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Adaptive optimization methods, which perform local optimization with a metric constructed from the history of iterates, are becoming increasingly popular for training deep neural networks. Examples include AdaGrad, RMSProp, and Adam. We…

Machine Learning · Statistics 2018-05-23 Ashia C. Wilson , Rebecca Roelofs , Mitchell Stern , Nathan Srebro , Benjamin Recht

We study convergence rates of AdaGrad-Norm as an exemplar of adaptive stochastic gradient methods (SGD), where the step sizes change based on observed stochastic gradients, for minimizing non-convex, smooth objectives. Despite their…

We provide new adaptive first-order methods for constrained convex optimization. Our main algorithms AdaACSA and AdaAGD+ are accelerated methods, which are universal in the sense that they achieve nearly-optimal convergence rates for both…

Machine Learning · Computer Science 2021-02-17 Alina Ene , Huy L. Nguyen , Adrian Vladu

Adaptive gradient methods have become popular in optimizing deep neural networks; recent examples include AdaGrad and Adam. Although Adam usually converges faster, variations of Adam, for instance, the AdaBelief algorithm, have been…

Machine Learning · Computer Science 2024-10-29 Kushal Chakrabarti , Nikhil Chopra

Adaptive gradient methods, such as AdaGrad, are among the most successful optimization algorithms for neural network training. While these methods are known to achieve better dimensional dependence than stochastic gradient descent (SGD) for…

Optimization and Control · Mathematics 2025-06-09 Ruichen Jiang , Devyani Maladkar , Aryan Mokhtari

Stochastic gradient descent (SGD) and its many variants are the widespread optimization algorithms for training deep neural networks. However, SGD suffers from inevitable drawbacks, including vanishing gradients, lack of theoretical…

Machine Learning · Computer Science 2024-01-09 Zeinab Ebrahimi , Gustavo Batista , Mohammad Deghat

Adaptive gradient methods, which adopt historical gradient information to automatically adjust the learning rate, despite the nice property of fast convergence, have been observed to generalize worse than stochastic gradient descent (SGD)…

Machine Learning · Computer Science 2020-06-24 Jinghui Chen , Dongruo Zhou , Yiqi Tang , Ziyan Yang , Yuan Cao , Quanquan Gu

Adaptive gradient-based optimizers such as Adagrad and Adam are crucial for achieving state-of-the-art performance in machine translation and language modeling. However, these methods maintain second-order statistics for each parameter,…

Machine Learning · Computer Science 2019-09-13 Rohan Anil , Vineet Gupta , Tomer Koren , Yoram Singer

When using large-batch training to speed up stochastic gradient descent, learning rates must adapt to new batch sizes in order to maximize speed-ups and preserve model quality. Re-tuning learning rates is resource intensive, while fixed…

Machine Learning · Computer Science 2020-07-13 Tyler B. Johnson , Pulkit Agrawal , Haijie Gu , Carlos Guestrin

Adam is shown not being able to converge to the optimal solution in certain cases. Researchers recently propose several algorithms to avoid the issue of non-convergence of Adam, but their efficiency turns out to be unsatisfactory in…

Machine Learning · Computer Science 2019-06-25 Zhiming Zhou , Qingru Zhang , Guansong Lu , Hongwei Wang , Weinan Zhang , Yong Yu

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

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

We propose a computationally-friendly adaptive learning rate schedule, "AdaLoss", which directly uses the information of the loss function to adjust the stepsize in gradient descent methods. We prove that this schedule enjoys linear…

Machine Learning · Statistics 2021-09-20 Xiaoxia Wu , Yuege Xie , Simon Du , Rachel Ward

Gradient-based iterative optimization methods are the workhorse of modern machine learning. They crucially rely on careful tuning of parameters like learning rate and momentum. However, one typically sets them using heuristic approaches…

Machine Learning · Computer Science 2025-12-05 Dravyansh Sharma

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

Many recent loss functions in deep metric learning are expressed with logarithmic and exponential forms, and they involve margin and scale as essential hyper-parameters. Since each data class has an intrinsic characteristic, several…

Audio and Speech Processing · Electrical Eng. & Systems 2023-05-24 Myunghun Jung , Hoirin Kim

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

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

In recent years, deep learning has achieved remarkable success in various fields such as image recognition, natural language processing, and speech recognition. The effectiveness of deep learning largely depends on the optimization methods…

Machine Learning · Computer Science 2023-04-25 David Shulman

Optimization algorithms with momentum, e.g., (ADAM), have been widely used for building deep learning models due to the faster convergence rates compared with stochastic gradient descent (SGD). Momentum helps accelerate SGD in the relevant…

Machine Learning · Computer Science 2020-01-24 Jiyang Bai , Yuxiang Ren , Jiawei Zhang