Tutorial on amortized optimization

B Amos - Foundations and Trends® in Machine Learning, 2023 - nowpublishers.com
Optimization is a ubiquitous modeling tool and is often deployed in settings which
repeatedly solve similar instances of the same problem. Amortized optimization methods …

A variational formulation of accelerated optimization on Riemannian manifolds

V Duruisseaux, M Leok - SIAM Journal on Mathematics of Data Science, 2022 - SIAM
It was shown recently by W. Su, S. Boyd, and E. Candes, J. Mach. Learn. Res., 17 (2016),
pp. 1--43 that Nesterov's accelerated gradient method for minimizing a smooth convex …

Practical perspectives on symplectic accelerated optimization

V Duruisseaux, M Leok - Optimization Methods and Software, 2023 - Taylor & Francis
Geometric numerical integration has recently been exploited to design symplectic
accelerated optimization algorithms by simulating the Bregman Lagrangian and Hamiltonian …

Time-adaptive Lagrangian variational integrators for accelerated optimization on manifolds

V Duruisseaux, M Leok - arXiv preprint arXiv:2201.03774, 2022 - arxiv.org
A variational framework for accelerated optimization was recently introduced on normed
vector spaces and Riemannian manifolds in Wibisono et al.(2016) and Duruisseaux and …

[图书][B] Symplectic Numerical Integration at the Service of Accelerated Optimization and Structure-Preserving Dynamics Learning

V Duruisseaux - 2023 - search.proquest.com
Symplectic numerical integrators for Hamiltonian systems form the paramount class of
geometric numerical integrators, and have been very well investigated in the past forty …