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Erin Tripp

Publications and source records attributed to Erin Tripp.

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Adaptive Gradient Normalization and Independent Sampling for (Stochastic) Generalized-Smooth Optimization

Recent studies have shown that many nonconvex machine learning problems satisfy a generalized-smooth condition that extends beyond traditional smooth nonconvex optimization. However, the existing algorithms are not fully adapted to such generalized-smooth nonconvex geometry and encounter significant technical limitations on their convergence analysis. In this work, we first analyze the convergence of adaptively normalized gradient descent under function geometries characterized by generalized-smoothness and generalized P{\L} condition, revealing the advantage of adaptive gradient normalization. Our results provide theoretical insights into adaptive normalization across various scenarios.For stochastic generalized-smooth nonconvex optimization, we propose \textbf{I}ndependent-\textbf{A}daptively \textbf{N}ormalized \textbf{S}tochastic \textbf{G}radient \textbf{D}escent algorithm, which leverages adaptive gradient normalization, independent sampling, and gradient clipping to achieve an $\mathcal{O}(\epsilon^{-4})$ sample complexity under relaxed noise assumptions. Experiments on large-scale nonconvex generalized-smooth problems demonstrate the fast convergence of our algorithm.

math.OC

Scaling and Scalability: Provable Nonconvex Low-Rank Tensor Estimation from Incomplete Measurements

Tensors, which provide a powerful and flexible model for representing multi-attribute data and multi-way interactions, play an indispensable role in modern data science across various fields in science and engineering. A fundamental task is to faithfully recover the tensor from highly incomplete measurements in a statistically and computationally efficient manner. Harnessing the low-rank structure of tensors in the Tucker decomposition, this paper develops a scaled gradient descent (ScaledGD) algorithm to directly recover the tensor factors with tailored spectral initializations, and shows that it provably converges at a linear rate independent of the condition number of the ground truth tensor for two canonical problems -- tensor completion and tensor regression -- as soon as the sample size is above the order of $n^{3/2}$ ignoring other parameter dependencies, where $n$ is the dimension of the tensor. This leads to an extremely scalable approach to low-rank tensor estimation compared with prior art, which suffers from at least one of the following drawbacks: extreme sensitivity to ill-conditioning, high per-iteration costs in terms of memory and computation, or poor sample complexity guarantees. To the best of our knowledge, ScaledGD is the first algorithm that achieves near-optimal statistical and computational complexities simultaneously for low-rank tensor completion with the Tucker decomposition. Our algorithm highlights the power of appropriate preconditioning in accelerating nonconvex statistical estimation, where the iteration-varying preconditioners promote desirable invariance properties of the trajectory with respect to the underlying symmetry in low-rank tensor factorization.

cs.LG