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Heavy ball momentum is crucial in accelerating (stochastic) gradient-based optimization algorithms for machine learning. Existing heavy ball momentum is usually weighted by a uniform hyperparameter, which relies on excessive tuning.…

Machine Learning · Computer Science 2021-10-19 Tao Sun , Huaming Ling , Zuoqiang Shi , Dongsheng Li , Bao Wang

In reinforcement learning (RL), offline learning decoupled learning from data collection and is useful in dealing with exploration-exploitation tradeoff and enables data reuse in many applications. In this work, we study two offline…

Machine Learning · Computer Science 2022-02-08 Jing Dong , Xin T. Tong

When using large-batch training to speed up stochastic gradient descent, learning rates must adapt to new batch sizes in order to maximize speed-ups and preserve model quality. Re-tuning learning rates is resource intensive, while fixed…

Machine Learning · Computer Science 2020-07-13 Tyler B. Johnson , Pulkit Agrawal , Haijie Gu , Carlos Guestrin

A framework is introduced for solving a sequence of slowly changing optimization problems, including those arising in regression and classification applications, using optimization algorithms such as stochastic gradient descent (SGD). The…

Machine Learning · Computer Science 2015-09-25 Craig Wilson , Venugopal V. Veeravalli

Stochastic Gradient Descent (SGD) is arguably the most popular of the machine learning methods applied to training deep neural networks (DNN) today. It has recently been demonstrated that SGD can be statistically biased so that certain…

Machine Learning · Computer Science 2015-09-21 Andrew J. R. Simpson

In this work, we propose Natural Hypergradient Descent (NHGD), a new method for solving bilevel optimization problems. To address the computational bottleneck in hypergradient estimation--namely, the need to compute or approximate Hessian…

Machine Learning · Computer Science 2026-04-02 Deyi Kong , Zaiwei Chen , Shuzhong Zhang , Shancong Mou

A central challenge in Bayesian inference is efficiently approximating posterior distributions. Stein Variational Gradient Descent (SVGD) is a popular variational inference method which transports a set of particles to approximate a target…

Machine Learning · Statistics 2025-12-05 Moritz Melcher , Simon Weissmann , Ashia C. Wilson , Jakob Zech

Stochastic Gradient Descent (SGD) is an important algorithm in machine learning. With constant learning rates, it is a stochastic process that, after an initial phase of convergence, generates samples from a stationary distribution. We show…

Machine Learning · Statistics 2017-09-12 Stephan Mandt , Matthew D. Hoffman , David M. Blei

Newton's method leverages curvature information to boost performance, and thus outperforms first-order methods for distributed learning problems. However, Newton's method is not practical in large-scale and heterogeneous learning…

Machine Learning · Computer Science 2024-12-18 Shuzhen Chen , Yuan Yuan , Youming Tao , Tianzhu Wang , Zhipeng Cai , Dongxiao Yu

Stochastic Gradient Langevin Dynamics infuses isotropic gradient noise to SGD to help navigate pathological curvature in the loss landscape for deep networks. Isotropic nature of the noise leads to poor scaling, and adaptive methods based…

Machine Learning · Computer Science 2019-06-13 Chandrasekaran Anirudh Bhardwaj

In this paper, we consider the problem of Gaussian approximation for the online linear regression task. We derive the corresponding rates for the setting of a constant learning rate and study the explicit dependence of the convergence rate…

Machine Learning · Statistics 2025-09-18 Marat Khusainov , Marina Sheshukova , Alain Durmus , Sergey Samsonov

Though quasi-Newton methods have been extensively studied in the literature, they either suffer from local convergence or use a series of line searches for global convergence which is not acceptable in the distributed setting. In this work,…

Optimization and Control · Mathematics 2023-12-01 Yubo Du , Keyou You

Stochastic Gradient Descent (SGD) methods are prominent for training machine learning and deep learning models. The performance of these techniques depends on their hyperparameter tuning over time and varies for different models and…

Machine Learning · Statistics 2019-08-22 Tomer Lancewicki , Selcuk Kopru

Momentum plays a crucial role in stochastic gradient-based optimization algorithms for accelerating or improving training deep neural networks (DNNs). In deep learning practice, the momentum is usually weighted by a well-calibrated…

Machine Learning · Computer Science 2020-12-04 Bao Wang , Qiang Ye

The stochastic gradient descent (SGD) optimization algorithm plays a central role in a series of machine learning applications. The scientific literature provides a vast amount of upper error bounds for the SGD method. Much less attention…

Numerical Analysis · Mathematics 2020-10-05 Arnulf Jentzen , Philippe von Wurstemberger

The minimization of the loss function is of paramount importance in deep neural networks. On the other hand, many popular optimization algorithms have been shown to correspond to some evolution equation of gradient flow type. Inspired by…

Machine Learning · Computer Science 2020-02-24 Imen Ayadi , Gabriel Turinici

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

Stochastic gradient descent (SGD), which dates back to the 1950s, is one of the most popular and effective approaches for performing stochastic optimization. Research on SGD resurged recently in machine learning for optimizing convex loss…

Machine Learning · Computer Science 2019-12-24 Jie Chen , Ronny Luss

We present a novel approach for enhancing the resolution and geometric fidelity of 3D Gaussian Splatting (3DGS) beyond native training resolution. Current 3DGS methods are fundamentally limited by their input resolution, producing…

Graphics · Computer Science 2025-06-10 Shuja Khalid , Mohamed Ibrahim , Yang Liu

Modern Automatic Speech Recognition (ASR) systems rely on distributed deep learning to for quick training completion. To enable efficient distributed training, it is imperative that the training algorithms can converge with a large…

Audio and Speech Processing · Electrical Eng. & Systems 2019-07-15 Wei Zhang , Xiaodong Cui , Ulrich Finkler , George Saon , Abdullah Kayi , Alper Buyuktosunoglu , Brian Kingsbury , David Kung , Michael Picheny