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Stochastic gradient descent (SGD) is a foundational algorithm for large-scale statistical learning and stochastic optimization. However, statistical inference based on SGD iterates remains challenging when stochastic gradients have infinite…

Machine Learning · Statistics 2026-05-26 Jose Blanchet , Peter Glynn , Wenhao Yang

The vast majority of modern deep learning models are trained with momentum-based first-order optimizers. The momentum term governs the optimizer's memory by determining how much each past gradient contributes to the current convergence…

Machine Learning · Computer Science 2026-05-12 Kristi Topollai , Anna Choromanska

Adaptive gradient methods like AdaGrad are widely used in optimizing neural networks. Yet, existing convergence guarantees for adaptive gradient methods require either convexity or smoothness, and, in the smooth setting, only guarantee…

Machine Learning · Computer Science 2019-10-22 Xiaoxia Wu , Simon S. Du , Rachel Ward

It is well-known that stochastic gradient noise (SGN) acts as implicit regularization for deep learning and is essentially important for both optimization and generalization of deep networks. Some works attempted to artificially simulate…

Machine Learning · Computer Science 2022-08-31 Zeke Xie , Li Yuan , Zhanxing Zhu , Masashi Sugiyama

The simplicity of gradient descent (GD) made it the default method for training ever-deeper and complex neural networks. Both loss functions and architectures are often explicitly tuned to be amenable to this basic local optimization. In…

Machine Learning · Computer Science 2019-04-30 Dmitrii Marin , Meng Tang , Ismail Ben Ayed , Yuri Boykov

Despite their overwhelming capacity to overfit, deep neural networks trained by specific optimization algorithms tend to generalize well to unseen data. Recently, researchers explained it by investigating the implicit regularization effect…

Machine Learning · Computer Science 2021-12-17 Bohan Wang , Qi Meng , Wei Chen , Tie-Yan Liu

Stochastic gradient descent (SGD) is an inherently sequential training algorithm--computing the gradient at batch $i$ depends on the model parameters learned from batch $i-1$. Prior approaches that break this dependence do not honor them…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-06-05 Saeed Maleki , Madan Musuvathi , Todd Mytkowicz , Olli Saarikivi , Tianju Xu , Vadim Eksarevskiy , Jaliya Ekanayake , Emad Barsoum

We consider distributed optimization under communication constraints for training deep learning models. We propose a new algorithm, whose parameter updates rely on two forces: a regular gradient step, and a corrective direction dictated by…

Machine Learning · Computer Science 2022-04-29 Yunfei Teng , Wenbo Gao , Francois Chalus , Anna Choromanska , Donald Goldfarb , Adrian Weller

Asynchronous stochastic gradient descent (ASGD) is a popular parallel optimization algorithm in machine learning. Most theoretical analysis on ASGD take a discrete view and prove upper bounds for their convergence rates. However, the…

Machine Learning · Statistics 2018-05-09 Li He , Qi Meng , Wei Chen , Zhi-Ming Ma , Tie-Yan Liu

This paper introduces AdaSwarm, a novel gradient-free optimizer which has similar or even better performance than the Adam optimizer adopted in neural networks. In order to support our proposed AdaSwarm, a novel Exponentially weighted…

Neural and Evolutionary Computing · Computer Science 2024-05-28 Rohan Mohapatra , Snehanshu Saha , Carlos A. Coello Coello , Anwesh Bhattacharya , Soma S. Dhavala , Sriparna Saha

Fine-tuning language models (LMs) with the Adam optimizer often demands excessive memory, limiting accessibility. The "in-place" version of Stochastic Gradient Descent (IP-SGD) and Memory-Efficient Zeroth-order Optimizer (MeZO) have been…

Machine Learning · Computer Science 2024-10-10 Zeman Li , Xinwei Zhang , Peilin Zhong , Yuan Deng , Meisam Razaviyayn , Vahab Mirrokni

Innovations in neural architectures have fostered significant breakthroughs in language modeling and computer vision. Unfortunately, novel architectures often result in challenging hyper-parameter choices and training instability if the…

Machine Learning · Computer Science 2021-11-25 Chen Zhu , Renkun Ni , Zheng Xu , Kezhi Kong , W. Ronny Huang , Tom Goldstein

Adaptive optimization algorithms, such as Adam and RMSprop, have shown better optimization performance than stochastic gradient descent (SGD) in some scenarios. However, recent studies show that they often lead to worse generalization…

Machine Learning · Computer Science 2018-09-19 Zijun Zhang , Lin Ma , Zongpeng Li , Chuan Wu

Adaptive gradient methods such as Adam have gained extreme popularity due to their success in training complex neural networks and less sensitivity to hyperparameter tuning compared to SGD. However, it has been recently shown that Adam can…

Machine Learning · Computer Science 2019-12-11 Pedro Savarese

We study adaptive methods for differentially private convex optimization, proposing and analyzing differentially private variants of a Stochastic Gradient Descent (SGD) algorithm with adaptive stepsizes, as well as the AdaGrad algorithm. We…

Machine Learning · Computer Science 2021-06-28 Hilal Asi , John Duchi , Alireza Fallah , Omid Javidbakht , Kunal Talwar

Although adaptive optimization algorithms such as Adam show fast convergence in many machine learning tasks, this paper identifies a problem of Adam by analyzing its performance in a simple non-convex synthetic problem, showing that Adam's…

Machine Learning · Computer Science 2020-05-06 Wenjie Li , Zhaoyang Zhang , Xinjiang Wang , Ping Luo

First-order stochastic optimization methods are currently the most widely used class of methods for training deep neural networks. However, the choice of the optimizer has become an ad-hoc rule that can significantly affect the performance.…

Machine Learning · Computer Science 2020-10-21 Samy Jelassi , Aaron Defazio

Although stochastic gradient descent (SGD) method and its variants (e.g., stochastic momentum methods, AdaGrad) are the choice of algorithms for solving non-convex problems (especially deep learning), there still remain big gaps between the…

Optimization and Control · Mathematics 2019-03-07 Zaiyi Chen , Zhuoning Yuan , Jinfeng Yi , Bowen Zhou , Enhong Chen , Tianbao Yang

Stochastic Gradient Descent (SGD) is the central workhorse for training modern CNNs. Although giving impressive empirical performance it can be slow to converge. In this paper we explore a novel strategy for training a CNN using an…

Machine Learning · Computer Science 2017-12-15 Chen Huang , Chen Kong , Simon Lucey

Optimizer is an essential component for the success of deep learning, which guides the neural network to update the parameters according to the loss on the training set. SGD and Adam are two classical and effective optimizers on which…

Machine Learning · Computer Science 2023-07-04 Yineng Chen , Zuchao Li , Lefei Zhang , Bo Du , Hai Zhao