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From a simplified analysis of adaptive methods, we derive AvaGrad, a new optimizer which outperforms SGD on vision tasks when its adaptability is properly tuned. We observe that the power of our method is partially explained by a decoupling…

Machine Learning · Computer Science 2020-03-18 Pedro Savarese , David McAllester , Sudarshan Babu , Michael Maire

Approximating Stochastic Gradient Descent (SGD) as a Stochastic Differential Equation (SDE) has allowed researchers to enjoy the benefits of studying a continuous optimization trajectory while carefully preserving the stochasticity of SGD.…

Machine Learning · Computer Science 2024-11-04 Sadhika Malladi , Kaifeng Lyu , Abhishek Panigrahi , Sanjeev Arora

In modern deep learning, the models are learned by applying gradient updates using an optimizer, which transforms the updates based on various statistics. Optimizers are often hand-designed and tuning their hyperparameters is a big part of…

Machine Learning · Computer Science 2024-10-08 Gus Kristiansen , Mark Sandler , Andrey Zhmoginov , Nolan Miller , Anirudh Goyal , Jihwan Lee , Max Vladymyrov

We present a novel, fast (exponential rate adaption), ab initio (hyper-parameter-free) gradient based optimizer algorithm. The main idea of the method is to adapt the learning rate $\alpha$ by situational awareness, mainly striving for…

Machine Learning · Computer Science 2023-09-13 Alexander Kleinsorge , Stefan Kupper , Alexander Fauck , Felix Rothe

Many popular adaptive gradient methods such as Adam and RMSProp rely on an exponential moving average (EMA) to normalize their stepsizes. While the EMA makes these methods highly responsive to new gradient information, recent research has…

Machine Learning · Computer Science 2021-10-13 Brett Daley , Christopher Amato

First-order optimization algorithms have been proven prominent in deep learning. In particular, algorithms such as RMSProp and Adam are extremely popular. However, recent works have pointed out the lack of ``long-term memory" in Adam-like…

Machine Learning · Computer Science 2020-12-01 Haiwen Huang , Chang Wang , Bin Dong

First-order stochastic optimization methods are currently the most widely used class of methods for training deep neural networks. However, the choice of the optimizer has become an ad-hoc rule that can significantly affect the performance.…

Machine Learning · Computer Science 2020-10-21 Samy Jelassi , Aaron Defazio

Distributed adaptive stochastic gradient methods have been widely used for large-scale nonconvex optimization, such as training deep learning models. However, their communication complexity on finding $\varepsilon$-stationary points has…

Machine Learning · Computer Science 2023-08-25 Congliang Chen , Li Shen , Wei Liu , Zhi-Quan Luo

Training deep neural networks is a challenging task. In order to speed up training and enhance the performance of deep neural networks, we rectify the vanilla conjugate gradient as conjugate-gradient-like and incorporate it into the generic…

Machine Learning · Computer Science 2025-01-09 Jiawu Tian , Liwei Xu , Xiaowei Zhang , Yongqi Li

Gradient descent based optimization methods are the methods of choice to train deep neural networks in machine learning. Beyond the standard gradient descent method, also suitable modified variants of standard gradient descent involving…

Optimization and Control · Mathematics 2025-04-29 Steffen Dereich , Arnulf Jentzen , Adrian Riekert

We propose a federated version of adaptive gradient methods, particularly AdaGrad and Adam, within the framework of over-the-air model training. This approach capitalizes on the inherent superposition property of wireless channels,…

Machine Learning · Computer Science 2024-03-12 Chenhao Wang , Zihan Chen , Nikolaos Pappas , Howard H. Yang , Tony Q. S. Quek , H. Vincent Poor

The performance of stochastic gradient descent (SGD) depends critically on how learning rates are tuned and decreased over time. We propose a method to automatically adjust multiple learning rates so as to minimize the expected error at any…

Machine Learning · Statistics 2013-02-19 Tom Schaul , Sixin Zhang , Yann LeCun

In this work, we propose an optimization algorithm which we call norm-adapted gradient descent. This algorithm is similar to other gradient-based optimization algorithms like Adam or Adagrad in that it adapts the learning rate of stochastic…

Machine Learning · Computer Science 2020-10-14 David Sprunger

The Adam optimization method has achieved remarkable success in addressing contemporary challenges in stochastic optimization. This method falls within the realm of adaptive sub-gradient techniques, yet the underlying geometric principles…

Machine Learning · Computer Science 2025-06-03 Chinedu Eleh , Masuzyo Mwanza , Ekene Aguegboh , Hans-Werner van Wyk

Adaptive gradient methods, such as Adam and LAMB, have demonstrated excellent performance in the training of large language models. Nevertheless, the need for adaptivity requires maintaining second-moment estimates of the per-parameter…

Computation and Language · Computer Science 2023-08-08 Yang Luo , Xiaozhe Ren , Zangwei Zheng , Zhuo Jiang , Xin Jiang , Yang You

The learning rate warmup heuristic achieves remarkable success in stabilizing training, accelerating convergence and improving generalization for adaptive stochastic optimization algorithms like RMSprop and Adam. Here, we study its…

Machine Learning · Computer Science 2021-10-27 Liyuan Liu , Haoming Jiang , Pengcheng He , Weizhu Chen , Xiaodong Liu , Jianfeng Gao , Jiawei Han

Optimizing machine learning algorithms that are used to solve the objective function has been of great interest. Several approaches to optimize common algorithms, such as gradient descent and stochastic gradient descent, were explored. One…

Machine Learning · Computer Science 2022-10-06 Hilal AlQuabeh , Farha AlBreiki , Dilshod Azizov

In this paper, we study the convergence of the Adaptive Moment Estimation (Adam) algorithm under unconstrained non-convex smooth stochastic optimizations. Despite the widespread usage in machine learning areas, its theoretical properties…

Optimization and Control · Mathematics 2023-11-06 Yusu Hong , Junhong Lin

We prove local convergence of several notable gradient descent algorithms used in machine learning, for which standard stochastic gradient descent theory does not apply directly. This includes, first, online algorithms for recurrent models…

Dynamical Systems · Mathematics 2021-01-11 Pierre-Yves Massé , Yann Ollivier

We propose a new gradient descent algorithm with added stochastic terms for finding the global optimizers of nonconvex optimization problems. A key component in the algorithm is the adaptive tuning of the randomness based on the value of…

Optimization and Control · Mathematics 2025-06-16 Björn Engquist , Kui Ren , Yunan Yang
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