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It is known that the standard stochastic gradient descent (SGD) optimization method, as well as accelerated and adaptive SGD optimization methods such as the Adam optimizer fail to converge if the learning rates do not converge to zero (as,…

Optimization and Control · Mathematics 2024-06-21 Steffen Dereich , Arnulf Jentzen , Adrian Riekert

We develop a framework for analyzing the training and learning rate dynamics on a large class of high-dimensional optimization problems, which we call the high line, trained using one-pass stochastic gradient descent (SGD) with adaptive…

Stochastic gradient descent (SGD) is a standard optimization method to minimize a training error with respect to network parameters in modern neural network learning. However, it typically suffers from proliferation of saddle points in the…

Machine Learning · Computer Science 2017-11-23 Haiping Huang , Taro Toyoizumi

This work is a part of ICLR Reproducibility Challenge 2019, we try to reproduce the results in the conference submission PADAM: Closing The Generalization Gap of Adaptive Gradient Methods In Training Deep Neural Networks. Adaptive gradient…

Machine Learning · Computer Science 2019-01-29 Harshal Mittal , Kartikey Pandey , Yash Kant

Adaptive learning rate methods have been successfully applied in many fields, especially in training deep neural networks. Recent results have shown that adaptive methods with exponential increasing weights on squared past gradients (i.e.,…

Machine Learning · Computer Science 2021-01-05 Hui Zhong , Zaiyi Chen , Chuan Qin , Zai Huang , Vincent W. Zheng , Tong Xu , Enhong Chen

Adaptive gradient methods, such as AdaGrad, have become fundamental tools in deep learning. Despite their widespread use, the asymptotic convergence of AdaGrad remains poorly understood in non-convex scenarios. In this work, we present the…

Optimization and Control · Mathematics 2026-01-06 Ruinan Jin , Xiaoyu Wang

Adaptive gradient methods have become popular in optimizing deep neural networks; recent examples include AdaGrad and Adam. Although Adam usually converges faster, variations of Adam, for instance, the AdaBelief algorithm, have been…

Machine Learning · Computer Science 2024-10-29 Kushal Chakrabarti , Nikhil Chopra

Neural network training is inherently sequential where the layers finish the forward propagation in succession, followed by the calculation and back-propagation of gradients (based on a loss function) starting from the last layer. The…

Machine Learning · Computer Science 2023-12-01 Vahid Janfaza , Shantanu Mandal , Farabi Mahmud , Abdullah Muzahid

Adaptive gradient methods such as Adam have gained extreme popularity due to their success in training complex neural networks and less sensitivity to hyperparameter tuning compared to SGD. However, it has been recently shown that Adam can…

Machine Learning · Computer Science 2019-12-11 Pedro Savarese

We propose an algorithm for the adaptation of the learning rate for stochastic gradient descent (SGD) that avoids the need for validation set use. The idea for the adaptiveness comes from the technique of extrapolation: to get an estimate…

Machine Learning · Statistics 2020-08-28 Antti Koskela , Antti Honkela

This paper investigates different vector step-size adaptation approaches for non-stationary online, continual prediction problems. Vanilla stochastic gradient descent can be considerably improved by scaling the update with a vector of…

Machine Learning · Computer Science 2019-12-16 Andrew Jacobsen , Matthew Schlegel , Cameron Linke , Thomas Degris , Adam White , Martha White

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

Variance reduction (VR) methods for finite-sum minimization typically require the knowledge of problem-dependent constants that are often unknown and difficult to estimate. To address this, we use ideas from adaptive gradient methods to…

Machine Learning · Computer Science 2021-11-04 Benjamin Dubois-Taine , Sharan Vaswani , Reza Babanezhad , Mark Schmidt , Simon Lacoste-Julien

Adaptive gradient methods (AGMs) have become popular in optimizing the nonconvex problems in deep learning area. We revisit AGMs and identify that the adaptive learning rate (A-LR) used by AGMs varies significantly across the dimensions of…

Machine Learning · Computer Science 2019-09-12 Qianqian Tong , Guannan Liang , Jinbo Bi

Adaptive gradient methods including Adam, AdaGrad, and their variants have been very successful for training deep learning models, such as neural networks. Meanwhile, given the need for distributed computing, distributed optimization…

Machine Learning · Computer Science 2021-09-08 Xiangyi Chen , Belhal Karimi , Weijie Zhao , Ping Li

We introduce Adam, an algorithm for first-order gradient-based optimization of stochastic objective functions, based on adaptive estimates of lower-order moments. The method is straightforward to implement, is computationally efficient, has…

Machine Learning · Computer Science 2017-01-31 Diederik P. Kingma , Jimmy Ba

In this paper, we try to uncover the second-order essence of several first-order optimization methods. For Nesterov Accelerated Gradient, we rigorously prove that the algorithm makes use of the difference between past and current gradients,…

Machine Learning · Computer Science 2019-12-23 Yuzheng Hu , Licong Lin , Shange Tang

The convolutional neural networks (CNNs) are generally trained using stochastic gradient descent (SGD) based optimization techniques. The existing SGD optimizers generally suffer with the overshooting of the minimum and oscillation near…

Machine Learning · Computer Science 2022-09-20 Shiv Ram Dubey , S. H. Shabbeer Basha , Satish Kumar Singh , Bidyut Baran Chaudhuri

Network resource allocation shows revived popularity in the era of data deluge and information explosion. Existing stochastic optimization approaches fall short in attaining a desirable cost-delay tradeoff. Recognizing the central role of…

Systems and Control · Computer Science 2017-11-02 Tianyi Chen , Qing Ling , Georgios B. Giannakis

With the increasing practicality of deep learning applications, practitioners are inevitably faced with datasets corrupted by noise from various sources such as measurement errors, mislabeling, and estimated surrogate inputs/outputs that…

Machine Learning · Computer Science 2023-08-30 Wendyam Eric Lionel Ilboudo , Taisuke Kobayashi , Takamitsu Matsubara
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