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Following the introduction of Adam, several novel adaptive optimizers for deep learning have been proposed. These optimizers typically excel in some tasks but may not outperform Adam uniformly across all tasks. In this work, we introduce…

Machine Learning · Computer Science 2024-06-18 Kaan Ozkara , Can Karakus , Parameswaran Raman , Mingyi Hong , Shoham Sabach , Branislav Kveton , Volkan Cevher

Training deep neural networks is a challenging task. In order to speed up training and enhance the performance of deep neural networks, we rectify the vanilla conjugate gradient as conjugate-gradient-like and incorporate it into the generic…

Machine Learning · Computer Science 2025-01-09 Jiawu Tian , Liwei Xu , Xiaowei Zhang , Yongqi Li

This paper presents a novel neural network training approach for faster convergence and better generalization abilities in deep reinforcement learning. Particularly, we focus on the enhancement of training and evaluation performance in…

Machine Learning · Computer Science 2020-05-26 Mohammed Sharafath Abdul Hameed , Gavneet Singh Chadha , Andreas Schwung , Steven X. Ding

Adaptive gradient methods, such as AdaGrad, are among the most successful optimization algorithms for neural network training. While these methods are known to achieve better dimensional dependence than stochastic gradient descent (SGD) for…

Optimization and Control · Mathematics 2025-06-09 Ruichen Jiang , Devyani Maladkar , Aryan Mokhtari

Adaptive gradient methods have been widely adopted in training large-scale deep neural networks, especially large foundation models. Despite the huge success in practice, their theoretical advantages over classical gradient methods with…

Machine Learning · Computer Science 2024-10-15 Yuxing Liu , Rui Pan , Tong Zhang

Stochastic Gradient Descent (SGD) methods see many uses in optimization problems. Modifications to the algorithm, such as momentum-based SGD methods have been known to produce better results in certain cases. Much of this, however, is due…

Machine Learning · Computer Science 2025-04-22 Eric Lu

First-order stochastic optimization methods are currently the most widely used class of methods for training deep neural networks. However, the choice of the optimizer has become an ad-hoc rule that can significantly affect the performance.…

Machine Learning · Computer Science 2020-10-21 Samy Jelassi , Aaron Defazio

Most popular optimizers for deep learning can be broadly categorized as adaptive methods (e.g. Adam) and accelerated schemes (e.g. stochastic gradient descent (SGD) with momentum). For many models such as convolutional neural networks…

Machine Learning · Computer Science 2020-12-22 Juntang Zhuang , Tommy Tang , Yifan Ding , Sekhar Tatikonda , Nicha Dvornek , Xenophon Papademetris , James S. Duncan

From a simplified analysis of adaptive methods, we derive AvaGrad, a new optimizer which outperforms SGD on vision tasks when its adaptability is properly tuned. We observe that the power of our method is partially explained by a decoupling…

Machine Learning · Computer Science 2020-03-18 Pedro Savarese , David McAllester , Sudarshan Babu , Michael Maire

Stochastic Gradient Descent (SGD) is a workhorse in machine learning, yet its slow convergence can be a computational bottleneck. Variance reduction techniques such as SAG, SVRG and SAGA have been proposed to overcome this weakness,…

Machine Learning · Computer Science 2016-02-29 Thomas Hofmann , Aurelien Lucchi , Simon Lacoste-Julien , Brian McWilliams

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

Although stochastic gradient descent (SGD) method and its variants (e.g., stochastic momentum methods, AdaGrad) are the choice of algorithms for solving non-convex problems (especially deep learning), there still remain big gaps between the…

Optimization and Control · Mathematics 2019-03-07 Zaiyi Chen , Zhuoning Yuan , Jinfeng Yi , Bowen Zhou , Enhong Chen , Tianbao Yang

Momentum based stochastic gradient methods such as heavy ball (HB) and Nesterov's accelerated gradient descent (NAG) method are widely used in practice for training deep networks and other supervised learning models, as they often provide…

Machine Learning · Computer Science 2018-08-02 Rahul Kidambi , Praneeth Netrapalli , Prateek Jain , Sham M. Kakade

This work is substituted by the paper in arXiv:2011.14066. Stochastic gradient descent is the de facto algorithm for training deep neural networks (DNNs). Despite its popularity, it still requires fine tuning in order to achieve its best…

Machine Learning · Statistics 2020-12-02 Vatsal Shah , Anastasios Kyrillidis , Sujay Sanghavi

Stochastic gradient descent (SGD) optimization methods such as the plain vanilla SGD method and the popular Adam optimizer are nowadays the method of choice in the training of artificial neural networks (ANNs). Despite the remarkable…

Optimization and Control · Mathematics 2024-02-09 Arnulf Jentzen , Adrian Riekert

Gradient clipping is commonly used in training deep neural networks partly due to its practicability in relieving the exploding gradient problem. Recently, \citet{zhang2019gradient} show that clipped (stochastic) Gradient Descent (GD)…

Machine Learning · Computer Science 2020-10-30 Bohang Zhang , Jikai Jin , Cong Fang , Liwei Wang

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) with stochastic momentum is popular in nonconvex stochastic optimization and particularly for the training of deep neural networks. In standard SGD, parameters are updated by improving along the path of the…

Machine Learning · Computer Science 2021-06-08 Jun-Kun Wang , Chi-Heng Lin , Jacob Abernethy

Stochastic gradient descent (SGD) has taken the stage as the primary workhorse for large-scale machine learning. It is often used with its adaptive variants such as AdaGrad, Adam, and AMSGrad. This paper proposes an adaptive stochastic…

Machine Learning · Computer Science 2021-01-01 Tianyi Chen , Ziye Guo , Yuejiao Sun , Wotao Yin

The plain stochastic gradient descent and momentum stochastic gradient descent have extremely wide applications in deep learning due to their simple settings and low computational complexity. The momentum stochastic gradient descent uses…

Machine Learning · Computer Science 2021-06-15 Kun Zeng , Jinlan Liu , Zhixia Jiang , Dongpo Xu