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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

When equipped with efficient optimization algorithms, the over-parameterized neural networks have demonstrated high level of performance even though the loss function is non-convex and non-smooth. While many works have been focusing on…

Machine Learning · Computer Science 2021-03-11 Zhiqi Bu , Shiyun Xu , Kan Chen

We introduce a novel and efficient algorithm called the stochastic approximate gradient descent (SAGD), as an alternative to the stochastic gradient descent for cases where unbiased stochastic gradients cannot be trivially obtained.…

Machine Learning · Computer Science 2020-02-14 Yixuan Qiu , Xiao Wang

Training logistic regression over encrypted data has emerged as a prominent approach to addressing security concerns in recent years. In this paper, we introduce an efficient gradient variant, termed the \textit{quadratic gradient}, which…

Cryptography and Security · Computer Science 2026-04-16 John Chiang

Current state-of-the-art optimizers are adaptive gradient-based optimization methods such as Adam. Recently, there has been an increasing interest in formulating gradient-based optimizers in a probabilistic framework for better modeling the…

Machine Learning · Computer Science 2025-04-21 Haotian Chen , Anna Kuzina , Babak Esmaeili , Jakub M Tomczak

The multinomial logistic regression (MLR) model is widely used in statistics and machine learning. Stochastic gradient descent (SGD) is the most common approach for determining the parameters of a MLR model in big data scenarios. However,…

Optimization and Control · Mathematics 2021-05-03 Borja Sánchez-López , Jesus Cerquides

Adaptive moment methods have been remarkably successful in deep learning optimization, particularly in the presence of noisy and/or sparse gradients. We further the advantages of adaptive moment techniques by proposing a family of double…

Machine Learning · Statistics 2018-11-07 Kin Gutierrez , Jin Li , Cristian Challu , Artur Dubrawski

Momentum plays a crucial role in stochastic gradient-based optimization algorithms for accelerating or improving training deep neural networks (DNNs). In deep learning practice, the momentum is usually weighted by a well-calibrated…

Machine Learning · Computer Science 2020-12-04 Bao Wang , Qiang Ye

A new gradient-based optimization approach by automatically scheduling the learning rate has been proposed recently, which is called Binary Forward Exploration (BFE). The Adaptive version of BFE has also been discussed thereafter. In this…

Machine Learning · Computer Science 2022-09-23 Xin Cao

In this paper, we propose a novel optimization algorithm for training machine learning models called Input Normalized Stochastic Gradient Descent (INSGD), inspired by the Normalized Least Mean Squares (NLMS) algorithm used in adaptive…

Machine Learning · Computer Science 2023-06-28 Salih Atici , Hongyi Pan , Ahmet Enis Cetin

Stochastic Gradient Descent (SGD), a widely used optimization algorithm in deep learning, is often limited to converging to local optima due to the non-convex nature of the problem. Leveraging these local optima to improve model performance…

Machine Learning · Computer Science 2023-09-22 Hao Chen , Yusen Wu , Phuong Nguyen , Chao Liu , Yelena Yesha

Stochastic gradient descent (SGD) is a fundamental optimization algorithm widely used in modern machine learning. In this paper, we propose Factor-Augmented SGD (FSGD), a new optimization method that leverages latent factor representations…

Machine Learning · Statistics 2026-05-20 Shubo Li , Yuefeng Han , Xiufan Yu

The graduated optimization approach is a method for finding global optimal solutions for nonconvex functions by using a function smoothing operation with stochastic noise. This paper makes three contributions regarding graduated…

Machine Learning · Computer Science 2026-01-27 Naoki Sato , Hideaki Iiduka

The representation of functions by artificial neural networks depends on a large number of parameters in a non-linear fashion. Suitable parameters of these are found by minimizing a 'loss functional', typically by stochastic gradient…

Machine Learning · Computer Science 2021-09-16 Stephan Wojtowytsch

One of the most widely used methods for solving large-scale stochastic optimization problems is distributed asynchronous stochastic gradient descent (DASGD), a family of algorithms that result from parallelizing stochastic gradient descent…

Optimization and Control · Mathematics 2021-07-08 Zhengyuan Zhou , Panayotis Mertikopoulos , Nicholas Bambos , Peter W. Glynn , Yinyu Ye

Stochastic gradient descent (SGD) type optimization schemes are fundamental ingredients in a large number of machine learning based algorithms. In particular, SGD type optimization schemes are frequently employed in applications involving…

Numerical Analysis · Mathematics 2020-07-22 Aritz Bercher , Lukas Gonon , Arnulf Jentzen , Diyora Salimova

In decentralized learning, a network of nodes cooperate to minimize an overall objective function that is usually the finite-sum of their local objectives, and incorporates a non-smooth regularization term for the better generalization…

Machine Learning · Computer Science 2022-01-25 Xuanjie Li , Yuedong Xu , Jessie Hui Wang , Xin Wang , John C. S. Lui

Stochastic gradient descent (SGD) is the main approach for training deep networks: it moves towards the optimum of the cost function by iteratively updating the parameters of a model in the direction of the gradient of the loss evaluated on…

Machine Learning · Computer Science 2021-03-30 Loris Nanni , Gianluca Maguolo , Alessandra Lumini

Arguably the biggest challenge in applying neural networks is tuning the hyperparameters, in particular the learning rate. The sensitivity to the learning rate is due to the reliance on backpropagation to train the network. In this paper we…

Machine Learning · Statistics 2018-08-08 Francois Fagan , Garud Iyengar

The development of machine learning is promoting the search for fast and stable minimization algorithms. To this end, we suggest a change in the current gradient descent methods that should speed up the motion in flat regions and slow it…

Machine Learning · Computer Science 2019-06-13 Marco Baiesi