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Stochastic gradient descent (SGD) has taken the stage as the primary workhorse for large-scale machine learning. It is often used with its adaptive variants such as AdaGrad, Adam, and AMSGrad. This paper proposes an adaptive stochastic…

Machine Learning · Computer Science 2021-01-01 Tianyi Chen , Ziye Guo , Yuejiao Sun , Wotao Yin

For various optimization methods, gradient descent-based algorithms can achieve outstanding performance and have been widely used in various tasks. Among those commonly used algorithms, ADAM owns many advantages such as fast convergence…

Neural and Evolutionary Computing · Computer Science 2021-05-05 Jiyang Bai , Yuxiang Ren , Jiawei Zhang

Reward machines are an established tool for dealing with reinforcement learning problems in which rewards are sparse and depend on complex sequences of actions. However, existing algorithms for learning reward machines assume an overly…

Machine Learning · Computer Science 2025-10-20 Jan Corazza , Ivan Gavran , Daniel Neider

Stochastic min-max optimization has gained interest in the machine learning community with the advancements in GANs and adversarial training. Although game optimization is fairly well understood in the deterministic setting, some issues…

Machine Learning · Computer Science 2024-03-27 Juan Ramirez , Rohan Sukumaran , Quentin Bertrand , Gauthier Gidel

We introduce AlphaGrad, a memory-efficient, conditionally stateless optimizer addressing the memory overhead and hyperparameter complexity of adaptive methods like Adam. AlphaGrad enforces scale invariance via tensor-wise L2 gradient…

Machine Learning · Computer Science 2025-04-24 Soham Sane

Stochastic gradient descent (SGD) optimization methods are nowadays the method of choice for the training of deep neural networks (DNNs) in artificial intelligence systems. In practically relevant training problems, usually not the plain…

Optimization and Control · Mathematics 2024-08-01 Steffen Dereich , Arnulf Jentzen

The deep learning community has devised a diverse set of methods to make gradient optimization, using large datasets, of large and highly complex models with deeply cascaded nonlinearities, practical. Taken as a whole, these methods…

Machine Learning · Computer Science 2016-11-14 Atılım Güneş Baydin , Barak A. Pearlmutter , Jeffrey Mark Siskind

A framework is introduced for solving a sequence of slowly changing optimization problems, including those arising in regression and classification applications, using optimization algorithms such as stochastic gradient descent (SGD). The…

Machine Learning · Computer Science 2015-09-25 Craig Wilson , Venugopal V. Veeravalli

The development of nonlinear optimization algorithms capable of performing reliably in the presence of noise has garnered considerable attention lately. This paper advocates for strategies to create noise-tolerant nonlinear optimization…

Optimization and Control · Mathematics 2024-10-04 Yuchen Lou , Shigeng Sun , Jorge Nocedal

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

We consider a decentralized learning problem, where a set of computing nodes aim at solving a non-convex optimization problem collaboratively. It is well-known that decentralized optimization schemes face two major system bottlenecks:…

Machine Learning · Computer Science 2019-11-04 Amirhossein Reisizadeh , Hossein Taheri , Aryan Mokhtari , Hamed Hassani , Ramtin Pedarsani

Adaptive optimizers such as Adam have achieved great success in training large-scale models like large language models and diffusion models. However, they often generalize worse than non-adaptive methods, such as SGD on classical…

Machine Learning · Computer Science 2025-12-23 Yiheng Zhang , Shaowu Wu , Yuanzhuo Xu , Jiajun Wu , Shang Xu , Steve Drew , Xiaoguang Niu

Focusing on the practical configuration needs of optimization algorithms in deep learning, this article concentrates on five major algorithms: SGD, Mini-batch SGD, Momentum, Adam, and Lion. It systematically analyzes the core advantages,…

Machine Learning · Computer Science 2025-11-27 Deng Fucheng , Wang Wanjie , Gong Ao , Wang Xiaoqi , Wang Fan

We present a genetic algorithm framework for automatically discovering deep learning optimization algorithms. Our approach encodes optimizers as genomes that specify combinations of primitive update terms (gradient, momentum, RMS…

Neural and Evolutionary Computing · Computer Science 2025-12-16 Mitchell Marfinetz

This paper studies the distributed optimization problem under the influence of heavy-tailed gradient noises. Here, a heavy-tailed noise means that the noise does not necessarily satisfy the bounded variance assumption. Instead, it satisfies…

Optimization and Control · Mathematics 2025-05-12 Chao Sun , Huiming Zhang , Bo Chen , Li Yu

This paper establishes a mathematical foundation for the Adam optimizer, elucidating its connection to natural gradient descent through Riemannian and information geometry. We provide an accessible and detailed analysis of the diagonal…

Machine Learning · Computer Science 2024-09-05 Dongseong Hwang

Stochastic gradient algorithms have been the main focus of large-scale learning problems and they led to important successes in machine learning. The convergence of SGD depends on the careful choice of learning rate and the amount of the…

Machine Learning · Computer Science 2015-11-03 Caglar Gulcehre , Marcin Moczulski , Yoshua Bengio

Adam is a widely used optimization method for training deep learning models. It computes individual adaptive learning rates for different parameters. In this paper, we propose a generalization of Adam, called Adambs, that allows us to also…

Machine Learning · Computer Science 2020-10-27 Rui Liu , Tianyi Wu , Barzan Mozafari

We study a fixed step-size noisy distributed gradient descent algorithm for solving optimization problems in which the objective is a finite sum of smooth but possibly non-convex functions. Random perturbations are introduced to the…

Optimization and Control · Mathematics 2023-07-21 Lei Qin , Michael Cantoni , Ye Pu

Sensitivity to adversarial noise hinders deployment of machine learning algorithms in security-critical applications. Although many adversarial defenses have been proposed, robustness to adversarial noise remains an open problem. The most…

Machine Learning · Computer Science 2020-08-13 Alex Serban , Erik Poll , Joost Visser
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