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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

Integrating adaptive learning rate and momentum techniques into SGD leads to a large class of efficiently accelerated adaptive stochastic algorithms, such as AdaGrad, RMSProp, Adam, AccAdaGrad, \textit{etc}. In spite of their effectiveness…

Machine Learning · Computer Science 2023-05-16 Li Shen , Congliang Chen , Fangyu Zou , Zequn Jie , Ju Sun , Wei Liu

Adaptive gradient-based optimization methods such as \textsc{Adagrad}, \textsc{Rmsprop}, and \textsc{Adam} are widely used in solving large-scale machine learning problems including deep learning. A number of schemes have been proposed in…

Machine Learning · Computer Science 2019-05-30 Parvin Nazari , Davoud Ataee Tarzanagh , George Michailidis

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

Stochastic gradient descent (SGD) is a widely used algorithm in machine learning, particularly for neural network training. Recent studies on SGD for canonical quadratic optimization or linear regression show it attains well generalization…

Machine Learning · Computer Science 2024-09-17 Haihan Zhang , Yuanshi Liu , Qianwen Chen , Cong Fang

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

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

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

The rapid scaling of large language models (LLMs) has made low-precision training essential for reducing memory, improving efficiency, and enabling larger models and datasets. Existing convergence theories for adaptive optimizers, however,…

Machine Learning · Computer Science 2026-03-03 Xuan Tang , Jichu Li , Difan Zou

Despite superior training outcomes, adaptive optimization methods such as Adam, Adagrad or RMSprop have been found to generalize poorly compared to Stochastic gradient descent (SGD). These methods tend to perform well in the initial portion…

Machine Learning · Computer Science 2017-12-21 Nitish Shirish Keskar , Richard Socher

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

Gradient descent has been a central training principle for artificial neural networks from the early beginnings to today's deep learning networks. The most common implementation is the backpropagation algorithm for training feed-forward…

Machine Learning · Computer Science 2020-06-09 Stefan Jaeger

Like many optimization algorithms, Stochastic Variational Inference (SVI) is sensitive to the choice of the learning rate. If the learning rate is too small, the optimization process may be slow, and the algorithm might get stuck in local…

Computational Engineering, Finance, and Science · Computer Science 2024-12-23 Maximilian Dinkel , Gil Robalo Rei , Wolfgang A. Wall

Training a neural network (NN) typically relies on some type of curve-following method, such as gradient descent (GD) (and stochastic gradient descent (SGD)), ADADELTA, ADAM or limited memory algorithms. Convergence for these algorithms…

Machine Learning · Computer Science 2023-05-08 Michael A Kouritzin , Stephen Styles , Beatrice-Helen Vritsiou

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

How does the choice of optimization algorithm shape a model's ability to learn features? To address this question for steepest descent methods --including sign descent, which is closely related to Adam --we introduce steepest mirror flows…

Machine Learning · Computer Science 2026-03-03 Tom Jacobs , Chao Zhou , Rebekka Burkholz

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

Adaptive gradient methods are workhorses in deep learning. However, the convergence guarantees of adaptive gradient methods for nonconvex optimization have not been thoroughly studied. In this paper, we provide a fine-grained convergence…

Machine Learning · Computer Science 2024-06-21 Dongruo Zhou , Jinghui Chen , Yuan Cao , Ziyan Yang , Quanquan Gu

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

For finite-sum optimization, variance-reduced gradient methods (VR) compute at each iteration the gradient of a single function (or of a mini-batch), and yet achieve faster convergence than SGD thanks to a carefully crafted lower-variance…

Optimization and Control · Mathematics 2024-04-09 Bastien Batardière , Joon Kwon