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Embedding parameterized optimization problems as layers into machine learning architectures serves as a powerful inductive bias. Training such architectures with stochastic gradient descent requires care, as degenerate derivatives of the…

Machine Learning · Computer Science 2024-12-16 Anselm Paulus , Georg Martius , Vít Musil

This paper critically examines the fundamental distinctions between gradient methods applied to non-differentiable functions (NGDMs) and classical gradient descents (GDs) for differentiable functions, revealing significant gaps in current…

Machine Learning · Computer Science 2025-07-31 Siddharth Krishna Kumar

Nonlinear conjugate gradient (NLCG) based optimizers have shown superior loss convergence properties compared to gradient descent based optimizers for traditional optimization problems. However, in Deep Neural Network (DNN) training, the…

Machine Learning · Computer Science 2019-11-21 Saurabh Adya , Vinay Palakkode , Oncel Tuzel

Gradient clipping is commonly used in training deep neural networks partly due to its practicability in relieving the exploding gradient problem. Recently, \citet{zhang2019gradient} show that clipped (stochastic) Gradient Descent (GD)…

Machine Learning · Computer Science 2020-10-30 Bohang Zhang , Jikai Jin , Cong Fang , Liwei Wang

We explore the usage of the Levenberg-Marquardt (LM) algorithm for regression (non-linear least squares) and classification (generalized Gauss-Newton methods) tasks in neural networks. We compare the performance of the LM method with other…

Machine Learning · Computer Science 2022-12-20 Omead Pooladzandi , Yiming Zhou

In this paper, we explore two fundamental first-order algorithms in convex optimization, namely, gradient descent (GD) and proximal gradient method (ProxGD). Our focus is on making these algorithms entirely adaptive by leveraging local…

Optimization and Control · Mathematics 2024-02-13 Yura Malitsky , Konstantin Mishchenko

Optimization theory serves as a pivotal scientific instrument for achieving optimal system performance, with its origins in economic applications to identify the best investment strategies for maximizing benefits. Over the centuries, from…

Machine Learning · Computer Science 2024-09-10 Yuhan Ma , Dan Sun , Erdi Gao , Ningjing Sang , Iris Li , Guanming Huang

In this work, we study an optimizer, Grad-Avg to optimize error functions. We establish the convergence of the sequence of iterates of Grad-Avg mathematically to a minimizer (under boundedness assumption). We apply Grad-Avg along with some…

Machine Learning · Computer Science 2020-12-11 Saugata Purkayastha , Sukannya Purkayastha

Stochastic Gradient Decent (SGD) is one of the core techniques behind the success of deep neural networks. The gradient provides information on the direction in which a function has the steepest rate of change. The main problem with basic…

Gradient descent (GD) and stochastic gradient descent (SGD) are the workhorses of large-scale machine learning. While classical theory focused on analyzing the performance of these methods in convex optimization problems, the most notable…

Machine Learning · Computer Science 2019-09-05 Chi Jin , Praneeth Netrapalli , Rong Ge , Sham M. Kakade , Michael I. Jordan

Stochastic gradient method (SGM) has been popularly applied to solve optimization problems with objective that is stochastic or an average of many functions. Most existing works on SGMs assume that the underlying problem is unconstrained or…

Optimization and Control · Mathematics 2019-06-19 Yangyang Xu

Low-rank matrix estimation is a canonical problem that finds numerous applications in signal processing, machine learning and imaging science. A popular approach in practice is to factorize the matrix into two compact low-rank factors, and…

Machine Learning · Computer Science 2021-06-16 Tian Tong , Cong Ma , Yuejie Chi

Distributed optimization is the standard way of speeding up machine learning training, and most of the research in the area focuses on distributed first-order, gradient-based methods. Yet, there are settings where some…

Machine Learning · Computer Science 2025-11-03 Matin Ansaripour , Shayan Talaei , Giorgi Nadiradze , Dan Alistarh

Stochastic Gradient Descent (SGD) has proven to be remarkably effective in optimizing deep neural networks that employ ever-larger numbers of parameters. Yet, improving the efficiency of large-scale optimization remains a vital and highly…

Machine Learning · Computer Science 2020-11-11 Frithjof Gressmann , Zach Eaton-Rosen , Carlo Luschi

Stochastic gradient descent (SGD) algorithm and its variations have been effectively used to optimize neural network models. However, with the rapid growth of big data and deep learning, SGD is no longer the most suitable choice due to its…

Machine Learning · Computer Science 2024-02-13 Anuraganand Sharma

Neural networks are usually trained by some form of stochastic gradient descent (SGD)). A number of strategies are in common use intended to improve SGD optimization, such as learning rate schedules, momentum, and batching. These are…

Neural and Evolutionary Computing · Computer Science 2015-08-13 Thomas M. Breuel

Reinforcement Learning (RL) algorithms allow artificial agents to improve their action selections so as to increase rewarding experiences in their environments. Deep Reinforcement Learning algorithms require solving a nonconvex and…

Machine Learning · Computer Science 2019-04-18 Jacob Rafati , Roummel F. Marcia

With the rapid development of natural language processing technology, large-scale language models (LLM) have achieved remarkable results in a variety of tasks. However, how to effectively train these huge models and improve their…

Artificial Intelligence · Computer Science 2024-12-09 Jiajing Chen , Bingying Liu , Xiaoxuan Liao , Jia Gao , Hongye Zheng , Yue Li

Several machine learning applications involve the optimization of higher-order derivatives (e.g., gradients of gradients) during training, which can be expensive in respect to memory and computation even with automatic differentiation. As a…

Machine Learning · Computer Science 2020-11-26 Tianyu Pang , Kun Xu , Chongxuan Li , Yang Song , Stefano Ermon , Jun Zhu

Stochastic Gradient Descent (SGD) has become one of the most popular optimization methods for training machine learning models on massive datasets. However, SGD suffers from two main drawbacks: (i) The noisy gradient updates have high…

Machine Learning · Computer Science 2017-04-10 Soham De , Tom Goldstein