Efficient Algorithms for Non-convex Isotonic Regression through Submodular Optimization
We consider the minimization of submodular functions subject to ordering constraints. We show that this optimization problem can be cast as a convex optimization problem on a space of uni-dimensional measures, with order…
regressionImpact Study of Numerical Discretization Accuracy on Parameter Reconstructions and Model Parameter Distributions
In optical nano metrology numerical models are used widely for parameter reconstructions. Using the Bayesian target vector optimization method we fit a finite element numerical model to a Grazing Incidence X-Ray fluoresc…
Discretize Relaxed Solution of Spectral Clustering via a Non-Heuristic Algorithm
Spectral clustering and its extensions usually consist of two steps: (1) constructing a graph and computing the relaxed solution; (2) discretizing relaxed solutions. Although the former has been extensively investigated,…
Clustering