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The simplicity of gradient descent (GD) made it the default method for training ever-deeper and complex neural networks. Both loss functions and architectures are often explicitly tuned to be amenable to this basic local optimization. In…

Machine Learning · Computer Science 2019-04-30 Dmitrii Marin , Meng Tang , Ismail Ben Ayed , Yuri Boykov

Back-propagation is a popular machine learning algorithm that uses gradient descent in training neural networks for supervised learning, but can be very slow. A number of algorithms have been developed to speed up convergence and improve…

Neural and Evolutionary Computing · Computer Science 2020-09-29 Ho Ling Li

Gradient descent-based optimization methods underpin the parameter training of neural networks, and hence comprise a significant component in the impressive test results found in a number of applications. Introducing stochasticity is key to…

Machine Learning · Computer Science 2021-06-01 Nikola B. Kovachki , Andrew M. Stuart

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

Gradient descent optimization algorithms, while increasingly popular, are often used as black-box optimizers, as practical explanations of their strengths and weaknesses are hard to come by. This article aims to provide the reader with…

Machine Learning · Computer Science 2017-06-16 Sebastian Ruder

We consider problems of minimizing functionals $\mathcal{F}$ of probability measures on the Euclidean space. To propose an accelerated gradient descent algorithm for such problems, we consider gradient flow of transport maps that give…

Optimization and Control · Mathematics 2023-09-06 Ken'ichiro Tanaka

Variance reduction is a crucial tool for improving the slow convergence of stochastic gradient descent. Only a few variance-reduced methods, however, have yet been shown to directly benefit from Nesterov's acceleration techniques to match…

Optimization and Control · Mathematics 2020-10-30 Derek Driggs , Matthias J. Ehrhardt , Carola-Bibiane Schönlieb

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

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

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

Neural network optimization remains one of the most consequential yet poorly understood challenges in modern AI research, where improvements in training algorithms can lead to enhanced feature learning in foundation models,…

Machine Learning · Computer Science 2025-12-23 Ansh Nagwekar

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

The representation of functions by artificial neural networks depends on a large number of parameters in a non-linear fashion. Suitable parameters of these are found by minimizing a 'loss functional', typically by stochastic gradient…

Machine Learning · Computer Science 2021-09-16 Stephan Wojtowytsch

The performance of gradient-based optimization methods, such as standard gradient descent (GD), greatly depends on the choice of learning rate. However, it can require a non-trivial amount of user tuning effort to select an appropriate…

Machine Learning · Computer Science 2025-10-14 Nikola Surjanovic , Alexandre Bouchard-Côté , Trevor Campbell

The rapid progress in machine learning in recent years has been based on a highly productive connection to gradient-based optimization. Further progress hinges in part on a shift in focus from pattern recognition to decision-making and…

Machine Learning · Computer Science 2024-02-27 Neha S. Wadia , Yatin Dandi , Michael I. Jordan

We propose a stochastic optimization method for minimizing loss functions, expressed as an expected value, that adaptively controls the batch size used in the computation of gradient approximations and the step size used to move along such…

Machine Learning · Computer Science 2020-03-04 Achraf Bahamou , Donald Goldfarb

We propose a new method for unconstrained optimization of a smooth and strongly convex function, which attains the optimal rate of convergence of Nesterov's accelerated gradient descent. The new algorithm has a simple geometric…

Optimization and Control · Mathematics 2015-06-30 Sébastien Bubeck , Yin Tat Lee , Mohit Singh

Stochastic gradient descent (SGD) and its many variants are the widespread optimization algorithms for training deep neural networks. However, SGD suffers from inevitable drawbacks, including vanishing gradients, lack of theoretical…

Machine Learning · Computer Science 2024-01-09 Zeinab Ebrahimi , Gustavo Batista , Mohammad Deghat

Quantum machine learning and optimization are exciting new areas that have been brought forward by the breakthrough quantum algorithm of Harrow, Hassidim and Lloyd for solving systems of linear equations. The utility of {classical} linear…

Quantum Physics · Physics 2021-03-02 Iordanis Kerenidis , Anupam Prakash

Adaptive gradient optimization methods, such as Adam, are prevalent in training deep neural networks across diverse machine learning tasks due to their ability to achieve faster convergence. However, these methods often suffer from…

Machine Learning · Computer Science 2025-02-12 Abulikemu Abuduweili , Changliu Liu