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We present a unifying framework for adapting the update direction in gradient-based iterative optimization methods. As natural special cases we re-derive classical momentum and Nesterovs accelerated gradient method, lending a new intuitive interpretation to the latter algorithm. We show that a new algorithm, which we term Regularised Gradient Descent, can converge more quickly than either Nesterovs algorithm or the classical momentum algorithm.
We propose an optimization method for minimizing the finite sums of smooth convex functions. Our method incorporates an accelerated gradient descent (AGD) and a stochastic variance reduction gradient (SVRG) in a mini-batch setting. Unlike SVRG, our m
We learn recurrent neural network optimizers trained on simple synthetic functions by gradient descent. We show that these learned optimizers exhibit a remarkable degree of transfer in that they can be used to efficiently optimize a broad range of de
Stein variational gradient decent (SVGD) has been shown to be a powerful approximate inference algorithm for complex distributions. However, the standard SVGD requires calculating the gradient of the target density and cannot be applied when the grad
We study the data deletion problem for convex models. By leveraging techniques from convex optimization and reservoir sampling, we give the first data deletion algorithms that are able to handle an arbitrarily long sequence of adversarial updates whi
We investigate the generalisation performance of Distributed Gradient Descent with Implicit Regularisation and Random Features in the homogenous setting where a network of agents are given data sampled independently from the same unknown distribution