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Results for "stochastic optimization"

SGD from the Lens of Markov process: An Algorithmic Stability Perspective

MBZUAI ·

A Marie Curie Fellow from Inria and UIUC presented research on stochastic gradient descent (SGD) through the lens of Markov processes, exploring the relationships between heavy-tailed distributions, generalization error, and algorithmic stability. The research challenges existing theories about the monotonic relationship between heavy tails and generalization error. It introduces a unified approach for proving Wasserstein stability bounds in stochastic optimization, applicable to convex and non-convex losses. Why it matters: The work provides novel insights into the theoretical underpinnings of stochastic optimization, relevant to researchers at MBZUAI and other institutions in the region working on machine learning algorithms.

An Adaptive Stochastic Sequential Quadratic Programming with Differentiable Exact Augmented Lagrangians

MBZUAI ·

Mladen Kolar from the University of Chicago Booth School of Business discussed stochastic optimization with equality constraints at MBZUAI. He presented a stochastic algorithm based on sequential quadratic programming (SQP) using a differentiable exact augmented Lagrangian. The algorithm adapts random stepsizes using a stochastic line search procedure, establishing global "almost sure" convergence. Why it matters: The presentation highlights MBZUAI's role in hosting discussions on advanced optimization techniques, fostering research and knowledge exchange in the field of machine learning.