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Adam-type optimizers, as a class of adaptive moment estimation methods with the exponential moving average scheme, have been successfully used in many applications of deep learning. Such methods are appealing due to the capability on…

Machine Learning · Computer Science 2020-12-17 Bingxin Zhou , Xuebin Zheng , Junbin Gao

Recently, sharpness-aware minimization (SAM) has attracted much attention because of its surprising effectiveness in improving generalization performance. However, compared to stochastic gradient descent (SGD), it is more prone to getting…

Machine Learning · Computer Science 2024-09-11 Chengli Tan , Jiangshe Zhang , Junmin Liu , Yicheng Wang , Yunda Hao

The goal of this paper is to debunk and dispel the magic behind black-box optimizers and stochastic optimizers. It aims to build a solid foundation on how and why the techniques work. This manuscript crystallizes this knowledge by deriving…

Machine Learning · Computer Science 2024-01-15 Jun Lu

In this paper, we try to uncover the second-order essence of several first-order optimization methods. For Nesterov Accelerated Gradient, we rigorously prove that the algorithm makes use of the difference between past and current gradients,…

Machine Learning · Computer Science 2019-12-23 Yuzheng Hu , Licong Lin , Shange Tang

We develop the theory of Energy Conserving Descent (ECD) and introduce ECDSep, a gradient-based optimization algorithm able to tackle convex and non-convex optimization problems. The method is based on the novel ECD framework of…

Machine Learning · Computer Science 2023-06-02 G. Bruno De Luca , Alice Gatti , Eva Silverstein

Adaptive gradient-based optimization methods such as \textsc{Adagrad}, \textsc{Rmsprop}, and \textsc{Adam} are widely used in solving large-scale machine learning problems including deep learning. A number of schemes have been proposed in…

Machine Learning · Computer Science 2019-05-30 Parvin Nazari , Davoud Ataee Tarzanagh , George Michailidis

Stochastic gradient descent (\textsc{Sgd}) methods are the most powerful optimization tools in training machine learning and deep learning models. Moreover, acceleration (a.k.a. momentum) methods and diagonal scaling (a.k.a. adaptive…

Machine Learning · Statistics 2018-10-02 Qi Deng , Yi Cheng , Guanghui Lan

Overshoot is a novel, momentum-based stochastic gradient descent optimization method designed to enhance performance beyond standard and Nesterov's momentum. In conventional momentum methods, gradients from previous steps are aggregated…

Machine Learning · Computer Science 2025-01-17 Jakub Kopal , Michal Gregor , Santiago de Leon-Martinez , Jakub Simko

Gradient descent algorithm is the most utilized method when optimizing machine learning issues. However, there exists many local minimums and saddle points in the loss function, especially for high dimensional non-convex optimization…

Machine Learning · Computer Science 2021-07-19 Zhicheng Cai

In this article we introduce an algorithm for mitigating the adverse effects of noise on gradient descent in variational quantum algorithms. This is accomplished by computing a {\emph{regularized}} local classical approximation to the…

Quantum Physics · Physics 2024-03-07 Lars Simon , Holger Eble , Hagen-Henrik Kowalski , Manuel Radons

In our work, we propose a novel yet simple approach to obtain an adaptive learning rate for gradient-based descent methods on classification tasks. Instead of the traditional approach of selecting adaptive learning rates via the decayed…

Machine Learning · Computer Science 2023-04-21 Neel Mishra , Pawan Kumar

Optimization algorithms are pivotal in advancing various scientific and industrial fields but often encounter obstacles such as trapping in local minima, saddle points, and plateaus (flat regions), which makes the convergence to reasonable…

Optimization and Control · Mathematics 2026-01-15 Amir M. Vahedi , Horea T. Ilies

Motivated by broad applications in machine learning, we study the popular accelerated stochastic gradient descent (ASGD) algorithm for solving (possibly nonconvex) optimization problems. We characterize the finite-time performance of this…

Optimization and Control · Mathematics 2020-10-20 Thinh T. Doan , Lam M. Nguyen , Nhan H. Pham , Justin Romberg

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

There introduce Particle Optimized Gradient Descent (POGD), an algorithm based on the gradient descent but integrates the particle swarm optimization (PSO) principle to achieve the iteration. From the experiments, this algorithm has…

Machine Learning · Computer Science 2022-10-20 Feihu Han , Sida Xing , Sui Yang Khoo

First-order methods with momentum such as Nesterov's fast gradient method are very useful for convex optimization problems, but can exhibit undesirable oscillations yielding slow convergence rates for some applications. An adaptive…

Optimization and Control · Mathematics 2019-06-14 Donghwan Kim , Jeffrey A. Fessler

We introduce Kalman Gradient Descent, a stochastic optimization algorithm that uses Kalman filtering to adaptively reduce gradient variance in stochastic gradient descent by filtering the gradient estimates. We present both a theoretical…

Machine Learning · Statistics 2018-10-30 James Vuckovic

Adaptive Moment Estimation (ADAM) is a very popular training algorithm for deep neural networks and belongs to the family of adaptive gradient descent optimizers. However to the best of the authors knowledge no complete convergence analysis…

Machine Learning · Computer Science 2021-02-22 Sebastian Bock , Martin Georg Weiß

Since Nesterov's seminal 1983 work, many accelerated first-order optimization methods have been proposed, but their analyses lacks a common unifying structure. In this work, we identify a geometric structure satisfied by a wide range of…

Optimization and Control · Mathematics 2021-11-05 Jongmin Lee , Chanwoo Park , Ernest K. Ryu

Natural gradient descent is a principled method for adapting the parameters of a statistical model on-line using an underlying Riemannian parameter space to redefine the direction of steepest descent. The algorithm is examined via methods…

Disordered Systems and Neural Networks · Physics 2009-10-31 Magnus Rattray , David Saad