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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

Although stochastic gradient descent (SGD) method and its variants (e.g., stochastic momentum methods, AdaGrad) are the choice of algorithms for solving non-convex problems (especially deep learning), there still remain big gaps between the…

Optimization and Control · Mathematics 2019-03-07 Zaiyi Chen , Zhuoning Yuan , Jinfeng Yi , Bowen Zhou , Enhong Chen , Tianbao Yang

Adaptive gradient methods have become recently very popular, in particular as they have been shown to be useful in the training of deep neural networks. In this paper we have analyzed RMSProp, originally proposed for the training of deep…

Machine Learning · Computer Science 2017-11-29 Mahesh Chandra Mukkamala , Matthias Hein

We prove local convergence of several notable gradient descent algorithms used in machine learning, for which standard stochastic gradient descent theory does not apply directly. This includes, first, online algorithms for recurrent models…

Dynamical Systems · Mathematics 2021-01-11 Pierre-Yves Massé , Yann Ollivier

Adaptive gradient methods are typically used for training over-parameterized models. To better understand their behaviour, we study a simplistic setting -- smooth, convex losses with models over-parameterized enough to interpolate the data.…

Machine Learning · Computer Science 2021-02-22 Sharan Vaswani , Issam Laradji , Frederik Kunstner , Si Yi Meng , Mark Schmidt , Simon Lacoste-Julien

Adaptive Moment Estimation (Adam) is a cornerstone optimization algorithm in deep learning, widely recognized for its flexibility with adaptive learning rates and efficiency in handling large-scale data. However, despite its practical…

Machine Learning · Computer Science 2025-05-21 Ruinan Jin , Xiao Li , Yaoliang Yu , Baoxiang Wang

Currently, widely used first-order deep learning optimizers include non-adaptive learning rate optimizers and adaptive learning rate optimizers. The former is represented by SGDM (Stochastic Gradient Descent with Momentum), while the latter…

Machine Learning · Computer Science 2024-09-25 Honglin Qin , Hongye Zheng , Bingxing Wang , Zhizhong Wu , Bingyao Liu , Yuanfang Yang

We introduce Adam, an algorithm for first-order gradient-based optimization of stochastic objective functions, based on adaptive estimates of lower-order moments. The method is straightforward to implement, is computationally efficient, has…

Machine Learning · Computer Science 2017-01-31 Diederik P. Kingma , Jimmy Ba

Stochastic Gradient Descent (SGD) and its momentum variants form the backbone of deep learning optimization, yet the underlying dynamics of their gradient behavior remain insufficiently understood. In this work, we reinterpret gradient…

Machine Learning · Computer Science 2026-03-09 Zhipeng Yao , Rui Yu , Guisong Chang , Ying Li , Yu Zhang , Dazhou Li

With the fast development of deep learning, it has become common to learn big neural networks using massive training data. Asynchronous Stochastic Gradient Descent (ASGD) is widely adopted to fulfill this task for its efficiency, which is,…

Machine Learning · Computer Science 2020-02-19 Shuxin Zheng , Qi Meng , Taifeng Wang , Wei Chen , Nenghai Yu , Zhi-Ming Ma , Tie-Yan Liu

Adam is shown not being able to converge to the optimal solution in certain cases. Researchers recently propose several algorithms to avoid the issue of non-convergence of Adam, but their efficiency turns out to be unsatisfactory in…

Machine Learning · Computer Science 2019-06-25 Zhiming Zhou , Qingru Zhang , Guansong Lu , Hongwei Wang , Weinan Zhang , Yong Yu

In this work, we propose an optimization algorithm which we call norm-adapted gradient descent. This algorithm is similar to other gradient-based optimization algorithms like Adam or Adagrad in that it adapts the learning rate of stochastic…

Machine Learning · Computer Science 2020-10-14 David Sprunger

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

The learning rate warmup heuristic achieves remarkable success in stabilizing training, accelerating convergence and improving generalization for adaptive stochastic optimization algorithms like RMSprop and Adam. Here, we study its…

Machine Learning · Computer Science 2021-10-27 Liyuan Liu , Haoming Jiang , Pengcheng He , Weizhu Chen , Xiaodong Liu , Jianfeng Gao , Jiawei Han

Asynchronous stochastic gradient descent (ASGD) is a standard way to exploit heterogeneous compute resources in distributed learning: instead of forcing fast workers to wait for slow ones, the server updates the model whenever a gradient…

Machine Learning · Computer Science 2026-05-14 Ammar Mahran , Artavazd Maranjyan , Peter Richtárik

Despite the omnipresent use of stochastic gradient descent (SGD) optimization methods in the training of deep neural networks (DNNs), it remains, in basically all practically relevant scenarios, a fundamental open problem to provide a…

Machine Learning · Computer Science 2025-03-04 Thang Do , Arnulf Jentzen , Adrian Riekert

We study adaptive methods for differentially private convex optimization, proposing and analyzing differentially private variants of a Stochastic Gradient Descent (SGD) algorithm with adaptive stepsizes, as well as the AdaGrad algorithm. We…

Machine Learning · Computer Science 2021-06-28 Hilal Asi , John Duchi , Alireza Fallah , Omid Javidbakht , Kunal Talwar

The performance of gradient-based optimization methods, such as standard gradient descent (GD), greatly depends on the choice of learning rate. However, it can require a non-trivial amount of user tuning effort to select an appropriate…

Machine Learning · Computer Science 2025-10-14 Nikola Surjanovic , Alexandre Bouchard-Côté , Trevor Campbell

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

While stochastic gradient descent (SGD) is still the \emph{de facto} algorithm in deep learning, adaptive methods like Clipped SGD/Adam have been observed to outperform SGD across important tasks, such as attention models. The settings…

Optimization and Control · Mathematics 2020-10-26 Jingzhao Zhang , Sai Praneeth Karimireddy , Andreas Veit , Seungyeon Kim , Sashank J Reddi , Sanjiv Kumar , Suvrit Sra
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