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We introduce a novel algorithm for gradient-based optimization of stochastic objective functions. The method may be seen as a variant of SGD with momentum equipped with an adaptive learning rate automatically adjusted by an 'energy'…

Optimization and Control · Mathematics 2022-03-24 Hailiang Liu , Xuping Tian

The learning rate is an important tuning parameter for stochastic gradient descent (SGD) and can greatly influence its performance. However, appropriate selection of a learning rate schedule across all iterations typically requires a…

Machine Learning · Computer Science 2025-05-29 Nikola Surjanovic , Alexandre Bouchard-Côté , Trevor Campbell

The performance of a deep neural network is highly dependent on its training, and finding better local optimal solutions is the goal of many optimization algorithms. However, existing optimization algorithms show a preference for descent…

Computer Vision and Pattern Recognition · Computer Science 2019-12-06 Huangxing Lin , Weihong Zeng , Xinghao Ding , Yue Huang , Chenxi Huang , John Paisley

We develop a framework for analyzing the training and learning rate dynamics on a large class of high-dimensional optimization problems, which we call the high line, trained using one-pass stochastic gradient descent (SGD) with adaptive…

Hyperparameter tuning is a bothersome step in the training of deep learning models. One of the most sensitive hyperparameters is the learning rate of the gradient descent. We present the 'All Learning Rates At Once' (Alrao) optimization…

Machine Learning · Computer Science 2019-01-30 Léonard Blier , Pierre Wolinski , Yann Ollivier

The learning rate is perhaps the single most important parameter in the training of neural networks and, more broadly, in stochastic (nonconvex) optimization. Accordingly, there are numerous effective, but poorly understood, techniques for…

Machine Learning · Computer Science 2020-04-16 Bin Shi , Weijie J. Su , Michael I. Jordan

In deep learning tasks, the learning rate determines the update step size in each iteration, which plays a critical role in gradient-based optimization. However, the determination of the appropriate learning rate in practice typically…

Machine Learning · Statistics 2020-04-08 Yingqiu Zhu , Yu Chen , Danyang Huang , Bo Zhang , Hansheng Wang

In this paper we propose several adaptive gradient methods for stochastic optimization. Unlike AdaGrad-type of methods, our algorithms are based on Armijo-type line search and they simultaneously adapt to the unknown Lipschitz constant of…

Training a modern machine learning architecture on a new task requires extensive learning-rate tuning, which comes at a high computational cost. Here we develop new Polyak-type adaptive learning rates that can be used on top of any momentum…

Machine Learning · Computer Science 2024-06-06 Fabian Schaipp , Ruben Ohana , Michael Eickenberg , Aaron Defazio , Robert M. Gower

Recently, a number of learning-based optimization methods that combine data-driven architectures with the classical optimization algorithms have been proposed and explored, showing superior empirical performance in solving various ill-posed…

Machine Learning · Computer Science 2019-05-16 Xingyu Xie , Jianlong Wu , Zhisheng Zhong , Guangcan Liu , Zhouchen Lin

An algorithm is said to be adaptive to a certain parameter (of the problem) if it does not need a priori knowledge of such a parameter but performs competitively to those that know it. This dissertation presents our work on adaptive…

Machine Learning · Computer Science 2023-07-10 Zhenxun Zhuang

Differential learning rate (DLR), a technique that applies different learning rates to different model parameters, has been widely used in deep learning and achieved empirical success via its various forms. For example, parameter-efficient…

Machine Learning · Computer Science 2025-05-20 Shiyun Xu , Zhiqi Bu , Yiliang Zhang , Ian Barnett

We consider derivative-free algorithms for stochastic and non-stochastic convex optimization problems that use only function values rather than gradients. Focusing on non-asymptotic bounds on convergence rates, we show that if pairs of…

Optimization and Control · Mathematics 2014-08-21 John C. Duchi , Michael I. Jordan , Martin J. Wainwright , Andre Wibisono

We introduce a notion of inexact model of a convex objective function, which allows for errors both in the function and in its gradient. For this situation, a gradient method with an adaptive adjustment of some parameters of the model is…

Optimization and Control · Mathematics 2021-10-12 Fedor S. Stonyakin

We derive a sound positive semi-definite approximation of the Hessian of deep models for which Hessian-vector products are easily computable. This enables us to provide an adaptive SGD learning rate strategy based on the minimization of the…

Machine Learning · Computer Science 2023-05-29 Dario Balboni , Davide Bacciu

Achieving optimal rates for stochastic composite convex optimization without prior knowledge of problem parameters remains a central challenge. In the deterministic setting, the auto-conditioned fast gradient method has recently been…

Optimization and Control · Mathematics 2026-04-15 Yao Ji , Guanghui Lan

Stochastic gradient decent~(SGD) and its variants, including some accelerated variants, have become popular for training in machine learning. However, in all existing SGD and its variants, the sample size in each iteration~(epoch) of…

Machine Learning · Statistics 2019-09-18 Shen-Yi Zhao , Hao Gao , Wu-Jun Li

We study the fundamental optimization principles of self-attention, the defining mechanism of transformers, by analyzing the implicit bias of gradient-based optimizers in training a self-attention layer with a linear decoder in binary…

Machine Learning · Computer Science 2025-04-01 Bhavya Vasudeva , Puneesh Deora , Christos Thrampoulidis

We present a novel adaptive optimization algorithm for large-scale machine learning problems. Equipped with a low-cost estimate of local curvature and Lipschitz smoothness, our method dynamically adapts the search direction and step-size.…

Machine Learning · Computer Science 2021-09-14 Majid Jahani , Sergey Rusakov , Zheng Shi , Peter Richtárik , Michael W. Mahoney , Martin Takáč

We show that adaptive proximal gradient methods for convex problems are not restricted to traditional Lipschitzian assumptions. Our analysis reveals that a class of linesearch-free methods is still convergent under mere local H\"older…

Optimization and Control · Mathematics 2024-07-08 Konstantinos A. Oikonomidis , Emanuel Laude , Puya Latafat , Andreas Themelis , Panagiotis Patrinos