Yicheng Xu

h-index11
2papers
370citations

2 Papers

21.3LGApr 14Code
Evolution of Optimization Methods: Algorithms, Scenarios, and Evaluations

Tong Zhang, Jiangning Zhang, Zhucun Xue et al.

Balancing convergence speed, generalization capability, and computational efficiency remains a core challenge in deep learning optimization. First-order gradient descent methods, epitomized by stochastic gradient descent (SGD) and Adam, serve as the cornerstone of modern training pipelines. However, large-scale model training, stringent differential privacy requirements, and distributed learning paradigms expose critical limitations in these conventional approaches regarding privacy protection and memory efficiency. To mitigate these bottlenecks, researchers explore second-order optimization techniques to surpass first-order performance ceilings, while zeroth-order methods reemerge to alleviate memory constraints inherent to large-scale training. Despite this proliferation of methodologies, the field lacks a cohesive framework that unifies underlying principles and delineates application scenarios for these disparate approaches. In this work, we retrospectively analyze the evolutionary trajectory of deep learning optimization algorithms and present a comprehensive empirical evaluation of mainstream optimizers across diverse model architectures and training scenarios. We distill key emerging trends and fundamental design trade-offs, pinpointing promising directions for future research. By synthesizing theoretical insights with extensive empirical evidence, we provide actionable guidance for designing next-generation highly efficient, robust, and trustworthy optimization methods. The code is available at https://github.com/APRIL-AIGC/Awesome-Optimizer.

1.2LGSep 16, 2020
Too Much Information Kills Information: A Clustering Perspective

Yicheng Xu, Vincent Chau, Chenchen Wu et al.

Clustering is one of the most fundamental tools in the artificial intelligence area, particularly in the pattern recognition and learning theory. In this paper, we propose a simple, but novel approach for variance-based k-clustering tasks, included in which is the widely known k-means clustering. The proposed approach picks a sampling subset from the given dataset and makes decisions based on the data information in the subset only. With certain assumptions, the resulting clustering is provably good to estimate the optimum of the variance-based objective with high probability. Extensive experiments on synthetic datasets and real-world datasets show that to obtain competitive results compared with k-means method (Llyod 1982) and k-means++ method (Arthur and Vassilvitskii 2007), we only need 7% information of the dataset. If we have up to 15% information of the dataset, then our algorithm outperforms both the k-means method and k-means++ method in at least 80% of the clustering tasks, in terms of the quality of clustering. Also, an extended algorithm based on the same idea guarantees a balanced k-clustering result.