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We propose AEGD, a new algorithm for first-order gradient-based optimization of non-convex objective functions, based on a dynamically updated energy variable. The method is shown to be unconditionally energy stable, irrespective of the…

Optimization and Control · Mathematics 2021-10-04 Hailiang Liu , Xuping Tian

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

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

We introduce a new second-order inertial optimization method for machine learning called INNA. It exploits the geometry of the loss function while only requiring stochastic approximations of the function values and the generalized…

Machine Learning · Computer Science 2021-08-17 Camille Castera , Jérôme Bolte , Cédric Févotte , Edouard Pauwels

Second-order optimizers hold intriguing potential for deep learning, but suffer from increased cost and sensitivity to the non-convexity of the loss surface as compared to gradient-based approaches. We introduce a coordinate descent method…

Machine Learning · Computer Science 2020-06-19 Ravi G. Patel , Nathaniel A. Trask , Mamikon A. Gulian , Eric C. Cyr

SGD and AdamW are the two most used optimizers for fine-tuning large neural networks in computer vision. When the two methods perform the same, SGD is preferable because it uses less memory (12 bytes/parameter with momentum and 8…

Computer Vision and Pattern Recognition · Computer Science 2023-10-11 Ananya Kumar , Ruoqi Shen , Sebastien Bubeck , Suriya Gunasekar

We propose a stochastic optimization method for minimizing loss functions, expressed as an expected value, that adaptively controls the batch size used in the computation of gradient approximations and the step size used to move along such…

Machine Learning · Computer Science 2020-03-04 Achraf Bahamou , Donald Goldfarb

Deep neural networks have been shown to achieve state-of-the-art performance in several machine learning tasks. Stochastic Gradient Descent (SGD) is the preferred optimization algorithm for training these networks and asynchronous SGD…

Machine Learning · Computer Science 2016-04-06 Wei Zhang , Suyog Gupta , Xiangru Lian , Ji Liu

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

Stochastic gradient descent (SGD) optimization methods such as the plain vanilla SGD method and the popular Adam optimizer are nowadays the method of choice in the training of artificial neural networks (ANNs). Despite the remarkable…

Optimization and Control · Mathematics 2024-02-09 Arnulf Jentzen , Adrian Riekert

Stochastic gradient descent (SGD) has been the dominant optimization method for training deep neural networks due to its many desirable properties. One of the more remarkable and least understood quality of SGD is that it generalizes…

Machine Learning · Computer Science 2020-07-03 Erhan Bilal

Training deep neural networks is challenging. To accelerate training and enhance performance, we propose PadamP, a novel optimization algorithm. PadamP is derived by applying the adaptive estimation of the p-th power of the second-order…

Optimization and Control · Mathematics 2025-03-14 Yongqi Li , Xiaowei Zhang

First-order methods like stochastic gradient descent(SGD) are recently the popular optimization method to train deep neural networks (DNNs), but second-order methods are scarcely used because of the overpriced computing cost in getting the…

Machine Learning · Computer Science 2021-04-01 Jingcheng Zhou , Wei Wei , Zhiming Zheng

Deep neural networks (DNN) are typically optimized using stochastic gradient descent (SGD). However, the estimation of the gradient using stochastic samples tends to be noisy and unreliable, resulting in large gradient variance and bad…

Machine Learning · Computer Science 2021-05-18 Xingyi Yang

In this paper, we propose a generic and simple strategy for utilizing stochastic gradient information in optimization. The technique essentially contains two consecutive steps in each iteration: 1) computing and normalizing each block…

Machine Learning · Computer Science 2018-04-24 Adams Wei Yu , Lei Huang , Qihang Lin , Ruslan Salakhutdinov , Jaime Carbonell

Gradient descent based optimization methods are the methods of choice to train deep neural networks in machine learning. Beyond the standard gradient descent method, also suitable modified variants of standard gradient descent involving…

Optimization and Control · Mathematics 2025-04-29 Steffen Dereich , Arnulf Jentzen , Adrian Riekert

In this paper, we revisit stochastic gradient descent (SGD) with AdaGrad-type preconditioning. Our contributions are twofold. First, we develop a unified convergence analysis of SGD with adaptive preconditioning under anisotropic or matrix…

Machine Learning · Computer Science 2025-07-01 Dmitry Kovalev

Following the introduction of Adam, several novel adaptive optimizers for deep learning have been proposed. These optimizers typically excel in some tasks but may not outperform Adam uniformly across all tasks. In this work, we introduce…

Machine Learning · Computer Science 2024-06-18 Kaan Ozkara , Can Karakus , Parameswaran Raman , Mingyi Hong , Shoham Sabach , Branislav Kveton , Volkan Cevher

The training of deep neural networks is inherently a nonconvex optimization problem, yet standard approaches such as stochastic gradient descent (SGD) require simultaneous updates to all parameters, often leading to unstable convergence and…

Machine Learning · Computer Science 2025-08-07 Chengcheng Yan , Jiawei Xu , Zheng Peng , Qingsong Wang

While first-order optimization methods such as stochastic gradient descent (SGD) are popular in machine learning (ML), they come with well-known deficiencies, including relatively-slow convergence, sensitivity to the settings of…

Optimization and Control · Mathematics 2018-02-19 Peng Xu , Farbod Roosta-Khorasani , Michael W. Mahoney
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