arXiv subjects

Phuong Ha Nguyen

Publications and source records attributed to Phuong Ha Nguyen.

22 records · Page 2Linked to original sources

arXiv2019

Finite-Sum Smooth Optimization with SARAH

The total complexity (measured as the total number of gradient computations) of a stochastic first-order optimization algorithm that finds a first-order stationary point of a finite-sum smooth nonconvex objective function $F(w)=\frac{1}{n} \sum_{i=1}^n f_i(w)$ has been proven to be at least $Ω(\sqrt{n}/ε)$ for $n \leq \mathcal{O}(ε^{-2})$ where $ε$ denotes the attained accuracy $\mathbb{E}[ \|\nabla F(\tilde{w})\|^2] \leq ε$ for the outputted approximation $\tilde{w}$ (Fang et al., 2018). In this paper, we provide a convergence analysis for a slightly modified version of the SARAH algorithm (Nguyen et al., 2017a;b) and achieve total complexity that matches the lower-bound worst case complexity in (Fang et al., 2018) up to a constant factor when $n \leq \mathcal{O}(ε^{-2})$ for nonconvex problems. For convex optimization, we propose SARAH++ with sublinear convergence for general convex and linear convergence for strongly convex problems; and we provide a practical version for which numerical experiments on various datasets show an improved performance.

math.OC↗

arXiv2019

DTN: A Learning Rate Scheme with Convergence Rate of $\mathcal{O}(1/t)$ for SGD

This paper has some inconsistent results, i.e., we made some failed claims because we did some mistakes for using the test criterion for a series. Precisely, our claims on the convergence rate of $\mathcal{O}(1/t)$ of SGD presented in Theorem 1, Corollary 1, Theorem 2 and Corollary 2 are wrongly derived because they are based on Lemma 5. In Lemma 5, we do not correctly use the test criterion for a series. Hence, the result of Lemma 5 is not valid. We would like to thank the community for pointing out this mistake!

cs.LG↗

arXiv2018

SGD and Hogwild! Convergence Without the Bounded Gradients Assumption

Stochastic gradient descent (SGD) is the optimization algorithm of choice in many machine learning applications such as regularized empirical risk minimization and training deep neural networks. The classical convergence analysis of SGD is carried out under the assumption that the norm of the stochastic gradient is uniformly bounded. While this might hold for some loss functions, it is always violated for cases where the objective function is strongly convex. In (Bottou et al.,2016), a new analysis of convergence of SGD is performed under the assumption that stochastic gradients are bounded with respect to the true gradient norm. Here we show that for stochastic problems arising in machine learning such bound always holds; and we also propose an alternative convergence analysis of SGD with diminishing learning rate regime, which results in more relaxed conditions than those in (Bottou et al.,2016). We then move on the asynchronous parallel setting, and prove convergence of Hogwild! algorithm in the same regime, obtaining the first convergence results for this method in the case of diminished learning rate.

math.OC↗

arXiv2017

Intrinsically Reliable and Lightweight Physical Obfuscated Keys

Physical Obfuscated Keys (POKs) allow tamper-resistant storage of random keys based on physical disorder. The output bits of current POK designs need to be first corrected due to measurement noise and next de-correlated since the original output bits may not be i.i.d. (independent and identically distributed) and also public helper information for error correction necessarily correlates the corrected output bits.For this reason, current designs include an interface for error correction and/or output reinforcement, and privacy amplification for compressing the corrected output to a uniform random bit string. We propose two intrinsically reliable POK designs with only XOR circuitry for privacy amplification (without need for reliability enhancement) by exploiting variability of lithographic process and variability of granularity in phase change memory (PCM) materials. The two designs are demonstrated through experiments and simulations.

cs.CR↗