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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

Stochastic gradient algorithms have been the main focus of large-scale learning problems and they led to important successes in machine learning. The convergence of SGD depends on the careful choice of learning rate and the amount of the…

Machine Learning · Computer Science 2015-11-03 Caglar Gulcehre , Marcin Moczulski , Yoshua Bengio

While stochastic gradient descent (SGD) is still the \emph{de facto} algorithm in deep learning, adaptive methods like Clipped SGD/Adam have been observed to outperform SGD across important tasks, such as attention models. The settings…

Optimization and Control · Mathematics 2020-10-26 Jingzhao Zhang , Sai Praneeth Karimireddy , Andreas Veit , Seungyeon Kim , Sashank J Reddi , Sanjiv Kumar , Suvrit Sra

Within the current sphere of deep learning research, despite the extensive application of optimization algorithms such as Stochastic Gradient Descent (SGD) and Adaptive Moment Estimation (Adam), there remains a pronounced inadequacy in…

Machine Learning · Computer Science 2025-10-30 Zhifeng Wang , Longlong Li , Chunyan Zeng

Adaptive Moment Estimation (Adam) is a cornerstone optimization algorithm in deep learning, widely recognized for its flexibility with adaptive learning rates and efficiency in handling large-scale data. However, despite its practical…

Machine Learning · Computer Science 2025-05-21 Ruinan Jin , Xiao Li , Yaoliang Yu , Baoxiang Wang

Despite their popularity in deep learning and machine learning in general, the theoretical properties of adaptive optimizers such as Adagrad, RMSProp, Adam or AdamW are not yet fully understood. In this paper, we develop a novel framework…

Machine Learning · Computer Science 2022-11-09 Han Nguyen , Hai Pham , Sashank J. Reddi , Barnabás Póczos

Stochastic gradient descent (SGD) optimization methods are nowadays the method of choice for the training of deep neural networks (DNNs) in artificial intelligence systems. In practically relevant training problems, usually not the plain…

Optimization and Control · Mathematics 2024-08-01 Steffen Dereich , Arnulf Jentzen

Stochastic gradient descent (SGD) is a widely used algorithm in machine learning, particularly for neural network training. Recent studies on SGD for canonical quadratic optimization or linear regression show it attains well generalization…

Machine Learning · Computer Science 2024-09-17 Haihan Zhang , Yuanshi Liu , Qianwen Chen , Cong Fang

Adaptive gradient methods like AdaGrad are widely used in optimizing neural networks. Yet, existing convergence guarantees for adaptive gradient methods require either convexity or smoothness, and, in the smooth setting, only guarantee…

Machine Learning · Computer Science 2019-10-22 Xiaoxia Wu , Simon S. Du , Rachel Ward

Adaptive gradient-descent optimizers are the standard choice for training neural network models. Despite their faster convergence than gradient-descent and remarkable performance in practice, the adaptive optimizers are not as well…

Machine Learning · Computer Science 2024-07-18 Kushal Chakrabarti , Mayank Baranwal

Heavy ball momentum is crucial in accelerating (stochastic) gradient-based optimization algorithms for machine learning. Existing heavy ball momentum is usually weighted by a uniform hyperparameter, which relies on excessive tuning.…

Machine Learning · Computer Science 2021-10-19 Tao Sun , Huaming Ling , Zuoqiang Shi , Dongsheng Li , Bao Wang

The adaptive moment estimation (Adam) optimizer proposed by Kingma & Ba (2014) is presumably the most popular stochastic gradient descent (SGD) optimization method for the training of deep neural networks (DNNs) in artificial intelligence…

Machine Learning · Computer Science 2026-03-20 Steffen Dereich , Thang Do , Arnulf Jentzen

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

Adam is shown not being able to converge to the optimal solution in certain cases. Researchers recently propose several algorithms to avoid the issue of non-convergence of Adam, but their efficiency turns out to be unsatisfactory in…

Machine Learning · Computer Science 2019-06-25 Zhiming Zhou , Qingru Zhang , Guansong Lu , Hongwei Wang , Weinan Zhang , Yong Yu

Optimization algorithms such as AdaGrad and Adam have significantly advanced the training of deep models by dynamically adjusting the learning rate during the optimization process. However, adhoc tuning of learning rates poses a challenge,…

Machine Learning · Computer Science 2024-12-30 Yuanzhe Tao , Huizhuo Yuan , Xun Zhou , Yuan Cao , Quanquan Gu

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…

Alternating Direction Method of Multipliers (ADMM) has been used successfully in many conventional machine learning applications and is considered to be a useful alternative to Stochastic Gradient Descent (SGD) as a deep learning optimizer.…

Optimization and Control · Mathematics 2021-07-07 Junxiang Wang , Fuxun Yu , Xiang Chen , Liang Zhao

While stochastic gradient descent (SGD) is still the most popular optimization algorithm in deep learning, adaptive algorithms such as Adam have established empirical advantages over SGD in some deep learning applications such as training…

Machine Learning · Computer Science 2023-06-02 Yan Pan , Yuanzhi Li

In contrast to SGD, adaptive gradient methods like Adam allow robust training of modern deep networks, especially large language models. However, the use of adaptivity not only comes at the cost of extra memory but also raises the…

Machine Learning · Computer Science 2022-07-20 Zhiyuan Li , Srinadh Bhojanapalli , Manzil Zaheer , Sashank J. Reddi , Sanjiv Kumar

Stochastic gradient descent (SGD) and adaptive gradient methods, such as Adam and RMSProp, have been widely used in training deep neural networks. We empirically show that while the difference between the standard generalization performance…

Machine Learning · Computer Science 2023-11-30 Avery Ma , Yangchen Pan , Amir-massoud Farahmand
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