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We introduce a general method for improving the convergence rate of gradient-based optimizers that is easy to implement and works well in practice. We demonstrate the effectiveness of the method in a range of optimization problems by…

Machine Learning · Computer Science 2018-08-23 Atilim Gunes Baydin , Robert Cornish , David Martinez Rubio , Mark Schmidt , Frank Wood

The development of machine learning is promoting the search for fast and stable minimization algorithms. To this end, we suggest a change in the current gradient descent methods that should speed up the motion in flat regions and slow it…

Machine Learning · Computer Science 2019-06-13 Marco Baiesi

We present a unifying framework for adapting the update direction in gradient-based iterative optimization methods. As natural special cases we re-derive classical momentum and Nesterov's accelerated gradient method, lending a new intuitive…

Machine Learning · Statistics 2016-07-12 Aleksandar Botev , Guy Lever , David Barber

In the recent years, various gradient descent algorithms including the methods of gradient descent, gradient descent with momentum, adaptive gradient (AdaGrad), root-mean-square propagation (RMSProp) and adaptive moment estimation (Adam)…

Machine Learning · Computer Science 2024-09-19 Abel C. H. Chen

We consider problems of minimizing functionals $\mathcal{F}$ of probability measures on the Euclidean space. To propose an accelerated gradient descent algorithm for such problems, we consider gradient flow of transport maps that give…

Optimization and Control · Mathematics 2023-09-06 Ken'ichiro Tanaka

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

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

Working with any gradient-based machine learning algorithm involves the tedious task of tuning the optimizer's hyperparameters, such as its step size. Recent work has shown how the step size can itself be optimized alongside the model…

Machine Learning · Computer Science 2022-10-18 Kartik Chandra , Audrey Xie , Jonathan Ragan-Kelley , Erik Meijer

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

We consider the problem of approximating a function by an element of a nonlinear manifold which admits a differentiable parametrization, typical examples being neural networks with differentiable activation functions or tensor networks.…

Machine Learning · Computer Science 2026-04-20 Anthony Nouy , Agustín Somacal

Momentum method has been used extensively in optimizers for deep learning. Recent studies show that distributed training through K-step averaging has many nice properties. We propose a momentum method for such model averaging approaches. At…

Machine Learning · Computer Science 2021-10-05 Guojing Cong , Tianyi Liu

The training of modern machine learning models often consists in solving high-dimensional non-convex optimisation problems that are subject to large-scale data. In this context, momentum-based stochastic optimisation algorithms have become…

Optimization and Control · Mathematics 2024-11-06 Kexin Jin , Jonas Latz , Chenguang Liu , Alessandro Scagliotti

Learning rate adaptation is a popular topic in machine learning. Gradient Descent trains neural nerwork with a fixed learning rate. Learning rate adaptation is proposed to accelerate the training process through adjusting the step size in…

Machine Learning · Computer Science 2022-10-20 Bozhou Chen , Hongzhi Wang , Chenmin Ba

Gradient descent has been a central training principle for artificial neural networks from the early beginnings to today's deep learning networks. The most common implementation is the backpropagation algorithm for training feed-forward…

Machine Learning · Computer Science 2020-06-09 Stefan Jaeger

Any gradient descent optimization requires to choose a learning rate. With deeper and deeper models, tuning that learning rate can easily become tedious and does not necessarily lead to an ideal convergence. We propose a variation of the…

Machine Learning · Statistics 2018-04-10 Mathieu Ravaut , Satya Gorti

Stochastic gradient descent (SGD) is a standard optimization method to minimize a training error with respect to network parameters in modern neural network learning. However, it typically suffers from proliferation of saddle points in the…

Machine Learning · Computer Science 2017-11-23 Haiping Huang , Taro Toyoizumi

One of the most important parts of Artificial Neural Networks is minimizing the loss functions which tells us how good or bad our model is. To minimize these losses we need to tune the weights and biases. Also to calculate the minimum value…

Machine Learning · Computer Science 2021-01-08 Kaustubh Yadav

Projected gradient descent and its Riemannian variant belong to a typical class of methods for low-rank matrix estimation. This paper proposes a new Nesterov's Accelerated Riemannian Gradient algorithm by efficient orthographic retraction…

Optimization and Control · Mathematics 2023-06-05 Hongyi Li , Zhen Peng , Chengwei Pan , Di Zhao

Despite their frequent slow convergence, proximal gradient schemes are widely used in large-scale optimization tasks due to their tremendous stability, scalability, and ease of computation. In this paper, we develop and investigate a…

Computation · Statistics 2025-08-19 Nicholas C. Henderson , Ravi Varadhan

Gradient descent algorithms have been used in countless applications since the inception of Newton's method. The explosion in the number of applications of neural networks has re-energized efforts in recent years to improve the standard…

Machine Learning · Computer Science 2020-10-30 Chad Kelterborn , Marcin Mazur , Bogdan V. Petrenko
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