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Decentralized optimization is typically studied under the assumption of noise-free transmission. However, real-world scenarios often involve the presence of noise due to factors such as additive white Gaussian noise channels or…

Optimization and Control · Mathematics 2023-07-28 Suhail M. Shah , Raghu Bollapragada

Several recently proposed stochastic optimization methods that have been successfully used in training deep networks such as RMSProp, Adam, Adadelta, Nadam are based on using gradient updates scaled by square roots of exponential moving…

Machine Learning · Computer Science 2019-04-22 Sashank J. Reddi , Satyen Kale , Sanjiv Kumar

Methods with adaptive stepsizes, such as AdaGrad and Adam, are essential for training modern Deep Learning models, especially Large Language Models. Typically, the noise in the stochastic gradients is heavy-tailed for the later ones.…

Stochastic gradient algorithms are the main focus of large-scale optimization problems and led to important successes in the recent advancement of the deep learning algorithms. The convergence of SGD depends on the careful choice of…

Machine Learning · Computer Science 2017-03-03 Caglar Gulcehre , Jose Sotelo , Marcin Moczulski , Yoshua Bengio

This work introduces ZetA, a novel deep learning optimizer that extends Adam by incorporating dynamic scaling based on the Riemann zeta function. To the best of our knowledge, ZetA is the first optimizer to apply zeta-based gradient scaling…

Machine Learning · Computer Science 2025-08-06 Samiksha BC

Adaptive gradient-based optimizers such as Adagrad and Adam are crucial for achieving state-of-the-art performance in machine translation and language modeling. However, these methods maintain second-order statistics for each parameter,…

Machine Learning · Computer Science 2019-09-13 Rohan Anil , Vineet Gupta , Tomer Koren , Yoram Singer

In quantum control, the robustness with respect to uncertainties in the system's parameters or driving field characteristics is of paramount importance and has been studied theoretically, numerically and experimentally. We test in this…

Numerical Analysis · Mathematics 2019-12-04 Gabriel Turinici

In this paper, we present a comprehensive study on the convergence properties of Adam-family methods for nonsmooth optimization, especially in the training of nonsmooth neural networks. We introduce a novel two-timescale framework that…

Optimization and Control · Mathematics 2024-02-20 Nachuan Xiao , Xiaoyin Hu , Xin Liu , Kim-Chuan Toh

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

We study the trade-offs between convergence rate and robustness to gradient errors in designing a first-order algorithm. We focus on gradient descent (GD) and accelerated gradient (AG) methods for minimizing strongly convex functions when…

Optimization and Control · Mathematics 2019-11-07 Necdet Serhat Aybat , Alireza Fallah , Mert Gurbuzbalaban , Asuman Ozdaglar

We propose a stochastic optimization method for minimizing loss functions, expressed as an expected value, that adaptively controls the batch size used in the computation of gradient approximations and the step size used to move along such…

Machine Learning · Computer Science 2020-03-04 Achraf Bahamou , Donald Goldfarb

This paper introduces EXAdam ($\textbf{EX}$tended $\textbf{Adam}$), a novel optimization algorithm that builds upon the widely-used Adam optimizer. EXAdam incorporates two key enhancements: (1) new debiasing terms for improved moment…

Machine Learning · Computer Science 2025-05-19 Ahmed M. Adly

In the era of large-scale neural network models, optimization algorithms often struggle with generalization due to an overreliance on training loss. One key insight widely accepted in the machine learning community is the idea that wide…

Machine Learning · Computer Science 2025-09-01 Bodu Gong , Gustavo Enrique Batista , Pierre Lafaye de Micheaux

Stochastic gradient methods are central to large-scale learning, but they treat mini-batch gradients as unbiased estimators, which classical decision theory shows are inadmissible in high dimensions. We formulate gradient computation as a…

Machine Learning · Computer Science 2026-02-10 M. Arashi , M. Amintoosi

Time series anomaly detection (TSAD) is an important data mining task with numerous applications in the IoT era. In recent years, a large number of deep neural network-based methods have been proposed, demonstrating significantly better…

Machine Learning · Computer Science 2022-08-04 Wenkai Li , Cheng Feng , Ting Chen , Jun Zhu

The task of robust linear estimation in the presence of outliers is of particular importance in signal processing, statistics and machine learning. Although the problem has been stated a few decades ago and solved using classical…

Information Theory · Computer Science 2023-07-19 George Papageorgiou , Pantelis Bouboulis , Sergios Theodoridis , Kostantinos Themelis

In this work, we introduce a learning model designed to meet the needs of applications in which computational resources are limited, and robustness and interpretability are prioritized. Learning problems can be formulated as constrained…

Systems and Control · Electrical Eng. & Systems 2025-09-26 Christos Mavridis , John Baras

The Adam optimizer is the standard choice in deep learning applications. I propose a simple explanation of Adam's success: it makes each parameter's step size independent of the norms of the other parameters. Based on this principle I…

Machine Learning · Computer Science 2023-07-25 Jacob Jackson

Two classes of algorithms for optimization in the presence of noise are presented, that do not require the evaluation of the objective function. The first generalizes the well-known Adagrad method. Its complexity is then analyzed as a…

Optimization and Control · Mathematics 2025-01-30 S. Gratton , S. Jerad , Ph. L. Toint

Continual learning, an important aspect of artificial intelligence and machine learning research, focuses on developing models that learn and adapt to new tasks while retaining previously acquired knowledge. Existing continual learning…

Machine Learning · Computer Science 2024-04-04 Liwei Kang , Wee Sun Lee
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