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Deep learning methods - usually consisting of a class of deep neural networks (DNNs) trained by a stochastic gradient descent (SGD) optimization method - are nowadays omnipresent in data-driven learning problems as well as in scientific…

Optimization and Control · Mathematics 2025-01-13 Steffen Dereich , Arnulf Jentzen , Adrian Riekert

In this paper, we present a comprehensive study on the convergence properties of Adam-family methods for nonsmooth optimization, especially in the training of nonsmooth neural networks. We introduce a novel two-timescale framework that…

Optimization and Control · Mathematics 2024-02-20 Nachuan Xiao , Xiaoyin Hu , Xin Liu , Kim-Chuan Toh

The adaptive moment estimation algorithm Adam (Kingma and Ba) is a popular optimizer in the training of deep neural networks. However, Reddi et al. have recently shown that the convergence proof of Adam is problematic and proposed a variant…

Machine Learning · Computer Science 2019-11-01 Tran Thi Phuong , Le Trieu Phong

Stochastic optimization algorithms using exponential moving averages of the past gradients, such as ADAM, RMSProp and AdaGrad, have been having great successes in many applications, especially in training deep neural networks. ADAM in…

Machine Learning · Computer Science 2026-01-30 Ruiqi Wang , Diego Klabjan

Randomized smoothing is a widely adopted technique for optimizing nonsmooth objective functions. However, its efficiency analysis typically relies on global Lipschitz continuity, a condition rarely met in practical applications. To address…

Optimization and Control · Mathematics 2025-09-10 Jingfan Xia , Zhenwei Lin , Qi Deng

1-bit gradient compression and local steps are two representative techniques that enable drastic communication reduction in distributed SGD. Their benefits, however, remain an open question on Adam-based large model pre-training (e.g. BERT…

Machine Learning · Computer Science 2022-05-24 Yucheng Lu , Conglong Li , Minjia Zhang , Christopher De Sa , Yuxiong He

Adaptive optimization methods (such as Adam) play a major role in LLM pretraining, significantly outperforming Gradient Descent (GD). Recent studies have proposed new smoothness assumptions on the loss function to explain the advantages of…

Machine Learning · Computer Science 2025-12-02 Robin Yadav , Shuo Xie , Tianhao Wang , Zhiyuan Li

Deep neural networks are traditionally trained using human-designed stochastic optimization algorithms, such as SGD and Adam. Recently, the approach of learning to optimize network parameters has emerged as a promising research topic.…

Machine Learning · Computer Science 2018-11-26 Shipeng Wang , Jian Sun , Zongben Xu

Effective hyper-parameter tuning is essential to guarantee the performance that neural networks have come to be known for. In this work, a principled approach to choosing the learning rate is proposed for shallow feedforward neural…

Machine Learning · Computer Science 2020-10-01 Thulasi Tholeti , Sheetal Kalyani

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

Tight estimation of the Lipschitz constant for deep neural networks (DNNs) is useful in many applications ranging from robustness certification of classifiers to stability analysis of closed-loop systems with reinforcement learning…

Machine Learning · Computer Science 2023-01-18 Mahyar Fazlyab , Alexander Robey , Hamed Hassani , Manfred Morari , George J. Pappas

Deep learning has non-convex loss landscape and its optimization dynamics is hard to analyze or control. Nevertheless, the dynamics can be empirically convex-like across various tasks, models, optimizers, hyperparameters, etc. In this work,…

Machine Learning · Computer Science 2026-02-10 Zhiqi Bu , Shiyun Xu , Jialin Mao

The dynamic behavior of RMSprop and Adam algorithms is studied through a combination of careful numerical experiments and theoretical explanations. Three types of qualitative features are observed in the training loss curve: fast initial…

Machine Learning · Computer Science 2021-10-01 Chao Ma , Lei Wu , Weinan E

The adaptive optimizer for training neural networks has continually evolved to overcome the limitations of the previously proposed adaptive methods. Recent studies have found the rare counterexamples that Adam cannot converge to the optimal…

Machine Learning · Computer Science 2019-11-04 Kiwook Bae , Heechang Ryu , Hayong Shin

The learning rate warmup heuristic achieves remarkable success in stabilizing training, accelerating convergence and improving generalization for adaptive stochastic optimization algorithms like RMSprop and Adam. Here, we study its…

Machine Learning · Computer Science 2021-10-27 Liyuan Liu , Haoming Jiang , Pengcheng He , Weizhu Chen , Xiaodong Liu , Jianfeng Gao , Jiawei Han

This paper presents a tractable algorithm for estimating an unknown Lipschitz function from noisy observations and establishes an upper bound on its convergence rate. The approach extends max-affine methods from convex shape-restricted…

Machine Learning · Statistics 2025-11-20 Gábor Balázs

For solving a broad class of nonconvex programming problems on an unbounded constraint set, we provide a self-adaptive step-size strategy that does not include line-search techniques and establishes the convergence of a generic approach…

Optimization and Control · Mathematics 2022-12-14 Thang Tran Ngoc , Hai Trinh Ngoc

Stochastic gradient descent (SGD) optimization methods are nowadays the method of choice for the training of deep neural networks (DNNs) in artificial intelligence systems. In practically relevant training problems, usually not the plain…

Optimization and Control · Mathematics 2024-08-01 Steffen Dereich , Arnulf Jentzen

We analyse the convergence of an approximate, fully inexact, ADMM algorithm under additive, deterministic and probabilistic error models. We consider the generalized ADMM scheme that is derived from generalized Lagrangian penalty with…

Optimization and Control · Mathematics 2022-10-06 Anis Hamadouche , Yun Wu , Andrew M. Wallace , Joao F. C. Mota

Tuning hyperparameters, such as the stepsize, presents a major challenge of training machine learning models. To address this challenge, numerous adaptive optimization algorithms have been developed that achieve near-optimal complexities,…

Optimization and Control · Mathematics 2023-11-07 Florian Hübler , Junchi Yang , Xiang Li , Niao He
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