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In this paper, we design and analyze a new family of adaptive subgradient methods for solving an important class of weakly convex (possibly nonsmooth) stochastic optimization problems. Adaptive methods that use exponential moving averages…

Optimization and Control · Mathematics 2020-05-26 Parvin Nazari , Davoud Ataee Tarzanagh , George Michailidis

We analyze the adaptive first order algorithm AMSGrad, for solving a constrained stochastic optimization problem with a weakly convex objective. We prove the $\mathcal{\tilde O}(t^{-1/4})$ rate of convergence for the norm of the gradient of…

Machine Learning · Statistics 2020-06-12 Ahmet Alacaoglu , Yura Malitsky , Volkan Cevher

Stochastic gradient methods (SGMs) are the predominant approaches to train deep learning models. The adaptive versions (e.g., Adam and AMSGrad) have been extensively used in practice, partly because they achieve faster convergence than the…

Optimization and Control · Mathematics 2022-04-14 Yangyang Xu , Yibo Xu , Yonggui Yan , Colin Sutcher-Shepard , Leopold Grinberg , Jie Chen

Motivated by machine learning applications in networks of sensors, internet-of-things (IoT) devices, and autonomous agents, we propose techniques for distributed stochastic convex learning from high-rate data streams. The setup involves a…

Machine Learning · Statistics 2019-06-11 Matthew Nokleby , Waheed U. Bajwa

In this paper, we consider reinforcement learning of nonlinear systems with continuous state and action spaces. We present an episodic learning algorithm, where we for each episode use convex optimization to find a two-layer neural network…

Optimization and Control · Mathematics 2024-06-25 Ather Gattami

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…

Optimization and Control · Mathematics 2025-04-29 Steffen Dereich , Arnulf Jentzen , Adrian Riekert

Decentralized learning recently has received increasing attention in machine learning due to its advantages in implementation simplicity and system robustness, data privacy. Meanwhile, the adaptive gradient methods show superior…

Machine Learning · Computer Science 2024-08-20 Feihu Huang , Jianyu Zhao

In this paper, we develop a new optimization framework for the least squares learning problem via fully connected neural networks or physics-informed neural networks. The gradient descent sometimes behaves inefficiently in deep learning…

Machine Learning · Computer Science 2025-05-01 Yaru Liu , Yiqi Gu , Michael K. Ng

Gradient descent (GD) based optimization methods are these days the standard tools to train deep neural networks in artificial intelligence systems. In optimization procedures in deep learning the employed optimizer is often not the…

Optimization and Control · Mathematics 2025-09-24 Steffen Dereich , Robin Graeber , Arnulf Jentzen , Adrian Riekert

Asynchronous distributed algorithms are a popular way to reduce synchronization costs in large-scale optimization, and in particular for neural network training. However, for nonsmooth and nonconvex objectives, few convergence guarantees…

Optimization and Control · Mathematics 2020-07-14 Vyacheslav Kungurtsev , Malcolm Egan , Bapi Chatterjee , Dan Alistarh

It is known that training deep neural networks, in particular, deep convolutional networks, with aggressively reduced numerical precision is challenging. The stochastic gradient descent algorithm becomes unstable in the presence of noisy…

Machine Learning · Computer Science 2016-07-11 Darryl D. Lin , Sachin S. Talathi

Optimization algorithms such as AdaGrad and Adam have significantly advanced the training of deep models by dynamically adjusting the learning rate during the optimization process. However, adhoc tuning of learning rates poses a challenge,…

Machine Learning · Computer Science 2024-12-30 Yuanzhe Tao , Huizhuo Yuan , Xun Zhou , Yuan Cao , Quanquan Gu

Following the introduction of Adam, several novel adaptive optimizers for deep learning have been proposed. These optimizers typically excel in some tasks but may not outperform Adam uniformly across all tasks. In this work, we introduce…

Machine Learning · Computer Science 2024-06-18 Kaan Ozkara , Can Karakus , Parameswaran Raman , Mingyi Hong , Shoham Sabach , Branislav Kveton , Volkan Cevher

Due to the explosion in the size of the training datasets, distributed learning has received growing interest in recent years. One of the major bottlenecks is the large communication cost between the central server and the local workers.…

Machine Learning · Computer Science 2022-02-25 Yujia Wang , Lu Lin , Jinghui Chen

Adaptive gradient methods, such as AdaGrad, have become fundamental tools in deep learning. Despite their widespread use, the asymptotic convergence of AdaGrad remains poorly understood in non-convex scenarios. In this work, we present the…

Optimization and Control · Mathematics 2026-01-06 Ruinan Jin , Xiaoyu Wang

In neural network training, RMSProp and Adam remain widely favoured optimisation algorithms. One of the keys to their performance lies in selecting the correct step size, which can significantly influence their effectiveness. Additionally,…

Machine Learning · Computer Science 2024-04-05 Alokendu Mazumder , Rishabh Sabharwal , Manan Tayal , Bhartendu Kumar , Punit Rathore

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

Several variants of stochastic gradient descent (SGD) have been proposed to improve the learning effectiveness and efficiency when training deep neural networks, among which some recent influential attempts would like to adaptively control…

Machine Learning · Computer Science 2020-10-22 Jie Liu , Chen Lin , Chuming Li , Lu Sheng , Ming Sun , Junjie Yan , Wanli Ouyang

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…

Optimization and Control · Mathematics 2025-03-14 Yongqi Li , Xiaowei Zhang

Stochastic Gradient Descent (SGD) with adaptive steps is widely used to train deep neural networks and generative models. Most theoretical results assume that it is possible to obtain unbiased gradient estimators, which is not the case in…

Machine Learning · Statistics 2025-03-17 Sobihan Surendran , Antoine Godichon-Baggioni , Adeline Fermanian , Sylvain Le Corff
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