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Zeroth-order optimization addresses problems where gradient information is inaccessible or impractical to compute. While most existing methods rely on first-order approximations, incorporating second-order (curvature) information can, in…

Machine Learning · Computer Science 2025-07-09 Dongyoon Kim , Sungjae Lee , Wonjin Lee , Kwang In Kim

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

Post-training pruning, as one of the key techniques for compressing large language models, plays a vital role in lightweight model deployment and model sparsity. However, current mainstream pruning methods dependent on the Hessian matrix…

Machine Learning · Computer Science 2025-05-20 Yuhan Kang , Yang Shi , Mei We , Jun He , Jianchao Yang , Zeyu Xue , Jing Feng , Xinwang Liu

In this work, to efficiently help escape the stationary and saddle points, we propose, analyze, and generalize a stochastic strategy performed as an operator for a first-order gradient descent algorithm in order to increase the target…

Machine Learning · Computer Science 2022-05-23 Wei Zhang , Yu Bao

Adaptive optimizers, such as Adam, have achieved remarkable success in deep learning. A key component of these optimizers is the so-called preconditioning matrix, providing enhanced gradient information and regulating the step size of each…

Machine Learning · Computer Science 2024-12-10 Yun Yue , Zhiling Ye , Jiadi Jiang , Yongchao Liu , Ke Zhang

While the superior performance of second-order optimization methods such as Newton's method is well known, they are hardly used in practice for deep learning because neither assembling the Hessian matrix nor calculating its inverse is…

Machine Learning · Computer Science 2020-09-16 Siyuan Shen , Tianjia Shao , Kun Zhou , Chenfanfu Jiang , Feng Luo , Yin Yang

This paper formalizes and analyzes Gaussian smoothing applied to two prominent optimization methods: Stochastic Gradient Descent (GSmoothSGD) and Adam (GSmoothAdam) in deep learning. By attenuating small fluctuations, Gaussian smoothing…

Optimization and Control · Mathematics 2024-11-19 Andrew Starnes , Clayton Webster

We consider minimizing a smooth and strongly convex objective function using a stochastic Newton method. At each iteration, the algorithm is given an oracle access to a stochastic estimate of the Hessian matrix. The oracle model includes…

Optimization and Control · Mathematics 2022-11-29 Sen Na , Michał Dereziński , Michael W. Mahoney

Training deep neural network is a high dimensional and a highly non-convex optimization problem. Stochastic gradient descent (SGD) algorithm and it's variations are the current state-of-the-art solvers for this task. However, due to…

Machine Learning · Computer Science 2017-01-17 Xi He , Dheevatsa Mudigere , Mikhail Smelyanskiy , Martin Takáč

In this paper, we develop zeroth-order algorithms with provably (nearly) optimal sample complexity for stochastic bilevel optimization, where only noisy function evaluations are available. We propose two distinct algorithms: the first is…

Optimization and Control · Mathematics 2025-10-07 Alireza Aghasi , Jeongyeol Kwon , Saeed Ghadimi

We design an algorithm which finds an $\epsilon$-approximate stationary point (with $\|\nabla F(x)\|\le \epsilon$) using $O(\epsilon^{-3})$ stochastic gradient and Hessian-vector products, matching guarantees that were previously available…

Machine Learning · Computer Science 2020-06-25 Yossi Arjevani , Yair Carmon , John C. Duchi , Dylan J. Foster , Ayush Sekhari , Karthik Sridharan

We propose HAMSI (Hessian Approximated Multiple Subsets Iteration), which is a provably convergent, second order incremental algorithm for solving large-scale partially separable optimization problems. The algorithm is based on a local…

Training large language models (LLMs) relies on adaptive optimizers such as Adam, which introduce extra operations and require significantly more memory to maintain first- and second-order moments than SGD. While recent works such as…

Machine Learning · Computer Science 2026-05-22 Athanasios Glentis , Jiaxiang Li , Andi Han , Mingyi Hong

Preconditioned gradient methods are among the most general and powerful tools in optimization. However, preconditioning requires storing and manipulating prohibitively large matrices. We describe and analyze a new structure-aware…

Machine Learning · Computer Science 2018-03-05 Vineet Gupta , Tomer Koren , Yoram Singer

In this work we derive a second-order approach to bilevel optimization, a type of mathematical programming in which the solution to a parameterized optimization problem (the "lower" problem) is itself to be optimized (in the "upper"…

Optimization and Control · Mathematics 2022-05-06 Robert Dyro , Edward Schmerling , Nikos Arechiga , Marco Pavone

We present a novel approach to accelerate stochastic gradient descent (SGD) by utilizing curvature information obtained from Hessian-vector products or finite differences of parameters and gradients, similar to the BFGS algorithm. Our…

Machine Learning · Computer Science 2024-02-08 Omead Pooladzandi , Xi-Lin Li

In this paper, we try to uncover the second-order essence of several first-order optimization methods. For Nesterov Accelerated Gradient, we rigorously prove that the algorithm makes use of the difference between past and current gradients,…

Machine Learning · Computer Science 2019-12-23 Yuzheng Hu , Licong Lin , Shange Tang

The Adam optimizer is the standard choice in deep learning applications. I propose a simple explanation of Adam's success: it makes each parameter's step size independent of the norms of the other parameters. Based on this principle I…

Machine Learning · Computer Science 2023-07-25 Jacob Jackson

Preconditioned optimizers are central to language model training, but their stochastic update rules are usually treated as direct approximations to population preconditioned descent. We show that this view misses two finite-sample biases.…

In the context of the optimization of Deep Neural Networks, we propose to rescale the learning rate using a new technique of automatic differentiation. This technique relies on the computation of the {\em curvature}, a second order…

Neural and Evolutionary Computing · Computer Science 2022-10-27 Frédéric de Gournay , Alban Gossard