Related papers: LaProp: Separating Momentum and Adaptivity in Adam
Adaptive Moment Estimation (ADAM) is a very popular training algorithm for deep neural networks and belongs to the family of adaptive gradient descent optimizers. However to the best of the authors knowledge no complete convergence analysis…
Training deep neural networks is challenging. To accelerate training and enhance performance, we propose PadamP, a novel optimization algorithm. PadamP is derived by applying the adaptive estimation of the p-th power of the second-order…
We introduce Velocity-Regularized Adam (VRAdam), a physics-inspired optimizer for training deep neural networks that draws on ideas from quartic terms for kinetic energy with its stabilizing effects on various system dynamics. Previous…
Adaptive gradient optimization methods, such as Adam, are prevalent in training deep neural networks across diverse machine learning tasks due to their ability to achieve faster convergence. However, these methods often suffer from…
The ADMM-based interior point (ABIP, Lin et al. 2021) method is a hybrid algorithm that effectively combines interior point method (IPM) and first-order methods to achieve a performance boost in large-scale linear optimization. Different…
Many modern computer vision and machine learning applications rely on solving difficult optimization problems that involve non-differentiable objective functions and constraints. The alternating direction method of multipliers (ADMM) is a…
Autonomous driving has advanced significantly due to sensors, machine learning, and artificial intelligence improvements. However, prevailing methods struggle with intricate scenarios and causal relationships, hindering adaptability and…
Dynamic Optimization Problems (DOPs) are characterized by changes in the fitness landscape that can occur at any time and are common in real world applications. The main issues to be considered include detecting the change in the fitness…
It is well known that we need to choose the hyper-parameters in Momentum, AdaGrad, AdaDelta, and other alternative stochastic optimizers. While in many cases, the hyper-parameters are tuned tediously based on experience becoming more of an…
Recent work by Xia et al. leveraged the continuous-limit of the classical momentum accelerated gradient descent and proposed heavy-ball neural ODEs. While this model offers computational efficiency and high utility over vanilla neural ODEs,…
Adaptive gradient methods such as Adam have been shown to be very effective for training deep neural networks (DNNs) by tracking the second moment of gradients to compute the individual learning rates. Differently from existing methods, we…
We present a novel framework, namely AADMM, for acceleration of linearized alternating direction method of multipliers (ADMM). The basic idea of AADMM is to incorporate a multi-step acceleration scheme into linearized ADMM. We demonstrate…
An algorithm is presented for momentum gradient descent optimization based on the first-order differential equation of the Newtonian dynamics. The fictitious mass is introduced to the dynamics of momentum for regularizing the adaptive…
We extend the Approximate-Proximal Point (aProx) family of model-based methods for solving stochastic convex optimization problems, including stochastic subgradient, proximal point, and bundle methods, to the minibatch and accelerated…
In this paper, we aim to accelerate a preconditioned alternating direction method of multipliers (pADMM), whose proximal terms are convex quadratic functions, for solving linearly constrained convex optimization problems. To achieve this,…
A crucial component of machine learning algorithms is minimizing loss functions with less computational cost and less oscillations. While adaptive learning rate-based optimizers have been widely used for real-world tasks, they do not…
Gradient descent based optimization methods are the methods of choice to train deep neural networks in machine learning. Beyond the standard gradient descent method, also suitable modified variants of standard gradient descent involving…
By exploiting double-penalty terms for the primal subproblem, we develop a novel relaxed augmented Lagrangian method for solving a family of convex optimization problems subject to equality or inequality constraints. The method is then…
Adaptive gradient methods like AdaGrad are widely used in optimizing neural networks. Yet, existing convergence guarantees for adaptive gradient methods require either convexity or smoothness, and, in the smooth setting, only guarantee…
Adam is a commonly used stochastic optimization algorithm in machine learning. However, its convergence is still not fully understood, especially in the non-convex setting. This paper focuses on exploring hyperparameter settings for the…