math.OC · 2026-09-17 · No. 116
Optimization and Control, 2026-09-17.
1 new papers in math.OC. Titles, authors,
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01 — The papers
1 entries-
01
Gradient Descent with Stochastic Subspaces via Persistence of Memory
Subhroshekhar Ghosh, Clement Z. Q. Ng, Pierre-Louis Poirion, Akiko Takeda
math.OC · cs.LG · eess.SP · stat.ML
Stochastic subspace methods have gained popularity as gradient descent based techniques for large scale optimisation problems, especially in distributed settings. In this paper, we introduce the technique of "persistence of memory" to greatly extend and improve the random subspace methods. To this end, we leverage a vector that is only weakly correlated with the gradient in order to provide a guiding structure to the generative process of the...
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