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Most optimizers including stochastic gradient descent (SGD) and its adaptive gradient derivatives face the same problem where an effective learning rate during the training is vastly different. A learning rate scheduling, mostly tuned by…

Machine Learning · Computer Science 2019-12-30 Konpat Preechakul , Boonserm Kijsirikul

Anderson Acceleration is a well-established method that allows to speed up or encourage convergence of fixed-point iterations. It has been successfully used in a variety of applications, in particular within the Self-Consistent Field (SCF)…

Numerical Analysis · Mathematics 2024-10-08 Ning Wan , Agnieszka Międlar

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

Adaptive gradient methods are workhorses in deep learning. However, the convergence guarantees of adaptive gradient methods for nonconvex optimization have not been thoroughly studied. In this paper, we provide a fine-grained convergence…

Machine Learning · Computer Science 2024-06-21 Dongruo Zhou , Jinghui Chen , Yuan Cao , Ziyan Yang , Quanquan Gu

Due to its simplicity and outstanding ability to generalize, stochastic gradient descent (SGD) is still the most widely used optimization method despite its slow convergence. Meanwhile, adaptive methods have attracted rising attention of…

Optimization and Control · Mathematics 2020-06-15 Xunpeng Huang , Runxin Xu , Hao Zhou , Zhe Wang , Zhengyang Liu , Lei Li

In this paper, we study stochastic optimization of areas under precision-recall curves (AUPRC), which is widely used for combating imbalanced classification tasks. Although a few methods have been proposed for maximizing AUPRC, stochastic…

Machine Learning · Computer Science 2022-03-07 Guanghui Wang , Ming Yang , Lijun Zhang , Tianbao Yang

Adam and RMSProp are two of the most influential adaptive stochastic algorithms for training deep neural networks, which have been pointed out to be divergent even in the convex setting via a few simple counterexamples. Many attempts, such…

Machine Learning · Computer Science 2019-06-26 Fangyu Zou , Li Shen , Zequn Jie , Weizhong Zhang , Wei Liu

RMSProp and ADAM continue to be extremely popular algorithms for training neural nets but their theoretical convergence properties have remained unclear. Further, recent work has seemed to suggest that these algorithms have worse…

Machine Learning · Computer Science 2018-11-22 Soham De , Anirbit Mukherjee , Enayat Ullah

Adaptive gradient methods, such as AdaGrad, have become fundamental tools in deep learning. Despite their widespread use, the asymptotic convergence of AdaGrad remains poorly understood in non-convex scenarios. In this work, we present the…

Optimization and Control · Mathematics 2026-01-06 Ruinan Jin , Xiaoyu Wang

Asynchronous algorithms have attracted much attention recently due to the crucial demands on solving large-scale optimization problems. However, the accelerated versions of asynchronous algorithms are rarely studied. In this paper, we…

Optimization and Control · Mathematics 2018-02-28 Cong Fang , Yameng Huang , Zhouchen Lin

Adaptive gradient optimizers (AdaGrad), which dynamically adjust the learning rate based on iterative gradients, have emerged as powerful tools in deep learning. These adaptive methods have significantly succeeded in various deep learning…

Optimization and Control · Mathematics 2024-12-31 Ruinan Jin , Xiaoyu Wang , Baoxiang Wang

The success of deep learning can be attributed to various factors such as increase in computational power, large datasets, deep convolutional neural networks, optimizers etc. Particularly, the choice of optimizer affects the generalization,…

Machine Learning · Computer Science 2021-09-10 Anirudh Maiya , Inumella Sricharan , Anshuman Pandey , Srinivas K. S

We identity a by-far-unrecognized problem of Adam-style optimizers which results from unnecessary coupling between momentum and adaptivity. The coupling leads to instability and divergence when the momentum and adaptivity parameters are…

Machine Learning · Computer Science 2021-06-15 Liu Ziyin , Zhikang T. Wang , Masahito Ueda

This paper provides the first tight convergence analyses for RMSProp and Adam in non-convex optimization under the most relaxed assumptions of coordinate-wise generalized smoothness and affine noise variance. We first analyze RMSProp, which…

Machine Learning · Statistics 2025-03-11 Qi Zhang , Yi Zhou , Shaofeng Zou

We propose a second order gradient based method with ADAM and RMSprop for the training of generative adversarial networks. The proposed method is fastest to obtain similar accuracy when compared to prominent second order methods. Unlike…

Machine Learning · Computer Science 2023-04-21 Sachin Kumar Danisetty , Santhosh Reddy Mylaram , Pawan Kumar

The recently proposed Muon optimizer updates weight matrices via orthogonalized momentum and has demonstrated strong empirical success in large language model training. However, it remains unclear how to determine the learning rates for…

Machine Learning · Computer Science 2025-09-09 Minxin Zhang , Yuxuan Liu , Hayden Schaeffer

Adaptive optimizers, most notably Adam, have become the default standard for training large-scale neural networks such as Transformers. These methods maintain running estimates of gradient first and second moments, incurring substantial…

Machine Learning · Computer Science 2026-05-12 Yao Lu , Dengdong Fan , Shixun Zhang , Yonghong Tian

Adam is one of the most popular optimization algorithms in deep learning. However, it is known that Adam does not converge in theory unless choosing a hyperparameter, i.e., $\beta_2$, in a problem-dependent manner. There have been many…

Integrating adaptive learning rate and momentum techniques into SGD leads to a large class of efficiently accelerated adaptive stochastic algorithms, such as AdaGrad, RMSProp, Adam, AccAdaGrad, \textit{etc}. In spite of their effectiveness…

Machine Learning · Computer Science 2023-05-16 Li Shen , Congliang Chen , Fangyu Zou , Zequn Jie , Ju Sun , Wei Liu

We develop an adaptive Nesterov accelerated proximal gradient (adaNAPG) algorithm for stochastic composite optimization problems, boosting the Nesterov accelerated proximal gradient (NAPG) algorithm through the integration of an adaptive…

Optimization and Control · Mathematics 2025-07-25 Dongxuan Zhu , Weihuan Huang , Caihua Chen
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