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Recent analyses of certain gradient descent optimization methods have shown that performance can degrade in some settings - such as with stochasticity or implicit momentum. In deep reinforcement learning (Deep RL), such optimization methods…

Machine Learning · Computer Science 2018-10-08 Peter Henderson , Joshua Romoff , Joelle Pineau

Training neural networks requires optimizing a loss function that may be highly irregular, and in particular neither convex nor smooth. Popular training algorithms are based on stochastic gradient descent with momentum (SGDM), for which…

Machine Learning · Computer Science 2026-03-17 Qinzi Zhang , Ashok Cutkosky

Momentum is known to accelerate the convergence of gradient descent in strongly convex settings without stochastic gradient noise. In stochastic optimization, such as training neural networks, folklore suggests that momentum may help deep…

Machine Learning · Computer Science 2024-04-17 Runzhe Wang , Sadhika Malladi , Tianhao Wang , Kaifeng Lyu , Zhiyuan Li

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 this paper we study several classes of stochastic optimization algorithms enriched with heavy ball momentum. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic dual…

Optimization and Control · Mathematics 2018-03-30 Nicolas Loizou , Peter Richtárik

The vast majority of modern deep learning models are trained with momentum-based first-order optimizers. The momentum term governs the optimizer's memory by determining how much each past gradient contributes to the current convergence…

Machine Learning · Computer Science 2026-05-12 Kristi Topollai , Anna Choromanska

We analyze the convergence behavior of stochastic gradient descent with momentum (SGDM) under dynamic learning-rate and batch-size schedules by introducing a novel and simpler Lyapunov function. We extend the existing theoretical framework…

Machine Learning · Computer Science 2025-10-13 Yuichi Kondo , Hideaki Iiduka

We consider gradient descent with `momentum', a widely used method for loss function minimization in machine learning. This method is often used with `Nesterov acceleration', meaning that the gradient is evaluated not at the current…

Machine Learning · Computer Science 2020-01-20 Goran Nakerst , John Brennan , Masudul Haque

Learning rate scheduler has been a critical issue in the deep neural network training. Several schedulers and methods have been proposed, including step decay scheduler, adaptive method, cosine scheduler and cyclical scheduler. This paper…

Computer Vision and Pattern Recognition · Computer Science 2018-11-14 Bo Yang Hsueh , Wei Li , I-Chen Wu

Adaptive gradient methods, e.g. \textsc{Adam}, have achieved tremendous success in machine learning. Scaling the learning rate element-wisely by a certain form of second moment estimate of gradients, such methods are able to attain rapid…

Machine Learning · Computer Science 2022-02-10 Yizhou Wang , Yue Kang , Can Qin , Huan Wang , Yi Xu , Yulun Zhang , Yun Fu

Deep learning's success has been attributed to the training of large, overparameterized models on massive amounts of data. As this trend continues, model training has become prohibitively costly, requiring access to powerful computing…

Machine Learning · Computer Science 2021-11-25 Ravi S Raju , Kyle Daruwalla , Mikko Lipasti

Gradient-based iterative optimization methods are the workhorse of modern machine learning. They crucially rely on careful tuning of parameters like learning rate and momentum. However, one typically sets them using heuristic approaches…

Machine Learning · Computer Science 2025-12-05 Dravyansh Sharma

Momentum-based gradients are essential for optimizing advanced machine learning models, as they not only accelerate convergence but also advance optimizers to escape stationary points. While most state-of-the-art momentum techniques utilize…

Machine Learning · Computer Science 2025-05-20 Wei Zhang , Arif Hassan Zidan , Afrar Jahin , Yu Bao , Tianming Liu

The scale of deep learning nowadays calls for efficient distributed training algorithms. Decentralized momentum SGD (DmSGD), in which each node averages only with its neighbors, is more communication efficient than vanilla Parallel momentum…

Machine Learning · Computer Science 2021-04-27 Kun Yuan , Yiming Chen , Xinmeng Huang , Yingya Zhang , Pan Pan , Yinghui Xu , Wotao Yin

Stochastic Gradient Descent (SGD) methods see many uses in optimization problems. Modifications to the algorithm, such as momentum-based SGD methods have been known to produce better results in certain cases. Much of this, however, is due…

Machine Learning · Computer Science 2025-04-22 Eric Lu

In this work, we investigate the effect of momentum on the optimisation trajectory of gradient descent. We leverage a continuous-time approach in the analysis of momentum gradient descent with step size $\gamma$ and momentum parameter…

Machine Learning · Computer Science 2024-03-11 Hristo Papazov , Scott Pesme , Nicolas Flammarion

Momentum plays a crucial role in stochastic gradient-based optimization algorithms for accelerating or improving training deep neural networks (DNNs). In deep learning practice, the momentum is usually weighted by a well-calibrated…

Machine Learning · Computer Science 2020-12-04 Bao Wang , Qiang Ye

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

Momentum-based optimizers are widely adopted for training neural networks. However, the optimal selection of momentum coefficients remains elusive. This uncertainty impedes a clear understanding of the role of momentum in stochastic…

Machine Learning · Computer Science 2025-05-22 Xianliang Li , Jun Luo , Zhiwei Zheng , Hanxiao Wang , Li Luo , Lingkun Wen , Linlong Wu , Sheng Xu

Deep learning approaches, known for their ability to model complex relationships and fast execution, are increasingly being applied to solve large optimization problems. However, existing methods often face challenges in simultaneously…

Optimization and Control · Mathematics 2025-12-16 Zisheng Zhou , Dengyu Zheng , Zirui Chen , Shixiang Chen