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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

We consider distributed optimization under communication constraints for training deep learning models. We propose a new algorithm, whose parameter updates rely on two forces: a regular gradient step, and a corrective direction dictated by…

Machine Learning · Computer Science 2022-04-29 Yunfei Teng , Wenbo Gao , Francois Chalus , Anna Choromanska , Donald Goldfarb , Adrian Weller

Stochastic Gradient Decent (SGD) is one of the core techniques behind the success of deep neural networks. The gradient provides information on the direction in which a function has the steepest rate of change. The main problem with basic…

We present a novel universal gradient method for solving convex optimization problems. Our algorithm, Dual Averaging with Distance Adaptation (DADA), is based on the classical scheme of dual averaging and dynamically adjusts its…

Optimization and Control · Mathematics 2026-04-22 Mohammad Moshtaghifar , Anton Rodomanov , Daniil Vankov , Sebastian Stich

With advances in deep learning, exponential data growth and increasing model complexity, developing efficient optimization methods are attracting much research attention. Several implementations favor the use of Conjugate Gradient (CG) and…

Machine Learning · Computer Science 2020-03-02 Buse Melis Ozyildirim , Mariam Kiran

Adaptive first-order optimizers are fundamental tools in deep learning, although they may suffer from poor generalization due to the nonuniform gradient scaling. In this work, we propose AdamL, a novel variant of the Adam optimizer, that…

Machine Learning · Statistics 2023-12-27 Lu Xia , Stefano Massei

Stochastic Gradient Descent (SGD) has become popular for solving large scale supervised machine learning optimization problems such as SVM, due to their strong theoretical guarantees. While the closely related Dual Coordinate Ascent (DCA)…

Machine Learning · Statistics 2015-03-20 Shai Shalev-Shwartz , Tong Zhang

Running out of GPU memory has become a main bottleneck for large-scale DNN training. How to reduce the memory footprint during training has received intensive research attention. We find that previous gradient accumulation reduces…

Machine Learning · Computer Science 2023-06-01 Yijia Zhang , Yibo Han , Shijie Cao , Guohao Dai , Youshan Miao , Ting Cao , Fan Yang , Ningyi Xu

Stochastic Gradient Descent (SGD) is arguably the most popular of the machine learning methods applied to training deep neural networks (DNN) today. It has recently been demonstrated that SGD can be statistically biased so that certain…

Machine Learning · Computer Science 2015-09-21 Andrew J. R. Simpson

Adaptive optimizers, such as Adam, have achieved remarkable success in deep learning. A key component of these optimizers is the so-called preconditioning matrix, providing enhanced gradient information and regulating the step size of each…

Machine Learning · Computer Science 2024-12-10 Yun Yue , Zhiling Ye , Jiadi Jiang , Yongchao Liu , Ke Zhang

A number of recent adaptive optimizers improve the generalisation performance of Adam by essentially reducing the variance of adaptive stepsizes to get closer to SGD with momentum. Following the above motivation, we suppress the range of…

Machine Learning · Computer Science 2024-07-15 Guoqiang Zhang

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

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

First-order optimization methods are currently the mainstream in training deep neural networks (DNNs). Optimizers like Adam incorporate limited curvature information by employing the diagonal matrix preconditioning of the stochastic…

Machine Learning · Computer Science 2025-03-12 Damien Martins Gomes , Yanlei Zhang , Eugene Belilovsky , Guy Wolf , Mahdi S. Hosseini

Layer-wise preconditioning methods are a family of memory-efficient optimization algorithms that introduce preconditioners per axis of each layer's weight tensors. These methods have seen a recent resurgence, demonstrating impressive…

Machine Learning · Computer Science 2025-02-05 Thomas T. Zhang , Behrad Moniri , Ansh Nagwekar , Faraz Rahman , Anton Xue , Hamed Hassani , Nikolai Matni

Stochastic optimization is a cornerstone of modern machine learning. This paper studies the generalization performance of two classical stochastic optimization algorithms: stochastic gradient descent (SGD) and Nesterov's accelerated…

Machine Learning · Computer Science 2026-03-20 Shaojie Li , Pengwei Tang , Yong Liu

As the parameters of Large Language Models (LLMs) have scaled to hundreds of billions, the demand for efficient training methods -- balancing faster computation and reduced memory usage without sacrificing accuracy -- has become more…

Machine Learning · Computer Science 2025-03-03 Kaan Ozkara , Tao Yu , Youngsuk Park

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

Adaptive optimizers are the de facto standard in non-private training as they often enable faster convergence and improved performance. In contrast, differentially private (DP) training is still predominantly performed with DP-SGD,…

Machine Learning · Computer Science 2025-12-01 Mihaela Hudişteanu , Nikita P. Kalinin , Edwige Cyffers

As a well-known optimization framework, the Alternating Direction Method of Multipliers (ADMM) has achieved tremendous success in many classification and regression applications. Recently, it has attracted the attention of deep learning…

Machine Learning · Computer Science 2021-12-23 Junxiang Wang , Hongyi Li , Liang Zhao