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Stochastic gradient descent (SGD) with momentum is widely used for training modern deep learning architectures. While it is well-understood that using momentum can lead to faster convergence rate in various settings, it has also been…

Machine Learning · Computer Science 2022-07-14 Samy Jelassi , Yuanzhi Li

Accelerated gradient-based methods are being extensively used for solving non-convex machine learning problems, especially when the data points are abundant or the available data is distributed across several agents. Two of the prominent…

Machine Learning · Computer Science 2021-10-04 Kushal Chakrabarti , Nikhil Chopra

We present the remote stochastic gradient (RSG) method, which computes the gradients at configurable remote observation points, in order to improve the convergence rate and suppress gradient noise at the same time for different curvatures.…

Machine Learning · Computer Science 2020-09-08 Yushu Chen , Hao Jing , Wenlai Zhao , Zhiqiang Liu , Ouyi Li , Liang Qiao , Wei Xue , Guangwen Yang

In this paper, we present a distributed variant of adaptive stochastic gradient method for training deep neural networks in the parameter-server model. To reduce the communication cost among the workers and server, we incorporate two types…

Machine Learning · Computer Science 2021-06-16 Congliang Chen , Li Shen , Haozhi Huang , Wei Liu

We propose a continuous-time scheme for large-scale optimization that introduces individual, adaptive momentum coefficients regulated by the kinetic energy of each model parameter. This approach automatically adjusts to local landscape…

Machine Learning · Computer Science 2026-02-03 Aikaterini Karoni , Rajit Rajpal , Benedict Leimkuhler , Gabriel Stoltz

Adam is one of the most popular optimization algorithms in deep learning. However, it is known that Adam does not converge in theory unless choosing a hyperparameter, i.e., $\beta_2$, in a problem-dependent manner. There have been many…

We introduce MADGRAD, a novel optimization method in the family of AdaGrad adaptive gradient methods. MADGRAD shows excellent performance on deep learning optimization problems from multiple fields, including classification and…

Machine Learning · Computer Science 2021-08-27 Aaron Defazio , Samy Jelassi

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

The stochastic gradient descent (SGD) optimizers are generally used to train the convolutional neural networks (CNNs). In recent years, several adaptive momentum based SGD optimizers have been introduced, such as Adam, diffGrad, Radam and…

Computer Vision and Pattern Recognition · Computer Science 2022-10-14 Shiv Ram Dubey , Satish Kumar Singh , Bidyut Baran Chaudhuri

In this paper, we provide a rigorous proof of convergence of the Adaptive Moment Estimate (Adam) algorithm for a wide class of optimization objectives. Despite the popularity and efficiency of the Adam algorithm in training deep neural…

Optimization and Control · Mathematics 2023-11-08 Haochuan Li , Alexander Rakhlin , Ali Jadbabaie

Establishing a fast rate of convergence for optimization methods is crucial to their applicability in practice. With the increasing popularity of deep learning over the past decade, stochastic gradient descent and its adaptive variants…

Optimization and Control · Mathematics 2022-01-03 Adityanarayanan Radhakrishnan , Mikhail Belkin , Caroline Uhler

This paper proposes a conjugate-gradient-based Adam algorithm blending Adam with nonlinear conjugate gradient methods and shows its convergence analysis. Numerical experiments on text classification and image classification show that the…

Optimization and Control · Mathematics 2020-03-04 Yu Kobayashi , Hideaki Iiduka

Through theoretical and experimental validation, unlike all existing adaptive methods like Adam which penalize frequently-changing parameters and are only applicable to sparse gradients, we propose the simplest SGD enhanced method,…

Machine Learning · Computer Science 2023-10-04 Gongyue Zhang , Dinghuang Zhang , Shuwen Zhao , Donghan Liu , Carrie M. Toptan , Honghai Liu

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

Stochastic gradient descent (SGD) algorithm and its variations have been effectively used to optimize neural network models. However, with the rapid growth of big data and deep learning, SGD is no longer the most suitable choice due to its…

Machine Learning · Computer Science 2024-02-13 Anuraganand Sharma

Training deep neural networks is challenging. To accelerate training and enhance performance, we propose PadamP, a novel optimization algorithm. PadamP is derived by applying the adaptive estimation of the p-th power of the second-order…

Optimization and Control · Mathematics 2025-03-14 Yongqi Li , Xiaowei Zhang

Training a neural network (NN) typically relies on some type of curve-following method, such as gradient descent (GD) (and stochastic gradient descent (SGD)), ADADELTA, ADAM or limited memory algorithms. Convergence for these algorithms…

Machine Learning · Computer Science 2023-05-08 Michael A Kouritzin , Stephen Styles , Beatrice-Helen Vritsiou

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

In this paper, we propose a novel accelerated stochastic gradient method with momentum, which momentum is the weighted average of previous gradients. The weights decays inverse proportionally with the iteration times. Stochastic gradient…

Machine Learning · Computer Science 2020-06-02 Liang Liu , Xiaopeng Luo

Compressed Stochastic Gradient Descent (SGD) algorithms have been recently proposed to address the communication bottleneck in distributed and decentralized optimization problems, such as those that arise in federated machine learning.…

Machine Learning · Statistics 2022-07-21 Adarsh M. Subramaniam , Akshayaa Magesh , Venugopal V. Veeravalli
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