Dominguez Corella A, Hernández Salinas M (2025)
Publication Language: English
Publication Type: Journal article
Publication year: 2025
Book Volume: 31
Article Number: 28
DOI: 10.1051/cocv/2025018
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.
APA:
Dominguez Corella, A., & Hernández Salinas, M. (2025). Mini-batch descent in semiflows. Esaim-Control Optimisation and Calculus of Variations, 31. https://doi.org/10.1051/cocv/2025018
MLA:
Dominguez Corella, Alberto, and Martin Hernández Salinas. "Mini-batch descent in semiflows." Esaim-Control Optimisation and Calculus of Variations 31 (2025).
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