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Momentum based optimizers are central to a wide range of machine learning applications. These typically rely on an Exponential Moving Average (EMA) of gradients, which decays exponentially the present contribution of older gradients. This…

Machine Learning · Computer Science 2024-10-01 Matteo Pagliardini , Pierre Ablin , David Grangier

One of the most popular training algorithms for deep neural networks is the Adaptive Moment Estimation (Adam) introduced by Kingma and Ba. Despite its success in many applications there is no satisfactory convergence analysis: only local…

Machine Learning · Computer Science 2022-10-06 Sebastian Bock , Martin Georg Weiß

Although ADAM is a very popular algorithm for optimizing the weights of neural networks, it has been recently shown that it can diverge even in simple convex optimization examples. Several variants of ADAM have been proposed to circumvent…

Optimization and Control · Mathematics 2020-09-25 Anas Barakat , Pascal Bianchi

We provide new adaptive first-order methods for constrained convex optimization. Our main algorithms AdaACSA and AdaAGD+ are accelerated methods, which are universal in the sense that they achieve nearly-optimal convergence rates for both…

Machine Learning · Computer Science 2021-02-17 Alina Ene , Huy L. Nguyen , Adrian Vladu

Convergence and convergence rate analyses of adaptive methods, such as Adaptive Moment Estimation (Adam) and its variants, have been widely studied for nonconvex optimization. The analyses are based on assumptions that the expected or…

Machine Learning · Computer Science 2022-06-28 Hideaki Iiduka

Many popular adaptive gradient methods such as Adam and RMSProp rely on an exponential moving average (EMA) to normalize their stepsizes. While the EMA makes these methods highly responsive to new gradient information, recent research has…

Machine Learning · Computer Science 2021-10-13 Brett Daley , Christopher Amato

AdamZ is an advanced variant of the Adam optimiser, developed to enhance convergence efficiency in neural network training. This optimiser dynamically adjusts the learning rate by incorporating mechanisms to address overshooting and…

Machine Learning · Computer Science 2024-11-26 Ilia Zaznov , Atta Badii , Alfonso Dufour , Julian Kunkel

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 adaptive moment estimation algorithm Adam (Kingma and Ba) is a popular optimizer in the training of deep neural networks. However, Reddi et al. have recently shown that the convergence proof of Adam is problematic and proposed a variant…

Machine Learning · Computer Science 2019-11-01 Tran Thi Phuong , Le Trieu Phong

We implement the adaptive step size scheme from the optimization methods AdaGrad and Adam in a novel variant of the Proximal Gradient Method (PGM). Our algorithm, dubbed AdaProx, avoids the need for explicit computation of the Lipschitz…

Optimization and Control · Mathematics 2020-07-06 Peter Melchior , Rémy Joseph , Fred Moolekamp

We introduce a general method for improving the convergence rate of gradient-based optimizers that is easy to implement and works well in practice. We demonstrate the effectiveness of the method in a range of optimization problems by…

Machine Learning · Computer Science 2018-08-23 Atilim Gunes Baydin , Robert Cornish , David Martinez Rubio , Mark Schmidt , Frank Wood

Adam is widely adopted in practical applications due to its fast convergence. However, its theoretical analysis is still far from satisfactory. Existing convergence analyses for Adam rely on the bounded smoothness assumption, referred to as…

Machine Learning · Computer Science 2024-06-25 Bohan Wang , Yushun Zhang , Huishuai Zhang , Qi Meng , Ruoyu Sun , Zhi-Ming Ma , Tie-Yan Liu , Zhi-Quan Luo , Wei Chen

Adam and RMSProp are two of the most influential adaptive stochastic algorithms for training deep neural networks, which have been pointed out to be divergent even in the convex setting via a few simple counterexamples. Many attempts, such…

Machine Learning · Computer Science 2019-06-26 Fangyu Zou , Li Shen , Zequn Jie , Weizhong Zhang , Wei Liu

We propose AEGD, a new algorithm for first-order gradient-based optimization of non-convex objective functions, based on a dynamically updated energy variable. The method is shown to be unconditionally energy stable, irrespective of the…

Optimization and Control · Mathematics 2021-10-04 Hailiang Liu , Xuping Tian

We provide a simple proof of convergence covering both the Adam and Adagrad adaptive optimization algorithms when applied to smooth (possibly non-convex) objective functions with bounded gradients. We show that in expectation, the squared…

Machine Learning · Statistics 2022-10-18 Alexandre Défossez , Léon Bottou , Francis Bach , Nicolas Usunier

Adaptive gradient optimizers (AdaGrad), which dynamically adjust the learning rate based on iterative gradients, have emerged as powerful tools in deep learning. These adaptive methods have significantly succeeded in various deep learning…

Optimization and Control · Mathematics 2024-12-31 Ruinan Jin , Xiaoyu Wang , Baoxiang Wang

Adaptive gradient methods, such as Adam and LAMB, have demonstrated excellent performance in the training of large language models. Nevertheless, the need for adaptivity requires maintaining second-moment estimates of the per-parameter…

Computation and Language · Computer Science 2023-08-08 Yang Luo , Xiaozhe Ren , Zangwei Zheng , Zhuo Jiang , Xin Jiang , Yang You

Asynchronous algorithms have attracted much attention recently due to the crucial demands on solving large-scale optimization problems. However, the accelerated versions of asynchronous algorithms are rarely studied. In this paper, we…

Optimization and Control · Mathematics 2018-02-28 Cong Fang , Yameng Huang , Zhouchen Lin

Adam-type methods, the extension of adaptive gradient methods, have shown great performance in the training of both supervised and unsupervised machine learning models. In particular, Adam-type optimizers have been widely used empirically…

Machine Learning · Computer Science 2021-09-30 Zehao Dou , Yuanzhi Li

Adaptive gradient methods such as AdaGrad and its variants update the stepsize in stochastic gradient descent on the fly according to the gradients received along the way; such methods have gained widespread use in large-scale optimization…

Machine Learning · Statistics 2021-04-20 Rachel Ward , Xiaoxia Wu , Leon Bottou