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With the growing importance of large network models and enormous training datasets, GPUs have become increasingly necessary to train neural networks. This is largely because conventional optimization algorithms rely on stochastic gradient…

Machine Learning · Computer Science 2016-05-09 Gavin Taylor , Ryan Burmeister , Zheng Xu , Bharat Singh , Ankit Patel , Tom Goldstein

Based on SGD, previous works have proposed many algorithms that have improved convergence speed and generalization in stochastic optimization, such as SGDm, AdaGrad, Adam, etc. However, their convergence analysis under non-convex conditions…

Machine Learning · Computer Science 2024-02-05 Yichuan Deng , Zhao Song , Chiwun Yang

Stochastic gradient descent (SGD) is a standard optimization method to minimize a training error with respect to network parameters in modern neural network learning. However, it typically suffers from proliferation of saddle points in the…

Machine Learning · Computer Science 2017-11-23 Haiping Huang , Taro Toyoizumi

State-of-the-art training algorithms for deep learning models are based on stochastic gradient descent (SGD). Recently, many variations have been explored: perturbing parameters for better accuracy (such as in Extragradient), limiting SGD…

Machine Learning · Computer Science 2022-03-23 Amirkeivan Mohtashami , Martin Jaggi , Sebastian U. Stich

Stochastic Gradient Descent (SGD) and its variants are the most used algorithms in machine learning applications. In particular, SGD with adaptive learning rates and momentum is the industry standard to train deep networks. Despite the…

Machine Learning · Statistics 2020-07-29 Xiaoyu Li , Francesco Orabona

In deep learning, different kinds of deep networks typically need different optimizers, which have to be chosen after multiple trials, making the training process inefficient. To relieve this issue and consistently improve the model…

Machine Learning · Computer Science 2024-12-02 Xingyu Xie , Pan Zhou , Huan Li , Zhouchen Lin , Shuicheng Yan

Training Artificial Neural Networks poses a challenging and critical problem in machine learning. Despite the effectiveness of gradient-based learning methods, such as Stochastic Gradient Descent (SGD), in training neural networks, they do…

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

With the recent proliferation of large-scale learning problems,there have been a lot of interest on distributed machine learning algorithms, particularly those that are based on stochastic gradient descent (SGD) and its variants. However,…

Machine Learning · Computer Science 2015-12-07 Ruiliang Zhang , Shuai Zheng , James T. Kwok

The Stochastic Gradient Descent method (SGD) and its stochastic variants have become methods of choice for solving finite-sum optimization problems arising from machine learning and data science thanks to their ability to handle large-scale…

Optimization and Control · Mathematics 2024-03-06 Trang H. Tran , Quoc Tran-Dinh , Lam M. Nguyen

Alternating minimization (AM) procedures are practically efficient in many applications for solving convex and non-convex optimization problems. On the other hand, Nesterov's accelerated gradient is theoretically optimal first-order method…

Optimization and Control · Mathematics 2021-09-16 Sergey Guminov , Pavel Dvurechensky , Nazarii Tupitsa , Alexander Gasnikov

Stochastic nested optimization, including stochastic compositional, min-max and bilevel optimization, is gaining popularity in many machine learning applications. While the three problems share the nested structure, existing works often…

Machine Learning · Statistics 2021-06-28 Tianyi Chen , Yuejiao Sun , Wotao Yin

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

Empirically, it has been observed that adding momentum to Stochastic Gradient Descent (SGD) accelerates the convergence of the algorithm. However, the literature has been rather pessimistic, even in the case of convex functions, about the…

Optimization and Control · Mathematics 2025-01-27 Julien Hermant , Marien Renaud , Jean-François Aujol , Charles Dossal , Aude Rondepierre

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

Decoupled learning is a branch of model parallelism which parallelizes the training of a network by splitting it depth-wise into multiple modules. Techniques from decoupled learning usually lead to stale gradient effect because of their…

Machine Learning · Computer Science 2020-12-08 Huiping Zhuang , Zhiping Lin , Kar-Ann Toh

Meta-learning synthesizes and leverages the knowledge from a given set of tasks to rapidly learn new tasks using very little data. Meta-learning of linear regression tasks, where the regressors lie in a low-dimensional subspace, is an…

Machine Learning · Computer Science 2021-05-19 Kiran Koshy Thekumparampil , Prateek Jain , Praneeth Netrapalli , Sewoong Oh

This paper considers the decentralized convex optimization problem, which has a wide range of applications in large-scale machine learning, sensor networks, and control theory. We propose novel algorithms that achieve optimal computation…

Machine Learning · Computer Science 2023-10-11 Haishan Ye , Luo Luo , Ziang Zhou , Tong Zhang

We study the convergence of accelerated stochastic gradient descent for strongly convex objectives under the growth condition, which states that the variance of stochastic gradient is bounded by a multiplicative part that grows with the…

Optimization and Control · Mathematics 2023-11-01 You-Lin Chen , Sen Na , Mladen Kolar

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