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We introduce a novel framework for the estimation of the posterior distribution over the weights of a neural network, based on a new probabilistic interpretation of adaptive optimisation algorithms such as AdaGrad and Adam. We demonstrate…

Machine Learning · Statistics 2020-07-21 Samuel Kessler , Arnold Salas , Vincent W. C. Tan , Stefan Zohren , Stephen Roberts

Adaptive gradient methods such as Adam have gained increasing popularity in deep learning optimization. However, it has been observed that compared with (stochastic) gradient descent, Adam can converge to a different solution with a…

Machine Learning · Computer Science 2021-08-26 Difan Zou , Yuan Cao , Yuanzhi Li , Quanquan Gu

The best performing Binary Neural Networks (BNNs) are usually attained using Adam optimization and its multi-step training variants. However, to the best of our knowledge, few studies explore the fundamental reasons why Adam is superior to…

Machine Learning · Computer Science 2021-06-22 Zechun Liu , Zhiqiang Shen , Shichao Li , Koen Helwegen , Dong Huang , Kwang-Ting Cheng

Adaptive optimization algorithms, such as Adam and RMSprop, have shown better optimization performance than stochastic gradient descent (SGD) in some scenarios. However, recent studies show that they often lead to worse generalization…

Machine Learning · Computer Science 2018-09-19 Zijun Zhang , Lin Ma , Zongpeng Li , Chuan Wu

Adaptive gradient methods have become popular in optimizing deep neural networks; recent examples include AdaGrad and Adam. Although Adam usually converges faster, variations of Adam, for instance, the AdaBelief algorithm, have been…

Machine Learning · Computer Science 2024-10-29 Kushal Chakrabarti , Nikhil Chopra

Deep learning methods - usually consisting of a class of deep neural networks (DNNs) trained by a stochastic gradient descent (SGD) optimization method - are nowadays omnipresent in data-driven learning problems as well as in scientific…

Optimization and Control · Mathematics 2025-01-13 Steffen Dereich , Arnulf Jentzen , Adrian Riekert

We consider Bayesian optimization of the output of a network of functions, where each function takes as input the output of its parent nodes, and where the network takes significant time to evaluate. Such problems arise, for example, in…

Machine Learning · Computer Science 2022-01-03 Raul Astudillo , Peter I. Frazier

Bayesian optimization is an effective methodology for the global optimization of functions with expensive evaluations. It relies on querying a distribution over functions defined by a relatively cheap surrogate model. An accurate model for…

Bayesian methods promise to fix many shortcomings of deep learning, but they are impractical and rarely match the performance of standard methods, let alone improve them. In this paper, we demonstrate practical training of deep networks…

Neural Networks and Decision Trees: two popular techniques for supervised learning that are seemingly disconnected in their formulation and optimization method, have recently been combined in a single construct. The connection pivots on…

Machine Learning · Statistics 2020-02-27 Giuseppe Nuti , Lluís Antoni Jiménez Rugama , Kaspar Thommen

We consider the Bayesian optimal filtering problem: i.e. estimating some conditional statistics of a latent time-series signal from an observation sequence. Classical approaches often rely on the use of assumed or estimated transition and…

Machine Learning · Statistics 2023-03-16 Adrian N. Bishop , Edwin V. Bonilla

Adaptive optimization methods, which perform local optimization with a metric constructed from the history of iterates, are becoming increasingly popular for training deep neural networks. Examples include AdaGrad, RMSProp, and Adam. We…

Machine Learning · Statistics 2018-05-23 Ashia C. Wilson , Rebecca Roelofs , Mitchell Stern , Nathan Srebro , Benjamin Recht

Gradient-based first-order adaptive optimization methods such as the Adam optimizer are prevalent in training artificial networks, achieving the state-of-the-art results. This work attempts to answer the question whether it is viable for…

Neural and Evolutionary Computing · Computer Science 2022-12-20 Yukun Yang , Peng Li

Stochastic optimization plays a crucial role in the advancement of deep learning technologies. Over the decades, significant effort has been dedicated to improving the training efficiency and robustness of deep neural networks, via various…

Machine Learning · Computer Science 2024-08-21 Huixiu Jiang , Ling Yang , Yu Bao , Rutong Si , Sikun Yang

This paper establishes a mathematical foundation for the Adam optimizer, elucidating its connection to natural gradient descent through Riemannian and information geometry. We provide an accessible and detailed analysis of the diagonal…

Machine Learning · Computer Science 2024-09-05 Dongseong Hwang

In this work, we propose an optimization algorithm which we call norm-adapted gradient descent. This algorithm is similar to other gradient-based optimization algorithms like Adam or Adagrad in that it adapts the learning rate of stochastic…

Machine Learning · Computer Science 2020-10-14 David Sprunger

Stochastic gradient descent (SGD) is the main approach for training deep networks: it moves towards the optimum of the cost function by iteratively updating the parameters of a model in the direction of the gradient of the loss evaluated on…

Machine Learning · Computer Science 2021-03-30 Loris Nanni , Gianluca Maguolo , Alessandra Lumini

Is the standard weight decay in AdamW truly optimal? Although AdamW decouples weight decay from adaptive gradient scaling, a fundamental conflict remains: the Radial Tug-of-War. In deep learning, gradients tend to increase parameter norms…

Machine Learning · Computer Science 2026-02-06 Hao Chen , Jinghui Yuan , Hanmin Zhang

This research introduces a novel methodology for optimizing Bayesian Neural Networks (BNNs) by synergistically integrating them with traditional machine learning algorithms such as Random Forests (RF), Gradient Boosting (GB), and Support…

Machine Learning · Computer Science 2023-10-10 Peiwen Tan

Bayesian optimization is a popular and versatile approach that is well suited to solve challenging optimization problems. Their popularity comes from their effective minimization of expensive function evaluations, their capability to…

Optimization and Control · Mathematics 2026-05-14 André L. Marchildon , David W. Zingg
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