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This work proposes a novel adaptive linearized alternating direction multiplier method (LADMM) to convex optimization, which improves the convergence rate of the LADMM-based algorithm by adjusting step-size iteratively.The innovation of…

Optimization and Control · Mathematics 2024-07-04 Boran Wang

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

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

A major obstacle to achieving global convergence in distributed and federated learning is the misalignment of gradients across clients, or mini-batches due to heterogeneity and stochasticity of the distributed data. In this work, we show…

Machine Learning · Computer Science 2021-12-14 Yatin Dandi , Luis Barba , Martin Jaggi

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

We propose AdaNAG, an adaptive accelerated gradient method based on Nesterov's accelerated gradient method. AdaNAG is line-search-free, parameter-free, and achieves the accelerated convergence rates $f(x_k) - f_\star =…

Optimization and Control · Mathematics 2025-05-20 Jaewook J. Suh , Shiqian Ma

In this paper, we focus on the decentralized stochastic subgradient-based methods in minimizing nonsmooth nonconvex functions without Clarke regularity, especially in the decentralized training of nonsmooth neural networks. We propose a…

Optimization and Control · Mathematics 2026-01-07 Siyuan Zhang , Nachuan Xiao , Xin Liu

Adaptive gradient algorithm (AdaGrad) and its variants, such as RMSProp, Adam, AMSGrad, etc, have been widely used in deep learning. Although these algorithms are faster in the early phase of training, their generalization performance is…

Machine Learning · Computer Science 2021-09-14 Kun Zeng , Jinlan Liu , Zhixia Jiang , Dongpo Xu

The alternating direction method of multipliers (ADMM) is a powerful optimization solver in machine learning. Recently, stochastic ADMM has been integrated with variance reduction methods for stochastic gradient, leading to SAG-ADMM and…

Machine Learning · Computer Science 2016-10-18 Shuai Zheng , James T. Kwok

Stochastic Gradient Descent (SGD) is very useful in optimization problems with high-dimensional non-convex target functions, and hence constitutes an important component of several Machine Learning and Data Analytics methods. Recently there…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-11-11 Karl Bäckström , Marina Papatriantafilou , Philippas Tsigas

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

In recent years, spiking neural networks (SNNs) have gained momentum due to their high potential in time-series processing combined with minimal energy consumption. However, they still lack a dedicated and efficient training algorithm. The…

Machine Learning · Computer Science 2026-01-21 Giovanni Perin , Cesare Bidini , Riccardo Mazzieri , Michele Rossi

This paper deals with nonconvex stochastic optimization problems in deep learning and provides appropriate learning rates with which adaptive learning rate optimization algorithms, such as Adam and AMSGrad, can approximate a stationary…

Optimization and Control · Mathematics 2020-11-24 Hideaki Iiduka

Despite their frequent slow convergence, proximal gradient schemes are widely used in large-scale optimization tasks due to their tremendous stability, scalability, and ease of computation. In this paper, we develop and investigate a…

Computation · Statistics 2025-08-19 Nicholas C. Henderson , Ravi Varadhan

Training deep neural networks (DNNs) is an important and challenging optimization problem in machine learning due to its non-convexity and non-separable structure. The alternating minimization (AM) approaches split the composition structure…

Machine Learning · Computer Science 2023-04-05 Jintao Xu , Chenglong Bao , Wenxun Xing

Deep neural networks are usually trained with stochastic gradient descent (SGD), which minimizes objective function using very rough approximations of gradient, only averaging to the real gradient. Standard approaches like momentum or ADAM…

Machine Learning · Computer Science 2023-03-14 Jarek Duda

Data parallelism has become the de facto standard for training Deep Neural Network on multiple processing units. In this work we propose DC-S3GD, a decentralized (without Parameter Server) stale-synchronous version of the Delay-Compensated…

Machine Learning · Computer Science 2019-11-07 Alessandro Rigazzi

Stochastic gradient methods (SGMs) are predominant approaches for solving stochastic optimization. On smooth nonconvex problems, a few acceleration techniques have been applied to improve the convergence rate of SGMs. However, little…

Optimization and Control · Mathematics 2021-12-24 Yangyang Xu , Yibo Xu , Yonggui Yan , Jie Chen

Stochastic gradient descent (SGD) is a popular and efficient method with wide applications in training deep neural nets and other nonconvex models. While the behavior of SGD is well understood in the convex learning setting, the existing…

Machine Learning · Computer Science 2019-12-16 Yunwen Lei , Ting Hu , Guiying Li , Ke Tang

The vast majority of successful deep neural networks are trained using variants of stochastic gradient descent (SGD) algorithms. Recent attempts to improve SGD can be broadly categorized into two approaches: (1) adaptive learning rate…

Machine Learning · Computer Science 2019-12-04 Michael R. Zhang , James Lucas , Geoffrey Hinton , Jimmy Ba