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Adaptive moment methods have been remarkably successful in deep learning optimization, particularly in the presence of noisy and/or sparse gradients. We further the advantages of adaptive moment techniques by proposing a family of double…

Machine Learning · Statistics 2018-11-07 Kin Gutierrez , Jin Li , Cristian Challu , Artur Dubrawski

Adaptive gradient optimization methods, such as Adam, are prevalent in training deep neural networks across diverse machine learning tasks due to their ability to achieve faster convergence. However, these methods often suffer from…

Machine Learning · Computer Science 2025-02-12 Abulikemu Abuduweili , Changliu Liu

Stochastic gradient descent (\textsc{Sgd}) methods are the most powerful optimization tools in training machine learning and deep learning models. Moreover, acceleration (a.k.a. momentum) methods and diagonal scaling (a.k.a. adaptive…

Machine Learning · Statistics 2018-10-02 Qi Deng , Yi Cheng , Guanghui Lan

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

The adaptive moment estimation (Adam) optimizer proposed by Kingma & Ba (2014) is presumably the most popular stochastic gradient descent (SGD) optimization method for the training of deep neural networks (DNNs) in artificial intelligence…

Machine Learning · Computer Science 2026-03-20 Steffen Dereich , Thang Do , Arnulf Jentzen

Stochastic Gradient Descent (SGD) methods see many uses in optimization problems. Modifications to the algorithm, such as momentum-based SGD methods have been known to produce better results in certain cases. Much of this, however, is due…

Machine Learning · Computer Science 2025-04-22 Eric Lu

Adaptive gradient methods, which adopt historical gradient information to automatically adjust the learning rate, despite the nice property of fast convergence, have been observed to generalize worse than stochastic gradient descent (SGD)…

Machine Learning · Computer Science 2020-06-24 Jinghui Chen , Dongruo Zhou , Yiqi Tang , Ziyan Yang , Yuan Cao , Quanquan Gu

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

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

Convolutional neural networks (CNNs) are trained using stochastic gradient descent (SGD)-based optimizers. Recently, the adaptive moment estimation (Adam) optimizer has become very popular due to its adaptive momentum, which tackles the…

Machine Learning · Computer Science 2023-09-12 S. K. Roy , M. E. Paoletti , J. M. Haut , S. R. Dubey , P. Kar , A. Plaza , B. B. Chaudhuri

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

Adaptive gradient methods, especially Adam-type methods (such as Adam, AMSGrad, and AdaBound), have been proposed to speed up the training process with an element-wise scaling term on learning rates. However, they often generalize poorly…

Machine Learning · Computer Science 2021-07-20 Zhou Shao , Tong Lin

Modern statistical inference tasks often require iterative optimization methods to compute the solution. Convergence analysis from an optimization viewpoint only informs us how well the solution is approximated numerically but overlooks the…

Machine Learning · Statistics 2020-07-27 Tengyuan Liang , Weijie Su

Adam-type optimizers, as a class of adaptive moment estimation methods with the exponential moving average scheme, have been successfully used in many applications of deep learning. Such methods are appealing due to the capability on…

Machine Learning · Computer Science 2020-12-17 Bingxin Zhou , Xuebin Zheng , Junbin Gao

Adaptive optimization methods, which perform local optimization with a metric constructed from the history of iterates, are becoming increasingly popular for training deep neural networks. Examples include AdaGrad, RMSProp, and Adam. We…

Machine Learning · Statistics 2018-05-23 Ashia C. Wilson , Rebecca Roelofs , Mitchell Stern , Nathan Srebro , Benjamin Recht

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

Asynchronous stochastic gradient descent (ASGD) is a popular parallel optimization algorithm in machine learning. Most theoretical analysis on ASGD take a discrete view and prove upper bounds for their convergence rates. However, the…

Machine Learning · Statistics 2018-05-09 Li He , Qi Meng , Wei Chen , Zhi-Ming Ma , Tie-Yan Liu

Establishing a fast rate of convergence for optimization methods is crucial to their applicability in practice. With the increasing popularity of deep learning over the past decade, stochastic gradient descent and its adaptive variants…

Optimization and Control · Mathematics 2022-01-03 Adityanarayanan Radhakrishnan , Mikhail Belkin , Caroline Uhler

Adam is a widely used stochastic optimization method for deep learning applications. While practitioners prefer Adam because it requires less parameter tuning, its use is problematic from a theoretical point of view since it may not…

Machine Learning · Computer Science 2020-11-25 Mingrui Liu , Wei Zhang , Francesco Orabona , Tianbao Yang

The Stochastic Gradient Descent method (SGD) and its stochastic variants have become methods of choice for solving finite-sum optimization problems arising from machine learning and data science thanks to their ability to handle large-scale…

Optimization and Control · Mathematics 2024-03-06 Trang H. Tran , Quoc Tran-Dinh , Lam M. Nguyen
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