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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

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

First-order stochastic optimization methods are currently the most widely used class of methods for training deep neural networks. However, the choice of the optimizer has become an ad-hoc rule that can significantly affect the performance.…

Machine Learning · Computer Science 2020-10-21 Samy Jelassi , Aaron Defazio

In this paper, we present a distributed variant of adaptive stochastic gradient method for training deep neural networks in the parameter-server model. To reduce the communication cost among the workers and server, we incorporate two types…

Machine Learning · Computer Science 2021-06-16 Congliang Chen , Li Shen , Haozhi Huang , Wei Liu

Deep learning algorithms - typically consisting of a class of deep neural networks trained by a stochastic gradient descent (SGD) optimization method - are nowadays the key ingredients in many artificial intelligence (AI) systems and have…

Machine Learning · Computer Science 2024-07-12 Steffen Dereich , Robin Graeber , Arnulf Jentzen

Since its invention in 2014, the Adam optimizer has received tremendous attention. On one hand, it has been widely used in deep learning and many variants have been proposed, while on the other hand their theoretical convergence property…

Machine Learning · Computer Science 2021-12-08 Zhishuai Guo , Yi Xu , Wotao Yin , Rong Jin , Tianbao Yang

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

This paper deals with nonconvex stochastic optimization problems in deep learning and provides appropriate learning rates with which adaptive learning rate optimization algorithms, such as Adam and AMSGrad, can approximate a stationary…

Optimization and Control · Mathematics 2020-11-24 Hideaki Iiduka

The vast majority of successful deep neural networks are trained using variants of stochastic gradient descent (SGD) algorithms. Recent attempts to improve SGD can be broadly categorized into two approaches: (1) adaptive learning rate…

Machine Learning · Computer Science 2019-12-04 Michael R. Zhang , James Lucas , Geoffrey Hinton , Jimmy Ba

Adaptive gradient methods for stochastic optimization adjust the learning rate for each parameter locally. However, there is also a global learning rate which must be tuned in order to get the best performance. In this paper, we present a…

Machine Learning · Computer Science 2018-06-12 Hiroaki Hayashi , Jayanth Koushik , Graham Neubig

Machine learning algorithms aim to find patterns from observations, which may include some noise, especially in robotics domain. To perform well even with such noise, we expect them to be able to detect outliers and discard them when…

Machine Learning · Computer Science 2020-03-04 Wendyam Eric Lionel Ilboudo , Taisuke Kobayashi , Kenji Sugimoto

In this paper, we investigate the convergence properties of a wide class of Adam-family methods for minimizing quadratically regularized nonsmooth nonconvex optimization problems, especially in the context of training nonsmooth neural…

Optimization and Control · Mathematics 2023-10-16 Kuangyu Ding , Nachuan Xiao , Kim-Chuan Toh

Adaptive gradient algorithm (AdaGrad) and its variants, such as RMSProp, Adam, AMSGrad, etc, have been widely used in deep learning. Although these algorithms are faster in the early phase of training, their generalization performance is…

Machine Learning · Computer Science 2021-09-14 Kun Zeng , Jinlan Liu , Zhixia Jiang , Dongpo Xu

The success of deep learning can be attributed to various factors such as increase in computational power, large datasets, deep convolutional neural networks, optimizers etc. Particularly, the choice of optimizer affects the generalization,…

Machine Learning · Computer Science 2021-09-10 Anirudh Maiya , Inumella Sricharan , Anshuman Pandey , Srinivas K. S

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

Stochastic gradient descent (SGD) and its many variants are the widespread optimization algorithms for training deep neural networks. However, SGD suffers from inevitable drawbacks, including vanishing gradients, lack of theoretical…

Machine Learning · Computer Science 2024-01-09 Zeinab Ebrahimi , Gustavo Batista , Mohammad Deghat

Adam-type algorithms have become a preferred choice for optimisation in the deep learning setting, however, despite success, their convergence is still not well understood. To this end, we introduce a unified framework for Adam-type…

Machine Learning · Computer Science 2024-09-24 Yiming Jiang , Jinlan Liu , Dongpo Xu , Danilo P. Mandic

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 introduce a novel algorithm for gradient-based optimization of stochastic objective functions. The method may be seen as a variant of SGD with momentum equipped with an adaptive learning rate automatically adjusted by an 'energy'…

Optimization and Control · Mathematics 2022-03-24 Hailiang Liu , Xuping Tian

Distributed adaptive stochastic gradient methods have been widely used for large-scale nonconvex optimization, such as training deep learning models. However, their communication complexity on finding $\varepsilon$-stationary points has…

Machine Learning · Computer Science 2023-08-25 Congliang Chen , Li Shen , Wei Liu , Zhi-Quan Luo