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Averaging techniques such as Ruppert--Polyak averaging and exponential movering averaging (EMA) are powerful approaches to accelerate optimization procedures of stochastic gradient descent (SGD) optimization methods such as the popular ADAM…

Optimization and Control · Mathematics 2025-05-29 Arnulf Jentzen , Julian Kranz , Adrian Riekert

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

Stochastic gradient descent (SGD) is a widely adopted iterative method for optimizing differentiable objective functions. In this paper, we propose and discuss a novel approach to scale up SGD in applications involving non-convex functions…

Machine Learning · Statistics 2022-10-07 Saad Mohamad , Hamad Alamri , Abdelhamid Bouchachia

We propose a fast second-order method that can be used as a drop-in replacement for current deep learning solvers. Compared to stochastic gradient descent (SGD), it only requires two additional forward-mode automatic differentiation…

Machine Learning · Computer Science 2018-05-22 João F. Henriques , Sebastien Ehrhardt , Samuel Albanie , Andrea Vedaldi

There introduce Particle Optimized Gradient Descent (POGD), an algorithm based on the gradient descent but integrates the particle swarm optimization (PSO) principle to achieve the iteration. From the experiments, this algorithm has…

Machine Learning · Computer Science 2022-10-20 Feihu Han , Sida Xing , Sui Yang Khoo

Running out of GPU memory has become a main bottleneck for large-scale DNN training. How to reduce the memory footprint during training has received intensive research attention. We find that previous gradient accumulation reduces…

Machine Learning · Computer Science 2023-06-01 Yijia Zhang , Yibo Han , Shijie Cao , Guohao Dai , Youshan Miao , Ting Cao , Fan Yang , Ningyi Xu

Emerging intelligent embedded devices rely on Deep Neural Networks (DNNs) to be able to interact with the real-world environment. This interaction comes with the ability to retrain DNNs, since environmental conditions change continuously in…

Hardware Architecture · Computer Science 2020-10-13 Reza Hojabr , Kamyar Givaki , Kossar Pourahmadi , Parsa Nooralinejad , Ahmad Khonsari , Dara Rahmati , M. Hassan Najafi

We propose a new stochastic optimization framework for empirical risk minimization problems such as those that arise in machine learning. The traditional approaches, such as (mini-batch) stochastic gradient descent (SGD), utilize an…

Machine Learning · Statistics 2020-02-04 Kenji Kawaguchi , Haihao Lu

Iterative procedures for parameter estimation based on stochastic gradient descent allow the estimation to scale to massive data sets. However, in both theory and practice, they suffer from numerical instability. Moreover, they are…

Methodology · Statistics 2016-06-08 Panos Toulis , Dustin Tran , Edoardo M. Airoldi

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

We introduce two complementary techniques for efficient optimization that reduce memory requirements while accelerating training of large-scale neural networks. The first technique, Subset-Norm step size, generalizes AdaGrad-Norm and…

Machine Learning · Computer Science 2025-05-27 Thien Hang Nguyen , Huy Le Nguyen

Stochastic gradient descent (SGD) is a premium optimization method for training neural networks, especially for learning objectively defined labels such as image objects and events. When a neural network is instead faced with subjectively…

Neural and Evolutionary Computing · Computer Science 2022-04-15 Kosmas Pinitas , Konstantinos Makantasis , Antonios Liapis , Georgios N. Yannakakis

Training deep neural networks is a challenging task. In order to speed up training and enhance the performance of deep neural networks, we rectify the vanilla conjugate gradient as conjugate-gradient-like and incorporate it into the generic…

Machine Learning · Computer Science 2025-01-09 Jiawu Tian , Liwei Xu , Xiaowei Zhang , Yongqi Li

Modern adaptive optimization methods, such as Adam and its variants, have emerged as the most widely used tools in deep learning over recent years. These algorithms offer automatic mechanisms for dynamically adjusting the update step based…

Machine Learning · Computer Science 2025-02-12 Son Nguyen , Bo Liu , Lizhang Chen , Qiang Liu

In the era of large-scale neural network models, optimization algorithms often struggle with generalization due to an overreliance on training loss. One key insight widely accepted in the machine learning community is the idea that wide…

Machine Learning · Computer Science 2025-09-01 Bodu Gong , Gustavo Enrique Batista , Pierre Lafaye de Micheaux

Deep learning methods - consisting of a class of deep neural networks (DNNs) trained by a stochastic gradient descent (SGD) optimization method - are nowadays key tools to solve data driven supervised learning problems. Despite the great…

Machine Learning · Computer Science 2025-02-18 Thang Do , Sonja Hannibal , Arnulf Jentzen

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

A framework is introduced for solving a sequence of slowly changing optimization problems, including those arising in regression and classification applications, using optimization algorithms such as stochastic gradient descent (SGD). The…

Machine Learning · Computer Science 2015-09-25 Craig Wilson , Venugopal V. Veeravalli

Optimization algorithms are core methods by which machine learning models iteratively minimize loss functions, update parameters, learn from data, and improve performance. Momentum SGD and AdamW represent two important optimization…

Machine Learning · Computer Science 2026-05-21 Meng Zhu , Quan Xiao , Weidong Min

Sparsity regularized loss minimization problems play an important role in various fields including machine learning, data mining, and modern statistics. Proximal gradient descent method and coordinate descent method are the most popular…

Machine Learning · Computer Science 2023-11-13 Runxue Bao , Bin Gu , Heng Huang