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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

Beside the standard stochastic gradient descent (SGD) method, the Adam optimizer due to Kingma & Ba (2014) is currently probably the best-known optimization method for the training of deep neural networks in artificial intelligence (AI)…

Optimization and Control · Mathematics 2025-11-11 Steffen Dereich , Thang Do , Arnulf Jentzen , Philippe von Wurstemberger

Recently, sharpness-aware minimization (SAM) has attracted much attention because of its surprising effectiveness in improving generalization performance. However, compared to stochastic gradient descent (SGD), it is more prone to getting…

Machine Learning · Computer Science 2024-09-11 Chengli Tan , Jiangshe Zhang , Junmin Liu , Yicheng Wang , Yunda Hao

L$_2$ regularization and weight decay regularization are equivalent for standard stochastic gradient descent (when rescaled by the learning rate), but as we demonstrate this is \emph{not} the case for adaptive gradient algorithms, such as…

Machine Learning · Computer Science 2019-01-08 Ilya Loshchilov , Frank Hutter

Deep learning optimization relies heavily on the assumption of smooth loss landscapes, a condition systematically violated by modern architectures due to non-smooth components such as ReLU activations and quantization operators. In such…

Machine Learning · Computer Science 2026-05-29 Ruoran Xu , Borong She , Xiaobo Jin , Qiufeng Wang

In this work, to efficiently help escape the stationary and saddle points, we propose, analyze, and generalize a stochastic strategy performed as an operator for a first-order gradient descent algorithm in order to increase the target…

Machine Learning · Computer Science 2022-05-23 Wei Zhang , Yu Bao

Optimization methods (optimizers) get special attention for the efficient training of neural networks in the field of deep learning. In literature there are many papers that compare neural models trained with the use of different…

Machine Learning · Computer Science 2020-11-17 Nicola Landro , Ignazio Gallo , Riccardo La Grassa

A commonly used heuristic in non-convex optimization is Normalized Gradient Descent (NGD) - a variant of gradient descent in which only the direction of the gradient is taken into account and its magnitude ignored. We analyze this heuristic…

Machine Learning · Computer Science 2016-11-22 Kfir Y. Levy

Decentralized stochastic gradient descent (D-SGD) allows collaborative learning on massive devices simultaneously without the control of a central server. However, existing theories claim that decentralization invariably undermines…

Machine Learning · Computer Science 2023-11-10 Tongtian Zhu , Fengxiang He , Kaixuan Chen , Mingli Song , Dacheng Tao

This paper studies a class of adaptive gradient based momentum algorithms that update the search directions and learning rates simultaneously using past gradients. This class, which we refer to as the "Adam-type", includes the popular…

Machine Learning · Computer Science 2019-03-12 Xiangyi Chen , Sijia Liu , Ruoyu Sun , Mingyi Hong

This paper formalizes and analyzes Gaussian smoothing applied to two prominent optimization methods: Stochastic Gradient Descent (GSmoothSGD) and Adam (GSmoothAdam) in deep learning. By attenuating small fluctuations, Gaussian smoothing…

Optimization and Control · Mathematics 2024-11-19 Andrew Starnes , Clayton Webster

Stochastic methods with coordinate-wise adaptive stepsize (such as RMSprop and Adam) have been widely used in training deep neural networks. Despite their fast convergence, they can generalize worse than stochastic gradient descent. In this…

Machine Learning · Computer Science 2019-05-27 Shuai Zheng , James T. Kwok

This article introduces a novel family of optimization algorithms - Anisotropic Gaussian Smoothing Gradient Descent (AGS-GD), AGS-Stochastic Gradient Descent (AGS-SGD), and AGS-Adam - that employ anisotropic Gaussian smoothing to enhance…

Optimization and Control · Mathematics 2024-11-19 Andrew Starnes , Guannan Zhang , Viktor Reshniak , Clayton Webster

Stochastic optimization algorithms using exponential moving averages of the past gradients, such as ADAM, RMSProp and AdaGrad, have been having great successes in many applications, especially in training deep neural networks. ADAM in…

Machine Learning · Computer Science 2026-01-30 Ruiqi Wang , Diego Klabjan

Adaptive optimization methods are well known to achieve superior convergence relative to vanilla gradient methods. The traditional viewpoint in optimization, particularly in convex optimization, explains this improved performance by arguing…

Machine Learning · Computer Science 2022-11-07 Kaiqi Jiang , Dhruv Malik , Yuanzhi Li

Traditional analyses in non-convex optimization typically rely on the smoothness assumption, namely requiring the gradients to be Lipschitz. However, recent evidence shows that this smoothness condition does not capture the properties of…

Machine Learning · Computer Science 2022-08-25 Michael Crawshaw , Mingrui Liu , Francesco Orabona , Wei Zhang , Zhenxun Zhuang

Gradient descent algorithm is the most utilized method when optimizing machine learning issues. However, there exists many local minimums and saddle points in the loss function, especially for high dimensional non-convex optimization…

Machine Learning · Computer Science 2021-07-19 Zhicheng Cai

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

Stochastic gradient descent~(SGD) and its variants have been the dominating optimization methods in machine learning. Compared to SGD with small-batch training, SGD with large-batch training can better utilize the computational power of…

Machine Learning · Statistics 2024-04-16 Shen-Yi Zhao , Chang-Wei Shi , Yin-Peng Xie , Wu-Jun Li

Several variants of stochastic gradient descent (SGD) have been proposed to improve the learning effectiveness and efficiency when training deep neural networks, among which some recent influential attempts would like to adaptively control…

Machine Learning · Computer Science 2020-10-22 Jie Liu , Chen Lin , Chuming Li , Lu Sheng , Ming Sun , Junjie Yan , Wanli Ouyang
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