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Stochastic gradient algorithms have been the main focus of large-scale learning problems and they led to important successes in machine learning. The convergence of SGD depends on the careful choice of learning rate and the amount of the…

Machine Learning · Computer Science 2015-11-03 Caglar Gulcehre , Marcin Moczulski , Yoshua Bengio

Adam-type optimizers, as a class of adaptive moment estimation methods with the exponential moving average scheme, have been successfully used in many applications of deep learning. Such methods are appealing due to the capability on…

Machine Learning · Computer Science 2020-12-17 Bingxin Zhou , Xuebin Zheng , Junbin Gao

While stochastic gradient descent (SGD) is still the most popular optimization algorithm in deep learning, adaptive algorithms such as Adam have established empirical advantages over SGD in some deep learning applications such as training…

Machine Learning · Computer Science 2023-06-02 Yan Pan , Yuanzhi Li

We propose a stochastic optimization method for minimizing loss functions, expressed as an expected value, that adaptively controls the batch size used in the computation of gradient approximations and the step size used to move along such…

Machine Learning · Computer Science 2020-03-04 Achraf Bahamou , Donald Goldfarb

Adaptive gradient methods have shown excellent performances for solving many machine learning problems. Although multiple adaptive gradient methods were recently studied, they mainly focus on either empirical or theoretical aspects and also…

Optimization and Control · Mathematics 2022-05-13 Feihu Huang , Junyi Li , Heng Huang

We introduce a general method for improving the convergence rate of gradient-based optimizers that is easy to implement and works well in practice. We demonstrate the effectiveness of the method in a range of optimization problems by…

Machine Learning · Computer Science 2018-08-23 Atilim Gunes Baydin , Robert Cornish , David Martinez Rubio , Mark Schmidt , Frank Wood

Adaptive moment methods have been remarkably successful in deep learning optimization, particularly in the presence of noisy and/or sparse gradients. We further the advantages of adaptive moment techniques by proposing a family of double…

Machine Learning · Statistics 2018-11-07 Kin Gutierrez , Jin Li , Cristian Challu , Artur Dubrawski

Stochastic gradient descent (SGD) and its many variants are the widespread optimization algorithms for training deep neural networks. However, SGD suffers from inevitable drawbacks, including vanishing gradients, lack of theoretical…

Machine Learning · Computer Science 2024-01-09 Zeinab Ebrahimi , Gustavo Batista , Mohammad Deghat

Stochastic gradient methods (SGMs) are the predominant approaches to train deep learning models. The adaptive versions (e.g., Adam and AMSGrad) have been extensively used in practice, partly because they achieve faster convergence than the…

Optimization and Control · Mathematics 2022-04-14 Yangyang Xu , Yibo Xu , Yonggui Yan , Colin Sutcher-Shepard , Leopold Grinberg , Jie Chen

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

Adaptive gradient methods have attracted much attention of machine learning communities due to the high efficiency. However their acceleration effect in practice, especially in neural network training, is hard to analyze, theoretically. The…

Optimization and Control · Mathematics 2020-06-15 Xunpeng Huang , Hao Zhou , Runxin Xu , Zhe Wang , Lei Li

Stochastic gradient descent (SGD) is an inherently sequential training algorithm--computing the gradient at batch $i$ depends on the model parameters learned from batch $i-1$. Prior approaches that break this dependence do not honor them…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-06-05 Saeed Maleki , Madan Musuvathi , Todd Mytkowicz , Olli Saarikivi , Tianju Xu , Vadim Eksarevskiy , Jaliya Ekanayake , Emad Barsoum

Current state-of-the-art optimizers are adaptive gradient-based optimization methods such as Adam. Recently, there has been an increasing interest in formulating gradient-based optimizers in a probabilistic framework for better modeling the…

Machine Learning · Computer Science 2025-04-21 Haotian Chen , Anna Kuzina , Babak Esmaeili , Jakub M Tomczak

Adaptive methods such as Adam and RMSProp are widely used in deep learning but are not well understood. In this paper, we seek a crisp, clean and precise characterization of their behavior in nonconvex settings. To this end, we first…

Machine Learning · Computer Science 2020-02-04 Matthew Staib , Sashank J. Reddi , Satyen Kale , Sanjiv Kumar , Suvrit Sra

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

Adaptive gradient methods are workhorses in deep learning. However, the convergence guarantees of adaptive gradient methods for nonconvex optimization have not been thoroughly studied. In this paper, we provide a fine-grained convergence…

Machine Learning · Computer Science 2024-06-21 Dongruo Zhou , Jinghui Chen , Yuan Cao , Ziyan Yang , Quanquan Gu

Convolutional neural networks (CNNs) are trained using stochastic gradient descent (SGD)-based optimizers. Recently, the adaptive moment estimation (Adam) optimizer has become very popular due to its adaptive momentum, which tackles the…

Machine Learning · Computer Science 2023-09-12 S. K. Roy , M. E. Paoletti , J. M. Haut , S. R. Dubey , P. Kar , A. Plaza , B. B. Chaudhuri

Stochastic gradient descent (SGD) optimization methods are nowadays the method of choice for the training of deep neural networks (DNNs) in artificial intelligence systems. In practically relevant training problems, usually not the plain…

Optimization and Control · Mathematics 2024-08-01 Steffen Dereich , Arnulf Jentzen

Modern adaptive optimization methods, such as Adam and its variants, have emerged as the most widely used tools in deep learning over recent years. These algorithms offer automatic mechanisms for dynamically adjusting the update step based…

Machine Learning · Computer Science 2025-02-12 Son Nguyen , Bo Liu , Lizhang Chen , Qiang Liu

Adaptive optimization methods have been widely used in deep learning. They scale the learning rates adaptively according to the past gradient, which has been shown to be effective to accelerate the convergence. However, they suffer from…

Machine Learning · Computer Science 2021-07-06 Hongwei Zhang , Weidong Zou , Hongbo Zhao , Qi Ming , Tijin Yan , Yuanqing Xia , Weipeng Cao