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This paper proposes SplitSGD, a new dynamic learning rate schedule for stochastic optimization. This method decreases the learning rate for better adaptation to the local geometry of the objective function whenever a stationary phase is…

Machine Learning · Statistics 2024-02-20 Matteo Sordello , Niccolò Dalmasso , Hangfeng He , Weijie Su

Despite an extensive body of literature on deep learning optimization, our current understanding of what makes an optimization algorithm effective is fragmented. In particular, we do not understand well whether enhanced optimization…

Machine Learning · Computer Science 2024-03-04 Toki Tahmid Inan , Mingrui Liu , Amarda Shehu

The paper is devoted to the study of regularized versions of multiobjective optimization problems described by directionally Lipschitzian functions. Such regularizations appear in proximal-type algorithms of multiobjective optimization,…

Optimization and Control · Mathematics 2025-11-21 G. C. Bento , J. X. Cruz Neto , J. O. Lopes , B. S. Mordukhovich , P. R. Silva Filho

In this paper, we study convex optimization problems where agents of a network cooperatively minimize the global objective function which consists of multiple local objective functions. Different from most of the existing works, the local…

Optimization and Control · Mathematics 2024-10-30 Huaqing Li , Lifeng Zheng , Zheng Wang , Yu Yan , Liping Feng , Jing Guo

Many recent successes of machine learning went hand in hand with advances in optimization. The exchange of ideas between these fields has worked both ways, with machine learning building on standard optimization procedures such as gradient…

Optimization and Control · Mathematics 2021-10-26 Konstantin Mishchenko

We introduce a novel optimization problem formulation that departs from the conventional way of minimizing machine learning model loss as a black-box function. Unlike traditional formulations, the proposed approach explicitly incorporates…

Machine Learning · Computer Science 2026-01-07 Yury Demidovich , Grigory Malinovsky , Egor Shulgin , Peter Richtárik

In this paper, an orthogonal stochastic gradient descent (O-SGD) based learning approach is proposed to tackle the wireless channel over-training problem inherent in artificial neural network (ANN)-assisted MIMO signal detection. Our basic…

Signal Processing · Electrical Eng. & Systems 2020-02-26 Songyan Xue , Yi Ma , Rahim Tafazolli

Neural network optimization remains one of the most consequential yet poorly understood challenges in modern AI research, where improvements in training algorithms can lead to enhanced feature learning in foundation models,…

Machine Learning · Computer Science 2025-12-23 Ansh Nagwekar

Stochastic gradient optimization is the dominant learning paradigm for a variety of scenarios, from classical supervised learning to modern self-supervised learning. We consider stochastic gradient algorithms for learning problems whose…

Machine Learning · Statistics 2025-08-29 Facheng Yu , Ronak Mehta , Alex Luedtke , Zaid Harchaoui

In machine learning, the goal of multi-task learning (MTL) is to optimize multiple objectives together. Recent works, for example, Multiple Gradient Descent Algorithm (MGDA) and its variants, show promising results with dynamically adjusted…

Machine Learning · Computer Science 2026-03-10 Xuxing Chen , Yun He , Jiayi Xu , Minhui Huang , Xiaoyi Liu , Boyang Liu , Fei Tian , Xiaohan Wei , Rong Jin , Sem Park , Bo Long , Xue Feng

Machine learning models trained with \emph{stochastic} gradient descent (SGD) can generalize better than those trained with deterministic gradient descent (GD). In this work, we study SGD's impact on generalization through the lens of the…

Machine Learning · Computer Science 2025-12-09 Hongjian Lan , Yucong Liu , Florian Schäfer

The classical convergence analysis of SGD is carried out under the assumption that the norm of the stochastic gradient is uniformly bounded. While this might hold for some loss functions, it is violated for cases where the objective…

Optimization and Control · Mathematics 2019-11-12 Lam M. Nguyen , Phuong Ha Nguyen , Peter Richtárik , Katya Scheinberg , Martin Takáč , Marten van Dijk

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

Out-of-Distribution (OOD) generalization in machine learning is a burgeoning area of study. Its primary goal is to enhance the adaptability and resilience of machine learning models when faced with new, unseen, and potentially adversarial…

Machine Learning · Computer Science 2024-11-05 Chengtao Jian , Kai Yang , Yang Jiao

We study finite-sum nonconvex optimization problems, where the objective function is an average of $n$ nonconvex functions. We propose a new stochastic gradient descent algorithm based on nested variance reduction. Compared with…

Machine Learning · Computer Science 2020-10-20 Dongruo Zhou , Pan Xu , Quanquan Gu

This work presents the convergence rate analysis of stochastic variants of the broad class of direct-search methods of directional type. It introduces an algorithm designed to optimize differentiable objective functions $f$ whose values can…

Optimization and Control · Mathematics 2020-03-09 Kwassi Joseph Dzahini

Stochastic gradient descent~(SGD) and its variants have been the dominating optimization methods in machine learning. Compared to SGD with small-batch training, SGD with large-batch training can better utilize the computational power of…

Machine Learning · Statistics 2024-04-16 Shen-Yi Zhao , Chang-Wei Shi , Yin-Peng Xie , Wu-Jun Li

Stochastic gradient descent (\textsc{Sgd}) methods are the most powerful optimization tools in training machine learning and deep learning models. Moreover, acceleration (a.k.a. momentum) methods and diagonal scaling (a.k.a. adaptive…

Machine Learning · Statistics 2018-10-02 Qi Deng , Yi Cheng , Guanghui Lan

With the vigorous development of artificial intelligence technology, various engineering technology applications have been implemented one after another. The gradient descent method plays an important role in solving various optimization…

Machine Learning · Computer Science 2021-04-27 Jinhuan Duan , Xianxian Li , Shiqi Gao , Jinyan Wang , Zili Zhong

Optimization problem, which is aimed at finding the global minimal value of a given cost function, is one of the central problem in science and engineering. Various numerical methods have been proposed to solve this problem, among which the…

Optimization and Control · Mathematics 2022-10-07 Shaojun Dong , Fengyu Le , Meng Zhang , Si-Jing Tao , Chao Wang , Yong-Jian Han , Guo-Ping Guo