Mini-batch descent in semiflows

被引:0
作者
Corella, Alberto Dominguez
Hernandez, Martin [1 ]
机构
[1] Friedrich Alexander Univ Erlangen Nurnberg, Dynam Control Machine Learning & Numer, D-91058 Erlangen, Germany
关键词
Gradient flow; mini-batch; stochastic gradient descent; domain decomposition; OBSTACLE; OPTIMIZATION;
D O I
10.1051/cocv/2025018
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
This paper investigates the application of mini-batch gradient descent to semiflows (gradient flows). Given a loss function (potential), we introduce a continuous version of mini-batch gradient descent by randomly selecting sub-loss functions over time, defining a piecewise flow. We prove that, under suitable assumptions on the potential generating the semiflow, the mini-batch descent flow trajectory closely approximates the original semiflow trajectory on average. In addition, we study a randomized minimizing movement scheme that also approximates the semiflow of the full loss function. We illustrate the versatility of this approach across various problems, including constrained optimization, sparse inversion, and domain decomposition. Finally, we validate our results with several numerical examples.
引用
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页数:31
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