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AdaBoost is one of the most popular ML algorithms. It is simple to implement and often found very effective by practitioners, while still being mathematically elegant and theoretically sound. AdaBoost's interesting behavior in practice…

Machine Learning · Computer Science 2023-01-06 Joshua Belanich , Luis E. Ortiz

Adaptive optimization methods such as AdaGrad, RMSprop and Adam have been proposed to achieve a rapid training process with an element-wise scaling term on learning rates. Though prevailing, they are observed to generalize poorly compared…

Machine Learning · Computer Science 2019-04-22 Liangchen Luo , Yuanhao Xiong , Yan Liu , Xu Sun

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

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

In the context of stochastic gradient descent(SGD) and adaptive moment estimation (Adam),researchers have recently proposed optimization techniques that transition from Adam to SGD with the goal of improving both convergence and…

Machine Learning · Computer Science 2020-07-01 Jiaxuan Wang , Jenna Wiens

As deep learning models exponentially increase in size, optimizers such as Adam encounter significant memory consumption challenges due to the storage of first and second moment data. Current memory-efficient methods like Adafactor and CAME…

Machine Learning · Computer Science 2024-03-25 Pengxiang Zhao , Ping Li , Yingjie Gu , Yi Zheng , Stephan Ludger Kölker , Zhefeng Wang , Xiaoming Yuan

Adaptive gradient methods have attracted much attention of machine learning communities due to the high efficiency. However their acceleration effect in practice, especially in neural network training, is hard to analyze, theoretically. The…

Optimization and Control · Mathematics 2020-06-15 Xunpeng Huang , Hao Zhou , Runxin Xu , Zhe Wang , Lei Li

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

We develop a reduction-based framework for online learning with delayed feedback that recovers and improves upon existing results for both first-order and bandit convex optimization. Our approach introduces a continuous-time model under…

Machine Learning · Computer Science 2026-02-04 Alexander Ryabchenko , Idan Attias , Daniel M. Roy

We introduce a new online convex optimization algorithm that adaptively chooses its regularization function based on the loss functions observed so far. This is in contrast to previous algorithms that use a fixed regularization function…

Machine Learning · Computer Science 2010-07-08 H. Brendan McMahan , Matthew Streeter

Adaptive gradient optimizers (AdaGrad), which dynamically adjust the learning rate based on iterative gradients, have emerged as powerful tools in deep learning. These adaptive methods have significantly succeeded in various deep learning…

Optimization and Control · Mathematics 2024-12-31 Ruinan Jin , Xiaoyu Wang , Baoxiang Wang

In this paper, we propose AdaBB, an adaptive gradient method based on the Barzilai-Borwein stepsize. The algorithm is line-search-free and parameter-free, and essentially provides a convergent variant of the Barzilai-Borwein method for…

Optimization and Control · Mathematics 2024-01-17 Danqing Zhou , Shiqian Ma , Junfeng Yang

We provide new adaptive first-order methods for constrained convex optimization. Our main algorithms AdaACSA and AdaAGD+ are accelerated methods, which are universal in the sense that they achieve nearly-optimal convergence rates for both…

Machine Learning · Computer Science 2021-02-17 Alina Ene , Huy L. Nguyen , Adrian Vladu

We study fast rates of convergence in the setting of nonparametric online regression, namely where regret is defined with respect to an arbitrary function class which has bounded complexity. Our contributions are two-fold: - In the…

Machine Learning · Computer Science 2022-04-13 Constantinos Daskalakis , Noah Golowich

We consider the problem of adversarial bandit convex optimization, that is, online learning over a sequence of arbitrary convex loss functions with only one function evaluation for each of them. While all previous works assume known and…

Machine Learning · Computer Science 2022-02-15 Haipeng Luo , Mengxiao Zhang , Peng Zhao

Adam is a popular variant of stochastic gradient descent for finding a local minimizer of a function. In the constant stepsize regime, assuming that the objective function is differentiable and non-convex, we establish the convergence in…

Machine Learning · Statistics 2020-05-15 Anas Barakat , Pascal Bianchi

We propose a federated version of adaptive gradient methods, particularly AdaGrad and Adam, within the framework of over-the-air model training. This approach capitalizes on the inherent superposition property of wireless channels,…

Machine Learning · Computer Science 2024-03-12 Chenhao Wang , Zihan Chen , Nikolaos Pappas , Howard H. Yang , Tony Q. S. Quek , H. Vincent Poor

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

In online convex optimization it is well known that certain subclasses of objective functions are much easier than arbitrary convex functions. We are interested in designing adaptive methods that can automatically get fast rates in as many…

Machine Learning · Computer Science 2021-08-31 Tim van Erven , Wouter M. Koolen

In this paper, we propose a new algorithm to speed-up the convergence of accelerated proximal gradient (APG) methods. In order to minimize a convex function $f(\mathbf{x})$, our algorithm introduces a simple line search step after each…

Machine Learning · Statistics 2014-06-19 Ziming Zhang , Venkatesh Saligrama