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This paper deals with nonconvex stochastic optimization problems in deep learning and provides appropriate learning rates with which adaptive learning rate optimization algorithms, such as Adam and AMSGrad, can approximate a stationary…

Optimization and Control · Mathematics 2020-11-24 Hideaki Iiduka

Adaptive gradient optimizers (AdaGrad), which dynamically adjust the learning rate based on iterative gradients, have emerged as powerful tools in deep learning. These adaptive methods have significantly succeeded in various deep learning…

Optimization and Control · Mathematics 2024-12-31 Ruinan Jin , Xiaoyu Wang , Baoxiang Wang

The optimistic gradient method is useful in addressing minimax optimization problems. Motivated by the observation that the conventional stochastic version suffers from the need for a large batch size on the order of…

Machine Learning · Computer Science 2024-01-29 Haoyuan Cai , Sulaiman A. Alghunaim , Ali H. Sayed

Adaptive gradient methods have attracted much attention of machine learning communities due to the high efficiency. However their acceleration effect in practice, especially in neural network training, is hard to analyze, theoretically. The…

Optimization and Control · Mathematics 2020-06-15 Xunpeng Huang , Hao Zhou , Runxin Xu , Zhe Wang , Lei Li

In machine learning, nonconvex optimization problems with multiple local optimums are often encountered. Graduated Optimization Algorithm (GOA) is a popular heuristic method to obtain global optimums of nonconvex problems through…

Machine Learning · Computer Science 2017-07-11 Li Chen , Shuisheng Zhou , Zhuan Zhang

Adaptive gradient approaches that automatically adjust the learning rate on a per-feature basis have been very popular for training deep networks. This rich class of algorithms includes Adagrad, RMSprop, Adam, and recent extensions. All…

Machine Learning · Computer Science 2019-05-28 Jihun Yun , Aurelie C. Lozano , Eunho Yang

Part I of this work [Gao25] establishes online scaled gradient methods (OSGM), a framework that utilizes online convex optimization to adapt stepsizes in gradient methods. This paper focuses on the practical aspects of OSGM. We leverage the…

Optimization and Control · Mathematics 2025-10-08 Ya-Chi Chu , Wenzhi Gao , Yinyu Ye , Madeleine Udell

In this paper, we propose a new adaptive stochastic gradient Langevin dynamics (ASGLD) algorithmic framework and its two specialized versions, namely adaptive stochastic gradient (ASG) and adaptive gradient Langevin dynamics(AGLD), for…

Machine Learning · Computer Science 2018-05-25 Hejian Sang , Jia Liu

We study adaptive methods for differentially private convex optimization, proposing and analyzing differentially private variants of a Stochastic Gradient Descent (SGD) algorithm with adaptive stepsizes, as well as the AdaGrad algorithm. We…

Machine Learning · Computer Science 2021-06-28 Hilal Asi , John Duchi , Alireza Fallah , Omid Javidbakht , Kunal Talwar

Adaptive algorithms like AdaGrad and AMSGrad are successful in nonconvex optimization owing to their parameter-agnostic ability -- requiring no a priori knowledge about problem-specific parameters nor tuning of learning rates. However, when…

Optimization and Control · Mathematics 2022-10-17 Junchi Yang , Xiang Li , Niao He

This paper considers a distributed stochastic non-convex optimization problem, where the nodes in a network cooperatively minimize a sum of $L$-smooth local cost functions with sparse gradients. By adaptively adjusting the stepsizes…

Optimization and Control · Mathematics 2024-04-01 Dongyu Han , Kun Liu , Yeming Lin , Yuanqing Xia

Training deep neural networks is a structured optimization problem, because the parameters are naturally represented by matrices and tensors rather than by vectors. Under this structural representation, it has been widely observed that…

Machine Learning · Computer Science 2025-10-30 Kang An , Yuxing Liu , Rui Pan , Yi Ren , Shiqian Ma , Donald Goldfarb , Tong Zhang

This paper establishes the theoretical foundations of the online scaled gradient methods (OSGM), a framework that utilizes online learning to adapt stepsizes and provably accelerate first-order methods. OSGM quantifies the effectiveness of…

Optimization and Control · Mathematics 2025-09-08 Wenzhi Gao , Ya-Chi Chu , Yinyu Ye , Madeleine Udell

It is known that adaptive optimization algorithms represent the key pillar behind the rise of the Machine Learning field. In the Optimization literature numerous studies have been devoted to accelerated gradient methods but only recently…

Optimization and Control · Mathematics 2024-02-02 Cristian Daniel Alecsa

A scaled conjugate gradient method that accelerates existing adaptive methods utilizing stochastic gradients is proposed for solving nonconvex optimization problems with deep neural networks. It is shown theoretically that, whether with…

Machine Learning · Computer Science 2024-12-17 Naoki Sato , Koshiro Izumi , Hideaki Iiduka

Gradient-based minimax optimal algorithms have greatly promoted the development of continuous optimization and machine learning. One seminal work due to Yurii Nesterov [Nes83a] established $\tilde{\mathcal{O}}(\sqrt{L/\mu})$ gradient…

Machine Learning · Computer Science 2023-12-07 Yuanshi Liu , Hanzhen Zhao , Yang Xu , Pengyun Yue , Cong Fang

The wide applications of Generative adversarial networks benefit from the successful training methods, guaranteeing that an object function converges to the local minima. Nevertheless, designing an efficient and competitive training method…

Machine Learning · Computer Science 2021-11-11 Huiqing Qi , Fang Li , Shengli Tan , Xiangyun Zhang

Unlike nonconvex optimization, where gradient descent is guaranteed to converge to a local optimizer, algorithms for nonconvex-nonconcave minimax optimization can have topologically different solution paths: sometimes converging to a…

Optimization and Control · Mathematics 2021-03-05 Benjamin Grimmer , Haihao Lu , Pratik Worah , Vahab Mirrokni

Selecting an effective step-size is a fundamental challenge in first-order optimization, especially for problems with non-Euclidean geometries. This paper presents a novel adaptive step-size strategy for optimization algorithms that rely on…

Optimization and Control · Mathematics 2025-10-14 Abbas Khademi , Antonio Silveti-Falls

Learning adversarial examples can be formulated as an optimization problem of maximizing the loss function with some box-constraints. However, for solving this induced optimization problem, the state-of-the-art gradient-based methods such…

Machine Learning · Computer Science 2023-02-03 Wei Tao , Lei Bao , Sheng Long , Gaowei Wu , Qing Tao