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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

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

Lipschitz constrained networks have gathered considerable attention in the deep learning community, with usages ranging from Wasserstein distance estimation to the training of certifiably robust classifiers. However they remain commonly…

The Adam optimizer is currently presumably the most popular optimization method in deep learning. In this article we develop an ODE based method to study the Adam optimizer in a fast-slow scaling regime. For fixed momentum parameters and…

Optimization and Control · Mathematics 2025-11-07 Steffen Dereich , Arnulf Jentzen , Sebastian Kassing

Deep neural networks are notorious for being sensitive to small well-chosen perturbations, and estimating the regularity of such architectures is of utmost importance for safe and robust practical applications. In this paper, we investigate…

Machine Learning · Statistics 2019-10-28 Kevin Scaman , Aladin Virmaux

This work addresses various open questions in the theory of active learning for nonparametric classification. Our contributions are both statistical and algorithmic: -We establish new minimax-rates for active learning under common…

Machine Learning · Statistics 2017-03-20 Andrea Locatelli , Alexandra Carpentier , Samory Kpotufe

The task of approximating an arbitrary convex function arises in several learning problems such as convex regression, learning with a difference of convex (DC) functions, and learning Bregman or $f$-divergences. In this paper, we develop…

The Adam optimizer, often used in Machine Learning for neural network training, corresponds to an underlying ordinary differential equation (ODE) in the limit of very small learning rates. This work shows that the classical Adam algorithm…

Computational Engineering, Finance, and Science · Computer Science 2024-09-17 Abhinab Bhattacharjee , Andrey A. Popov , Arash Sarshar , Adrian Sandu

In stochastic convex optimization problems, most existing adaptive methods rely on prior knowledge about the diameter bound $D$ when the smoothness or the Lipschitz constant is unknown. This often significantly affects performance as only a…

Optimization and Control · Mathematics 2025-10-08 Clément Lezane , Alexandre d'Aspremont

Adam is an adaptive gradient method that has experienced widespread adoption due to its fast and reliable training performance. Recent approaches have not offered significant improvement over Adam, often because they do not innovate upon…

Machine Learning · Computer Science 2021-06-11 Brett Daley , Christopher Amato

Stochastic convex optimization is a basic and well studied primitive in machine learning. It is well known that convex and Lipschitz functions can be minimized efficiently using Stochastic Gradient Descent (SGD). The Normalized Gradient…

Machine Learning · Computer Science 2015-10-29 Elad Hazan , Kfir Y. Levy , Shai Shalev-Shwartz

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

This paper proposes a conjugate-gradient-based Adam algorithm blending Adam with nonlinear conjugate gradient methods and shows its convergence analysis. Numerical experiments on text classification and image classification show that the…

Optimization and Control · Mathematics 2020-03-04 Yu Kobayashi , Hideaki Iiduka

The subgradient method is one of the most fundamental algorithmic schemes for nonsmooth optimization. The existing complexity and convergence results for this method are mainly derived for Lipschitz continuous objective functions. In this…

Optimization and Control · Mathematics 2024-11-01 Xiao Li , Lei Zhao , Daoli Zhu , Anthony Man-Cho So

Deep neural networks are vulnerable to adversarial attacks. Recent studies about adversarial robustness focus on the loss landscape in the parameter space since it is related to optimization and generalization performance. These studies…

Machine Learning · Computer Science 2023-03-07 Sekitoshi Kanai , Masanori Yamada , Hiroshi Takahashi , Yuki Yamanaka , Yasutoshi Ida

The Lipschitz constant of a neural network is connected to several important properties of the network such as its robustness and generalization. It is thus useful in many settings to estimate the Lipschitz constant of a model. Prior work…

Machine Learning · Computer Science 2026-03-02 Giannis Nikolentzos , Konstantinos Skianis

Gradient-based first-order adaptive optimization methods such as the Adam optimizer are prevalent in training artificial networks, achieving the state-of-the-art results. This work attempts to answer the question whether it is viable for…

Neural and Evolutionary Computing · Computer Science 2022-12-20 Yukun Yang , Peng Li

Ever since Reddi et al. 2018 pointed out the divergence issue of Adam, many new variants have been designed to obtain convergence. However, vanilla Adam remains exceptionally popular and it works well in practice. Why is there a gap between…

Machine Learning · Computer Science 2023-01-16 Yushun Zhang , Congliang Chen , Naichen Shi , Ruoyu Sun , Zhi-Quan Luo

This paper demonstrates the robustness of Lipschitz-regularized $\alpha$-divergences as objective functionals in generative modeling, showing they enable stable learning across a wide range of target distributions with minimal assumptions.…

Machine Learning · Statistics 2025-09-09 Ziyu Chen , Hyemin Gu , Markos A. Katsoulakis , Luc Rey-Bellet , Wei Zhu

We explore the potential for using a nonsmooth loss function based on the max-norm in the training of an artificial neural network. We hypothesise that this may lead to superior classification results in some special cases where the…

Machine Learning · Computer Science 2021-07-20 Vinesha Peiris , Nadezda Sukhorukova , Vera Roshchina