The stochastic gradient (SG) method can quickly solve a problem with a large number of components in the objective, or a stochastic optimization problem, to a moderate accuracy. The block coordinate descent/update (BCD) method, on the other hand, can quickly solve problems with multiple (blocks of) variables. This paper introduces a method that combines the great features of SG and BCD for problems with many components in the objective and with multiple (blocks of) variables. This paper proposes a block SG (BSG) method for both convex and nonconvex programs. BSG generalizes SG by updating all the blocks of variables in the Gauss–Seidel type (updating the current block depends on the previously updated block), in either a fixed or randomly shuffled order. Although BSG has slightly more work at each iteration, it typically outperforms SG because of BSG’s Gauss–Seidel updates and larger step sizes, the latter of which are determined by the smaller per-block Lipschitz constants. The convergence of BSG is established for both convex and nonconvex cases. In the convex case, BSG has the same order of convergence rate as SG. In the nonconvex case, its convergence is established in terms of the expected violation of a first-order optimality condition. In both cases our analysis is nontrivial since the typical unbiasedness assumption no longer holds. BSG is numerically evaluated on the following problems: stochastic least squares and logistic regression, which are convex, and low-rank tensor recovery and bilinear logistic regression, which are nonconvex. On the convex problems, BSG performed significantly better than SG. On the nonconvex problems, BSG significantly outperformed the deterministic BCD method because the latter tends to stagnate early near local minimizers. Overall, BSG inherits the benefits of both SG approximation and block coordinate updates and is especially useful for solving large-scale nonconvex problems.

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We define the notion of a Ricci curvature lower bound for parametrized statistical models. Following the seminal ideas of Lott–Sturm–Villani, we define this notion based on the geodesic convexity of the Kullback–Leibler divergence in a Wasserstein statistical manifold, that is, a manifold of probability distributions endowed with a Wasserstein metric tensor structure. Within these definitions, which are based on Fisher information matrix and Wasserstein Christoffel symbols, the Ricci curvature is related to both, information geometry and Wasserstein geometry. These definitions allow us to formulate bounds on the convergence rate of Wasserstein gradient flows and information functional inequalities in parameter space. We discuss examples of Ricci curvature lower bounds and convergence rates in exponential family models.

Diffusion, a fundamental internal mechanism emerging in many physical processes, describes the interaction among different objects. In many learning tasks with limited training samples, the diffusion connects the labeled and unlabeled data points and is a critical component for achieving high classification accuracy. Many existing deep learning approaches directly impose the fusion loss when training neural networks. In this work, inspired by the convection-diffusion ordinary differential equations (ODEs), we propose a novel diffusion residual network (Diff-ResNet), internally introduces diffusion into the architectures of neural networks. Under the structured data assumption, it is proved that the proposed diffusion block can increase the distance-diameter ratio that improves the separability of inter-class points and reduces the distance among local intra-class points. Moreover, this property can be easily adopted by the residual networks for constructing the separable hyperplanes. Extensive experiments of synthetic binary classification, semi-supervised graph node classification and few-shot image classification in various datasets validate the effectiveness of the proposed method.

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