Related papers: Lookahead Optimizer: k steps forward, 1 step back
Stochastic optimization is a cornerstone of modern machine learning. This paper studies the generalization performance of two classical stochastic optimization algorithms: stochastic gradient descent (SGD) and Nesterov's accelerated…
Stochastic gradient descent (SGD) is commonly used for optimization in large-scale machine learning problems. Langford et al. (2009) introduce a sparse online learning method to induce sparsity via truncated gradient. With high-dimensional…
Over the last decade, a single algorithm has changed many facets of our lives - Stochastic Gradient Descent (SGD). In the era of ever decreasing loss functions, SGD and its various offspring have become the go-to optimization tool in…
Although adaptive optimization algorithms such as Adam show fast convergence in many machine learning tasks, this paper identifies a problem of Adam by analyzing its performance in a simple non-convex synthetic problem, showing that Adam's…
We propose a population-based Evolutionary Stochastic Gradient Descent (ESGD) framework for optimizing deep neural networks. ESGD combines SGD and gradient-free evolutionary algorithms as complementary algorithms in one framework in which…
Many adaptive optimization methods have been proposed and used in deep learning, in which Adam is regarded as the default algorithm and widely used in many deep learning frameworks. Recently, many variants of Adam, such as Adabound, RAdam…
Efficient classical optimizers are crucial in practical implementations of Variational Quantum Algorithms (VQAs). In particular, to make Stochastic Gradient Descent (SGD) resource efficient, adaptive strategies have been proposed to…
Averaging techniques such as Ruppert--Polyak averaging and exponential movering averaging (EMA) are powerful approaches to accelerate optimization procedures of stochastic gradient descent (SGD) optimization methods such as the popular ADAM…
Arguably the biggest challenge in applying neural networks is tuning the hyperparameters, in particular the learning rate. The sensitivity to the learning rate is due to the reliance on backpropagation to train the network. In this paper we…
The success of the Adam optimizer on a wide array of architectures has made it the default in settings where stochastic gradient descent (SGD) performs poorly. However, our theoretical understanding of this discrepancy is lagging,…
Bilevel optimization has been widely used in many machine learning applications such as hyperparameter optimization and meta learning. Recently, many simple stochastic gradient descent(SGD) type algorithms(without using momentum and…
In the era of large-scale neural network models, optimization algorithms often struggle with generalization due to an overreliance on training loss. One key insight widely accepted in the machine learning community is the idea that wide…
The Adam optimization method has achieved remarkable success in addressing contemporary challenges in stochastic optimization. This method falls within the realm of adaptive sub-gradient techniques, yet the underlying geometric principles…
We introduce Gravity, another algorithm for gradient-based optimization. In this paper, we explain how our novel idea change parameters to reduce the deep learning model's loss. It has three intuitive hyper-parameters that the best values…
Adaptive gradient methods such as AdaGrad and its variants update the stepsize in stochastic gradient descent on the fly according to the gradients received along the way; such methods have gained widespread use in large-scale optimization…
Optimization algorithms with momentum, e.g., (ADAM), have been widely used for building deep learning models due to the faster convergence rates compared with stochastic gradient descent (SGD). Momentum helps accelerate SGD in the relevant…
We consider stochastic convex optimization problems where the objective is an expectation over smooth functions. For this setting we suggest a novel gradient estimate that combines two recent mechanism that are related to notion of…
A number of recent adaptive optimizers improve the generalisation performance of Adam by essentially reducing the variance of adaptive stepsizes to get closer to SGD with momentum. Following the above motivation, we suppress the range of…
We introduce AlphaGrad, a memory-efficient, conditionally stateless optimizer addressing the memory overhead and hyperparameter complexity of adaptive methods like Adam. AlphaGrad enforces scale invariance via tensor-wise L2 gradient…
Stochastic gradient descent (SGD) holds as a classical method to build large scale machine learning models over big data. A stochastic gradient is typically calculated from a limited number of samples (known as mini-batch), so it…