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We show that accelerated optimization methods can be seen as particular instances of multi-step integration schemes from numerical analysis, applied to the gradient flow equation. Compared with recent advances in this vein, the differential equation considered here is the basic gradient flow, and we derive a class of multi-step schemes which includes accelerated algorithms, using classical conditions from numerical analysis. Multi-step schemes integrate the differential equation using larger step sizes, which intuitively explains the acceleration phenomenon.
Author Information
Damien Scieur (INRIA - ENS)
Vincent Roulet (University of Washington)
Francis Bach (Inria)
Francis Bach is a researcher at INRIA, leading since 2011 the SIERRA project-team, which is part of the Computer Science Department at Ecole Normale Supérieure in Paris, France. After completing his Ph.D. in Computer Science at U.C. Berkeley, he spent two years at Ecole des Mines, and joined INRIA and Ecole Normale Supérieure in 2007. He is interested in statistical machine learning, and especially in convex optimization, combinatorial optimization, sparse methods, kernel-based learning, vision and signal processing. He gave numerous courses on optimization in the last few years in summer schools. He has been program co-chair for the International Conference on Machine Learning in 2015.
Alexandre d'Aspremont (CNRS - Ecole Normale Supérieure)
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Eduard Gorbunov · Alexandre d'Aspremont · Lingxiao Wang · Liwei Wang · Boris Ginsburg · Alessio Quaglino · Camille Castera · Saurabh Adya · Diego Granziol · Rudrajit Das · Raghu Bollapragada · Fabian Pedregosa · Martin Takac · Majid Jahani · Sai Praneeth Karimireddy · Hilal Asi · Balint Daroczy · Leonard Adolphs · Aditya Rawal · Nicolas Brandt · Minhan Li · Giuseppe Ughi · Orlando Romero · Ivan Skorokhodov · Damien Scieur · Kiwook Bae · Konstantin Mishchenko · Rohan Anil · Vatsal Sharan · Aditya Balu · Chao Chen · Zhewei Yao · Tolga Ergen · Paul Grigas · Chris Junchi Li · Jimmy Ba · Stephen J Roberts · Sharan Vaswani · Armin Eftekhari · Chhavi Sharma -
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2017 : Overture »
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2016 : Francis Bach. Harder, Better, Faster, Stronger Convergence Rates for Least-Squares Regression. »
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2016 : Submodular Functions: from Discrete to Continuous Domains »
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2016 Poster: Regularized Nonlinear Acceleration »
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Damien Scieur · Alexandre d'Aspremont · Francis Bach -
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