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In large-scale learning algorithms, the momentum term is usually included in the stochastic sub-gradient method to improve the learning speed because it can navigate ravines efficiently to reach a local minimum. However, step-size and…

Machine Learning · Computer Science 2024-08-07 Wen-Liang Hwang

Stochastic Gradient Descent (SGD) methods are prominent for training machine learning and deep learning models. The performance of these techniques depends on their hyperparameter tuning over time and varies for different models and…

Machine Learning · Statistics 2019-08-22 Tomer Lancewicki , Selcuk Kopru

Conjugate gradient (CG) methods are a class of important methods for solving linear equations and nonlinear optimization problems. In this paper, we propose a new stochastic CG algorithm with variance reduction and we prove its linear…

Machine Learning · Computer Science 2018-10-17 Xiao-Bo Jin , Xu-Yao Zhang , Kaizhu Huang , Guang-Gang Geng

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

Stochastic Gradient Descent (SGD) and its variants are the most used algorithms in machine learning applications. In particular, SGD with adaptive learning rates and momentum is the industry standard to train deep networks. Despite the…

Machine Learning · Statistics 2020-07-29 Xiaoyu Li , Francesco Orabona

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

Momentum methods, including heavy-ball~(HB) and Nesterov's accelerated gradient~(NAG), are widely used in training neural networks for their fast convergence. However, there is a lack of theoretical guarantees for their convergence and…

Machine Learning · Computer Science 2022-04-19 Xin Liu , Wei Tao , Zhisong Pan

This paper presents a novel coordinate descent algorithm leveraging a combination of one-directional line search and gradient information for parameter updates for a squared error loss function. Each parameter undergoes updates determined…

Machine Learning · Computer Science 2024-08-05 Yen-Che Hsiao , Abhishek Dutta

Within the current sphere of deep learning research, despite the extensive application of optimization algorithms such as Stochastic Gradient Descent (SGD) and Adaptive Moment Estimation (Adam), there remains a pronounced inadequacy in…

Machine Learning · Computer Science 2025-10-30 Zhifeng Wang , Longlong Li , Chunyan Zeng

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

The conjugate gradient (CG) method is an efficient iterative method for solving large-scale strongly convex quadratic programming (QP). In this paper we propose some generalized CG (GCG) methods for solving the $\ell_1$-regularized…

Optimization and Control · Mathematics 2016-02-15 Zhaosong Lu , Xiaojun Chen

Momentum is known to accelerate the convergence of gradient descent in strongly convex settings without stochastic gradient noise. In stochastic optimization, such as training neural networks, folklore suggests that momentum may help deep…

Machine Learning · Computer Science 2024-04-17 Runzhe Wang , Sadhika Malladi , Tianhao Wang , Kaifeng Lyu , Zhiyuan Li

Interpreting gradient methods as fixed-point iterations, we provide a detailed analysis of those methods for minimizing convex objective functions. Due to their conceptual and algorithmic simplicity, gradient methods are widely used in…

Machine Learning · Statistics 2017-08-16 Alexander Jung

Federated learning has emerged in the last decade as a distributed optimization paradigm due to the rapidly increasing number of portable devices able to support the heavy computational needs related to the training of machine learning…

Machine Learning · Computer Science 2024-10-10 Emanuel Buttaci , Giuseppe Carlo Calafiore

Nonlinear conjugate gradient (NLCG) based optimizers have shown superior loss convergence properties compared to gradient descent based optimizers for traditional optimization problems. However, in Deep Neural Network (DNN) training, the…

Machine Learning · Computer Science 2019-11-21 Saurabh Adya , Vinay Palakkode , Oncel Tuzel

Gradient Descent (GD) and Conjugate Gradient (CG) methods are among the most effective iterative algorithms for solving unconstrained optimization problems, particularly in machine learning and statistical modeling, where they are employed…

Optimization and Control · Mathematics 2024-12-19 Xianqi Jiao , Jia Liu , Zhiping Chen

Mobile crowdsensing has gained significant attention in recent years and has become a critical paradigm for emerging Internet of Things applications. The sensing devices continuously generate a significant quantity of data, which provide…

Machine Learning · Computer Science 2020-02-07 Zhouyuan Huo , Qian Yang , Bin Gu , Lawrence Carin. Heng Huang

State-of-the-art training algorithms for deep learning models are based on stochastic gradient descent (SGD). Recently, many variations have been explored: perturbing parameters for better accuracy (such as in Extragradient), limiting SGD…

Machine Learning · Computer Science 2022-03-23 Amirkeivan Mohtashami , Martin Jaggi , Sebastian U. Stich

Stochastic gradient descent (SGD) with momentum is widely used for training modern deep learning architectures. While it is well-understood that using momentum can lead to faster convergence rate in various settings, it has also been…

Machine Learning · Computer Science 2022-07-14 Samy Jelassi , Yuanzhi Li

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