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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

In the past several years, there have been several representative attitude determination methods developed using derivative-based optimization algorithms. Optimization techniques e.g. gradient-descent algorithm (GDA), Gauss-Newton algorithm…

Systems and Control · Computer Science 2019-10-01 Jin Wu , Zebo Zhou , Min Song

In this work, we propose an optimization algorithm which we call norm-adapted gradient descent. This algorithm is similar to other gradient-based optimization algorithms like Adam or Adagrad in that it adapts the learning rate of stochastic…

Machine Learning · Computer Science 2020-10-14 David Sprunger

The adaptive moment estimation (Adam) optimizer proposed by Kingma & Ba (2014) is presumably the most popular stochastic gradient descent (SGD) optimization method for the training of deep neural networks (DNNs) in artificial intelligence…

Machine Learning · Computer Science 2026-03-20 Steffen Dereich , Thang Do , Arnulf Jentzen

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

The non-convexity of the artificial neural network (ANN) training landscape brings inherent optimization difficulties. While the traditional back-propagation stochastic gradient descent (SGD) algorithm and its variants are effective in…

Machine Learning · Computer Science 2025-06-18 Yatong Bai , Tanmay Gautam , Somayeh Sojoudi

Adaptive optimizers such as Adam have achieved great success in training large-scale models like large language models and diffusion models. However, they often generalize worse than non-adaptive methods, such as SGD on classical…

Machine Learning · Computer Science 2025-12-23 Yiheng Zhang , Shaowu Wu , Yuanzhuo Xu , Jiajun Wu , Shang Xu , Steve Drew , Xiaoguang Niu

Many modern learning tasks involve fitting nonlinear models to data which are trained in an overparameterized regime where the parameters of the model exceed the size of the training dataset. Due to this overparameterization, the training…

Machine Learning · Computer Science 2018-12-27 Samet Oymak , Mahdi Soltanolkotabi

We propose several adaptive algorithmic methods for problems of non-smooth convex optimization. The first of them is based on a special artificial inexactness. Namely, the concept of inexact ($ \delta, \Delta, L$)-model of objective…

Optimization and Control · Mathematics 2020-08-25 Fedor Stonyakin

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

The Adam optimization method has achieved remarkable success in addressing contemporary challenges in stochastic optimization. This method falls within the realm of adaptive sub-gradient techniques, yet the underlying geometric principles…

Machine Learning · Computer Science 2025-06-03 Chinedu Eleh , Masuzyo Mwanza , Ekene Aguegboh , Hans-Werner van Wyk

We present an approach towards convex optimization that relies on a novel scheme which converts online adaptive algorithms into offline methods. In the offline optimization setting, our derived methods are shown to obtain favourable…

Machine Learning · Computer Science 2017-06-01 Kfir Y. Levy

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

Adaptive gradient methods have shown excellent performances for solving many machine learning problems. Although multiple adaptive gradient methods were recently studied, they mainly focus on either empirical or theoretical aspects and also…

Optimization and Control · Mathematics 2022-05-13 Feihu Huang , Junyi Li , Heng Huang

Stochastic gradient algorithms are the main focus of large-scale optimization problems and led to important successes in the recent advancement of the deep learning algorithms. The convergence of SGD depends on the careful choice of…

Machine Learning · Computer Science 2017-03-03 Caglar Gulcehre , Jose Sotelo , Marcin Moczulski , Yoshua Bengio

Adaptive gradient methods, especially Adam-type methods (such as Adam, AMSGrad, and AdaBound), have been proposed to speed up the training process with an element-wise scaling term on learning rates. However, they often generalize poorly…

Machine Learning · Computer Science 2021-07-20 Zhou Shao , Tong Lin

Coordinate descent methods employ random partial updates of decision variables in order to solve huge-scale convex optimization problems. In this work, we introduce new adaptive rules for the random selection of their updates. By adaptive,…

Machine Learning · Computer Science 2017-03-08 Dmytro Perekrestenko , Volkan Cevher , Martin Jaggi

Adaptive optimization methods have been widely used in deep learning. They scale the learning rates adaptively according to the past gradient, which has been shown to be effective to accelerate the convergence. However, they suffer from…

Machine Learning · Computer Science 2021-07-06 Hongwei Zhang , Weidong Zou , Hongbo Zhao , Qi Ming , Tijin Yan , Yuanqing Xia , Weipeng Cao

We propose a continuous-time scheme for large-scale optimization that introduces individual, adaptive momentum coefficients regulated by the kinetic energy of each model parameter. This approach automatically adjusts to local landscape…

Machine Learning · Computer Science 2026-02-03 Aikaterini Karoni , Rajit Rajpal , Benedict Leimkuhler , Gabriel Stoltz

Online optimization has emerged as powerful tool in large scale optimization. In this pa- per, we introduce efficient online optimization algorithms based on the alternating direction method (ADM), which can solve online convex optimization…

Machine Learning · Computer Science 2013-07-11 Huahua Wang , Arindam Banerjee