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Gradient-based iterative optimization methods are the workhorse of modern machine learning. They crucially rely on careful tuning of parameters like learning rate and momentum. However, one typically sets them using heuristic approaches…

Machine Learning · Computer Science 2025-12-05 Dravyansh Sharma

In this paper, we consider a general stochastic optimization problem which is often at the core of supervised learning, such as deep learning and linear classification. We consider a standard stochastic gradient descent (SGD) method with a…

Machine Learning · Statistics 2018-12-27 Lam M. Nguyen , Nam H. Nguyen , Dzung T. Phan , Jayant R. Kalagnanam , Katya Scheinberg

A scaled conjugate gradient method that accelerates existing adaptive methods utilizing stochastic gradients is proposed for solving nonconvex optimization problems with deep neural networks. It is shown theoretically that, whether with…

Machine Learning · Computer Science 2024-12-17 Naoki Sato , Koshiro Izumi , Hideaki Iiduka

We study a general class of bilevel problems, consisting in the minimization of an upper-level objective which depends on the solution to a parametric fixed-point equation. Important instances arising in machine learning include…

Machine Learning · Statistics 2020-07-13 Riccardo Grazzi , Luca Franceschi , Massimiliano Pontil , Saverio Salzo

Any gradient descent optimization requires to choose a learning rate. With deeper and deeper models, tuning that learning rate can easily become tedious and does not necessarily lead to an ideal convergence. We propose a variation of the…

Machine Learning · Statistics 2018-04-10 Mathieu Ravaut , Satya Gorti

Stochastic gradient descent (SGD) is a popular and efficient method with wide applications in training deep neural nets and other nonconvex models. While the behavior of SGD is well understood in the convex learning setting, the existing…

Machine Learning · Computer Science 2019-12-16 Yunwen Lei , Ting Hu , Guiying Li , Ke Tang

For strongly convex objectives that are smooth, the classical theory of gradient descent ensures linear convergence relative to the number of gradient evaluations. An analogous nonsmooth theory is challenging. Even when the objective is…

Optimization and Control · Mathematics 2023-01-19 X. Y. Han , Adrian S. Lewis

We propose a new stochastic gradient method for optimizing the sum of a finite set of smooth functions, where the sum is strongly convex. While standard stochastic gradient methods converge at sublinear rates for this problem, the proposed…

Optimization and Control · Mathematics 2013-03-12 Nicolas Le Roux , Mark Schmidt , Francis Bach

In this paper, we propose a generic and simple strategy for utilizing stochastic gradient information in optimization. The technique essentially contains two consecutive steps in each iteration: 1) computing and normalizing each block…

Machine Learning · Computer Science 2018-04-24 Adams Wei Yu , Lei Huang , Qihang Lin , Ruslan Salakhutdinov , Jaime Carbonell

In this paper, we consider gradient methods for minimizing smooth convex functions, which employ the information obtained at the previous iterations in order to accelerate the convergence towards the optimal solution. This information is…

Optimization and Control · Mathematics 2021-06-02 Yurii Nesterov , Mihai I. Florea

It is known that training deep neural networks, in particular, deep convolutional networks, with aggressively reduced numerical precision is challenging. The stochastic gradient descent algorithm becomes unstable in the presence of noisy…

Machine Learning · Computer Science 2016-07-11 Darryl D. Lin , Sachin S. Talathi

Gradient descent-based optimization methods underpin the parameter training of neural networks, and hence comprise a significant component in the impressive test results found in a number of applications. Introducing stochasticity is key to…

Machine Learning · Computer Science 2021-06-01 Nikola B. Kovachki , Andrew M. Stuart

The rapid progress in machine learning in recent years has been based on a highly productive connection to gradient-based optimization. Further progress hinges in part on a shift in focus from pattern recognition to decision-making and…

Machine Learning · Computer Science 2024-02-27 Neha S. Wadia , Yatin Dandi , Michael I. Jordan

We address the challenge of estimating the learning rate for adaptive gradient methods used in training deep neural networks. While several learning-rate-free approaches have been proposed, they are typically tailored for steepest descent.…

Machine Learning · Computer Science 2024-01-09 Min-Kook Suh , Seung-Woo Seo

In this paper, we present some theoretical work to explain why simple gradient descent methods are so successful in solving non-convex optimization problems in learning large-scale neural networks (NN). After introducing a mathematical tool…

Machine Learning · Computer Science 2023-05-01 Hui Jiang

As deep learning models and datasets rapidly scale up, network training is extremely time-consuming and resource-costly. Instead of training on the entire dataset, learning with a small synthetic dataset becomes an efficient solution.…

Machine Learning · Computer Science 2022-08-02 Zixuan Jiang , Jiaqi Gu , Mingjie Liu , David Z. Pan

Randomly initialized first-order optimization algorithms are the method of choice for solving many high-dimensional nonconvex problems in machine learning, yet general theoretical guarantees cannot rule out convergence to critical points of…

Optimization and Control · Mathematics 2018-09-28 Dar Gilboa , Sam Buchanan , John Wright

We propose a new technique that boosts the convergence of training generative adversarial networks. Generally, the rate of training deep models reduces severely after multiple iterations. A key reason for this phenomenon is that a deep…

Machine Learning · Statistics 2018-06-15 Atsushi Nitanda , Taiji Suzuki

In this paper, we aim at providing an introduction to the gradient descent based optimization algorithms for learning deep neural network models. Deep learning models involving multiple nonlinear projection layers are very challenging to…

Machine Learning · Computer Science 2019-03-12 Jiawei Zhang

We examine the behavior of accelerated gradient methods in smooth nonconvex unconstrained optimization, focusing in particular on their behavior near strict saddle points. Accelerated methods are iterative methods that typically step along…

Optimization and Control · Mathematics 2018-10-09 Michael O'Neill , Stephen J. Wright
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