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The ADAM optimizer is exceedingly popular in the deep learning community. Often it works very well, sometimes it doesn't. Why? We interpret ADAM as a combination of two aspects: for each weight, the update direction is determined by the…

Machine Learning · Computer Science 2020-12-15 Lukas Balles , Philipp Hennig

We propose a new variant of the Adam optimizer called MicroAdam that specifically minimizes memory overheads, while maintaining theoretical convergence guarantees. We achieve this by compressing the gradient information before it is fed…

Machine Learning · Computer Science 2024-11-06 Ionut-Vlad Modoranu , Mher Safaryan , Grigory Malinovsky , Eldar Kurtic , Thomas Robert , Peter Richtarik , Dan Alistarh

Stochastic gradient descent-based algorithms are widely used for training deep neural networks but often suffer from slow convergence. To address the challenge, we leverage the framework of the alternating direction method of multipliers…

Machine Learning · Computer Science 2025-02-03 Ouya Wang , Shenglong Zhou , Geoffrey Ye Li

Optimal selection of optimization algorithms is crucial for training deep learning models. The Adam optimizer has gained significant attention due to its efficiency and wide applicability. However, to enhance the adaptability of optimizers…

Machine Learning · Computer Science 2024-09-09 Chengxi Pan , Junshang Chen , Jingrui Ye

This work proposes an accelerated first-order algorithm we call the Robust Momentum Method for optimizing smooth strongly convex functions. The algorithm has a single scalar parameter that can be tuned to trade off robustness to gradient…

Optimization and Control · Mathematics 2018-02-27 Saman Cyrus , Bin Hu , Bryan Van Scoy , Laurent Lessard

This paper studies a class of adaptive gradient based momentum algorithms that update the search directions and learning rates simultaneously using past gradients. This class, which we refer to as the "Adam-type", includes the popular…

Machine Learning · Computer Science 2019-03-12 Xiangyi Chen , Sijia Liu , Ruoyu Sun , Mingyi Hong

Uncertainty computation in deep learning is essential to design robust and reliable systems. Variational inference (VI) is a promising approach for such computation, but requires more effort to implement and execute compared to…

Machine Learning · Statistics 2018-08-03 Mohammad Emtiyaz Khan , Didrik Nielsen , Voot Tangkaratt , Wu Lin , Yarin Gal , Akash Srivastava

We introduce MADGRAD, a novel optimization method in the family of AdaGrad adaptive gradient methods. MADGRAD shows excellent performance on deep learning optimization problems from multiple fields, including classification and…

Machine Learning · Computer Science 2021-08-27 Aaron Defazio , Samy Jelassi

Although adaptive optimization algorithms such as Adam show fast convergence in many machine learning tasks, this paper identifies a problem of Adam by analyzing its performance in a simple non-convex synthetic problem, showing that Adam's…

Machine Learning · Computer Science 2020-05-06 Wenjie Li , Zhaoyang Zhang , Xinjiang Wang , Ping Luo

Efficiently exploring complex loss landscapes is key to the performance of deep neural networks. While momentum-based optimizers are widely used in state-of-the-art setups, classical momentum can still struggle with large, misaligned…

Deep learning methods - usually consisting of a class of deep neural networks (DNNs) trained by a stochastic gradient descent (SGD) optimization method - are nowadays omnipresent in data-driven learning problems as well as in scientific…

Optimization and Control · Mathematics 2025-01-13 Steffen Dereich , Arnulf Jentzen , Adrian Riekert

Time-series forecasting often faces challenges from non-stationarity, particularly distributional drift, where the data distribution evolves over time. This dynamic behavior can undermine the effectiveness of adaptive optimizers, such as…

Machine Learning · Computer Science 2026-03-12 Yuze Dong , Jinsong Wu

Adaptive gradient methods have shown excellent performances for solving many machine learning problems. Although multiple adaptive gradient methods were recently studied, they mainly focus on either empirical or theoretical aspects and also…

Optimization and Control · Mathematics 2022-05-13 Feihu Huang , Junyi Li , Heng Huang

Adaptive gradient methods, e.g. \textsc{Adam}, have achieved tremendous success in machine learning. Scaling the learning rate element-wisely by a certain form of second moment estimate of gradients, such methods are able to attain rapid…

Machine Learning · Computer Science 2022-02-10 Yizhou Wang , Yue Kang , Can Qin , Huan Wang , Yi Xu , Yulun Zhang , Yun Fu

This research embarks on pioneering the integration of gradient sampling optimization techniques, particularly StochGradAdam, into the pruning process of neural networks. Our main objective is to address the significant challenge of…

Machine Learning · Computer Science 2024-04-30 Juyoung Yun

Adaptive gradient-based optimization methods such as \textsc{Adagrad}, \textsc{Rmsprop}, and \textsc{Adam} are widely used in solving large-scale machine learning problems including deep learning. A number of schemes have been proposed in…

Machine Learning · Computer Science 2019-05-30 Parvin Nazari , Davoud Ataee Tarzanagh , George Michailidis

The concept of learning to optimize involves utilizing a trainable optimization strategy rather than relying on manually defined full gradient estimations such as ADAM. We present a framework that jointly trains the full gradient estimator…

Machine Learning · Computer Science 2026-01-30 Ruiqi Wang , Diego Klabjan

There are several applications of stochastic optimization where one can benefit from a robust estimate of the gradient. For example, domains such as distributed learning with corrupted nodes, the presence of large outliers in the training…

Machine Learning · Statistics 2025-10-30 Fabian Schaipp , Guillaume Garrigos , Umut Simsekli , Robert Gower

Deep neural networks are traditionally trained using human-designed stochastic optimization algorithms, such as SGD and Adam. Recently, the approach of learning to optimize network parameters has emerged as a promising research topic.…

Machine Learning · Computer Science 2018-11-26 Shipeng Wang , Jian Sun , Zongben Xu

The Adam optimizer, often used in Machine Learning for neural network training, corresponds to an underlying ordinary differential equation (ODE) in the limit of very small learning rates. This work shows that the classical Adam algorithm…

Computational Engineering, Finance, and Science · Computer Science 2024-09-17 Abhinab Bhattacharjee , Andrey A. Popov , Arash Sarshar , Adrian Sandu