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The choice of batch sizes in minibatch stochastic gradient optimizers is critical in large-scale model training for both optimization and generalization performance. Although large-batch training is arguably the dominant training paradigm…

Machine Learning · Computer Science 2024-05-29 Tim Tsz-Kit Lau , Han Liu , Mladen Kolar

Deep learning algorithms - typically consisting of a class of deep neural networks trained by a stochastic gradient descent (SGD) optimization method - are nowadays the key ingredients in many artificial intelligence (AI) systems and have…

Machine Learning · Computer Science 2024-07-12 Steffen Dereich , Robin Graeber , Arnulf Jentzen

Adaptive gradient algorithms perform gradient-based updates using the history of gradients and are ubiquitous in training deep neural networks. While adaptive gradient methods theory is well understood for minimization problems, the…

Optimization and Control · Mathematics 2020-12-29 Mingrui Liu , Youssef Mroueh , Jerret Ross , Wei Zhang , Xiaodong Cui , Payel Das , Tianbao Yang

Recent advancements in deep learning optimization have introduced new algorithms, such as Schedule-Free optimizers, AdEMAMix, MARS and Lion which modify traditional momentum mechanisms. In a separate line of work, theoretical acceleration…

Machine Learning · Computer Science 2025-02-05 Depen Morwani , Nikhil Vyas , Hanlin Zhang , Sham Kakade

We propose a continuous-time scheme for large-scale optimization that introduces individual, adaptive momentum coefficients regulated by the kinetic energy of each model parameter. This approach automatically adjusts to local landscape…

Machine Learning · Computer Science 2026-02-03 Aikaterini Karoni , Rajit Rajpal , Benedict Leimkuhler , Gabriel Stoltz

The performance of stochastic gradient descent (SGD) depends critically on how learning rates are tuned and decreased over time. We propose a method to automatically adjust multiple learning rates so as to minimize the expected error at any…

Machine Learning · Statistics 2013-02-19 Tom Schaul , Sixin Zhang , Yann LeCun

In this paper, we propose a generalized framework for developing learning-rate-free momentum stochastic gradient descent (SGD) methods in the minimization of nonsmooth nonconvex functions, especially in training nonsmooth neural networks.…

Optimization and Control · Mathematics 2024-06-27 Xiaoyin Hu , Nachuan Xiao , Xin Liu , Kim-Chuan Toh

Alternating Direction Method of Multipliers (ADMM) is a popular method for solving large-scale Machine Learning problems. Stochastic ADMM was proposed to reduce the per iteration computational complexity, which is more suitable for big data…

Numerical Analysis · Computer Science 2023-04-25 Chao Zhang , Zebang Shen , Hui Qian , Tengfei Zhou , Jianya Zhou , Jianying Zhou

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

Adaptive gradient approaches that automatically adjust the learning rate on a per-feature basis have been very popular for training deep networks. This rich class of algorithms includes Adagrad, RMSprop, Adam, and recent extensions. All…

Machine Learning · Computer Science 2019-05-28 Jihun Yun , Aurelie C. Lozano , Eunho Yang

Convergence detection of iterative stochastic optimization methods is of great practical interest. This paper considers stochastic gradient descent (SGD) with a constant learning rate and momentum. We show that there exists a transient…

Machine Learning · Computer Science 2020-08-28 Jerry Chee , Ping Li

We study the convergence of accelerated stochastic gradient descent for strongly convex objectives under the growth condition, which states that the variance of stochastic gradient is bounded by a multiplicative part that grows with the…

Optimization and Control · Mathematics 2023-11-01 You-Lin Chen , Sen Na , Mladen Kolar

For solving pseudo-convex global optimization problems, we present a novel fully adaptive steepest descent method (or ASDM) without any hard-to-estimate parameters. For the step-size regulation in an $\varepsilon$-normalized direction, we…

Optimization and Control · Mathematics 2021-08-12 Z. R. Gabidullina

As one of the most fundamental stochastic optimization algorithms, stochastic gradient descent (SGD) has been intensively developed and extensively applied in machine learning in the past decade. There have been some modified SGD-type…

Machine Learning · Computer Science 2022-01-28 Ruinan Jin , Yu Xing , Xingkang He

It is widely believed that stochastic gradient descent (SGD) performs significantly worse than adaptive optimizers such as Adam in pre-training Large Language Models (LLMs). Yet the underlying reason for this gap remains unclear. In this…

Machine Learning · Computer Science 2026-05-19 Athanasios Glentis , Dawei Li , Chung-Yiu Yau , Mingyi Hong

We propose Adaptive Compressed Gradient Descent (AdaCGD) - a novel optimization algorithm for communication-efficient training of supervised machine learning models with adaptive compression level. Our approach is inspired by the recently…

Machine Learning · Computer Science 2022-11-02 Maksim Makarenko , Elnur Gasanov , Rustem Islamov , Abdurakhmon Sadiev , Peter Richtarik

Adaptive gradient-based optimizers such as Adagrad and Adam are crucial for achieving state-of-the-art performance in machine translation and language modeling. However, these methods maintain second-order statistics for each parameter,…

Machine Learning · Computer Science 2019-09-13 Rohan Anil , Vineet Gupta , Tomer Koren , Yoram Singer

Compressed Stochastic Gradient Descent (SGD) algorithms have been recently proposed to address the communication bottleneck in distributed and decentralized optimization problems, such as those that arise in federated machine learning.…

Machine Learning · Statistics 2022-07-21 Adarsh M. Subramaniam , Akshayaa Magesh , Venugopal V. Veeravalli

Despite plenty of efforts focusing on improving the domain adaptation ability (DA) under unsupervised or few-shot semi-supervised settings, recently the solution of active learning started to attract more attention due to its suitability in…

Machine Learning · Computer Science 2022-04-05 Ming Xie , Yuxi Li , Yabiao Wang , Zekun Luo , Zhenye Gan , Zhongyi Sun , Mingmin Chi , Chengjie Wang , Pei Wang

Stochastic gradient descent with momentum (SGDM) methods have become fundamental optimization tools in machine learning, combining the computational efficiency of stochastic gradients with the acceleration benefits of momentum. Despite…

Optimization and Control · Mathematics 2026-03-02 Zimeng Wang , Alp Yurtsever