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We provide a theoretical explanation for the effectiveness of gradient clipping in training deep neural networks. The key ingredient is a new smoothness condition derived from practical neural network training examples. We observe that…

Optimization and Control · Mathematics 2020-02-12 Jingzhao Zhang , Tianxing He , Suvrit Sra , Ali Jadbabaie

In practical applications of iterative first-order optimization, the learning rate schedule remains notoriously difficult to understand and expensive to tune. We demonstrate the presence of these subtleties even in the innocuous case when…

Machine Learning · Computer Science 2021-06-15 Naman Agarwal , Surbhi Goel , Cyril Zhang

We investigate the stochastic gradient descent (SGD) method where the step size lies within a banded region instead of being given by a fixed formula. The optimal convergence rate under mild conditions and large initial step size is proved.…

Optimization and Control · Mathematics 2023-04-10 Xiaoyu Wang , Ya-xiang Yuan

The stochastic gradient descent (SGD) optimization algorithm plays a central role in a series of machine learning applications. The scientific literature provides a vast amount of upper error bounds for the SGD method. Much less attention…

Numerical Analysis · Mathematics 2020-10-05 Arnulf Jentzen , Philippe von Wurstemberger

In deep learning, optimization plays a vital role. By focusing on image classification, this work investigates the pros and cons of the widely used optimizers, and proposes a new optimizer: Perturbated Unit Gradient Descent (PUGD) algorithm…

Machine Learning · Computer Science 2022-11-10 Ching-Hsun. Tseng , Liu-Hsueh. Cheng , Shin-Jye. Lee , Xiaojun Zeng

In this work, we propose new adaptive step size strategies that improve several stochastic gradient methods. Our first method (StoPS) is based on the classical Polyak step size (Polyak, 1987) and is an extension of the recent development of…

Machine Learning · Computer Science 2022-08-11 Samuel Horváth , Konstantin Mishchenko , Peter Richtárik

Traditional CNN models are trained and tested on relatively low resolution images (<300 px), and cannot be directly operated on large-scale images due to compute and memory constraints. We propose Patch Gradient Descent (PatchGD), an…

Computer Vision and Pattern Recognition · Computer Science 2023-02-01 Deepak K. Gupta , Gowreesh Mago , Arnav Chavan , Dilip K. Prasad

The optimization algorithms are crucial in training physics-informed neural networks (PINNs), as unsuitable methods may lead to poor solutions. Compared to the common gradient descent (GD) algorithm, implicit gradient descent (IGD)…

Machine Learning · Computer Science 2025-08-04 Xianliang Xu , Ting Du , Wang Kong , Bin Shan , Ye Li , Zhongyi Huang

This paper introduces a new method for minimizing matrix-smooth non-convex objectives through the use of novel Compressed Gradient Descent (CGD) algorithms enhanced with a matrix-valued stepsize. The proposed algorithms are theoretically…

Optimization and Control · Mathematics 2024-04-23 Hanmin Li , Avetik Karagulyan , Peter Richtárik

In scalable machine learning systems, model training is often parallelized over multiple nodes that run without tight synchronization. Most analysis results for the related asynchronous algorithms use an upper bound on the information…

Machine Learning · Computer Science 2022-04-12 Xuyang Wu , Sindri Magnusson , Hamid Reza Feyzmahdavian , Mikael Johansson

In deep learning, a central issue is to understand how neural networks efficiently learn high-dimensional features. To this end, we explore the gradient descent learning of a general Gaussian Multi-index model…

Machine Learning · Statistics 2026-02-06 Bohan Zhang , Zihao Wang , Hengyu Fu , Jason D. Lee

Neural networks, a central tool in machine learning, have demonstrated remarkable, high fidelity performance on image recognition and classification tasks. These successes evince an ability to accurately represent high dimensional…

Machine Learning · Statistics 2023-02-08 Grant M. Rotskoff , Eric Vanden-Eijnden

We present a family of algorithms, called descent algorithms, for optimizing convex and non-convex functions. We also introduce a new first-order algorithm, called rescaled gradient descent (RGD), and show that RGD achieves a faster…

Optimization and Control · Mathematics 2020-01-07 Ashia Wilson , Lester Mackey , Andre Wibisono

Quantized deep neural networks (QDNNs) are attractive due to their much lower memory storage and faster inference speed than their regular full precision counterparts. To maintain the same performance level especially at low bit-widths,…

Machine Learning · Computer Science 2019-01-08 Penghang Yin , Shuai Zhang , Jiancheng Lyu , Stanley Osher , Yingyong Qi , Jack Xin

We address the challenge of estimating the learning rate for adaptive gradient methods used in training deep neural networks. While several learning-rate-free approaches have been proposed, they are typically tailored for steepest descent.…

Machine Learning · Computer Science 2024-01-09 Min-Kook Suh , Seung-Woo Seo

We present and analyze a novel regularized form of the gradient clipping algorithm, proving that it converges to global minima of the loss surface of deep neural networks under the squared loss, provided that the layers are of sufficient…

Machine Learning · Computer Science 2025-04-09 Matteo Tucat , Anirbit Mukherjee , Procheta Sen , Mingfei Sun , Omar Rivasplata

Even for the gradient descent (GD) method applied to neural network training, understanding its optimization dynamics, including convergence rate, iterate trajectories, function value oscillations, and especially its implicit acceleration,…

Machine Learning · Computer Science 2026-05-22 Alexander Tyurin

This paper introduces a novel approach to enhance the performance of the stochastic gradient descent (SGD) algorithm by incorporating a modified decay step size based on $\frac{1}{\sqrt{t}}$. The proposed step size integrates a logarithmic…

Machine Learning · Computer Science 2023-09-06 M. Soheil Shamaee , S. Fathi Hafshejani

In the context of distributed deep learning, the issue of stale weights or gradients could result in poor algorithmic performance. This issue is usually tackled by delay tolerant algorithms with some mild assumptions on the objective…

Machine Learning · Computer Science 2024-10-28 Haoxiang Wang , Zhanhong Jiang , Chao Liu , Soumik Sarkar , Dongxiang Jiang , Young M. Lee

Decentralized stochastic gradient method emerges as a promising solution for solving large-scale machine learning problems. This paper studies the decentralized Markov chain gradient descent (DMGD) algorithm - a variant of the decentralized…

Optimization and Control · Mathematics 2021-04-14 Tao Sun , Dongsheng Li