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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

Stochastic gradient descent (SGD) optimization methods such as the plain vanilla SGD method and the popular Adam optimizer are nowadays the method of choice in the training of artificial neural networks (ANNs). Despite the remarkable…

Optimization and Control · Mathematics 2024-02-09 Arnulf Jentzen , Adrian Riekert

Convolutional neural networks (CNNs) are trained using stochastic gradient descent (SGD)-based optimizers. Recently, the adaptive moment estimation (Adam) optimizer has become very popular due to its adaptive momentum, which tackles the…

Machine Learning · Computer Science 2023-09-12 S. K. Roy , M. E. Paoletti , J. M. Haut , S. R. Dubey , P. Kar , A. Plaza , B. B. Chaudhuri

Despite the omnipresent use of stochastic gradient descent (SGD) optimization methods in the training of deep neural networks (DNNs), it remains, in basically all practically relevant scenarios, a fundamental open problem to provide a…

Machine Learning · Computer Science 2025-03-04 Thang Do , Arnulf Jentzen , Adrian Riekert

Adaptive gradient methods have become popular in optimizing deep neural networks; recent examples include AdaGrad and Adam. Although Adam usually converges faster, variations of Adam, for instance, the AdaBelief algorithm, have been…

Machine Learning · Computer Science 2024-10-29 Kushal Chakrabarti , Nikhil Chopra

Several recently proposed stochastic optimization methods that have been successfully used in training deep networks such as RMSProp, Adam, Adadelta, Nadam are based on using gradient updates scaled by square roots of exponential moving…

Machine Learning · Computer Science 2019-04-22 Sashank J. Reddi , Satyen Kale , Sanjiv Kumar

Adaptive gradient methods have attracted much attention of machine learning communities due to the high efficiency. However their acceleration effect in practice, especially in neural network training, is hard to analyze, theoretically. The…

Optimization and Control · Mathematics 2020-06-15 Xunpeng Huang , Hao Zhou , Runxin Xu , Zhe Wang , Lei Li

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

Compressed Stochastic Gradient Descent (SGD) algorithms have been recently proposed to address the communication bottleneck in distributed and decentralized optimization problems, such as those that arise in federated machine learning.…

Machine Learning · Statistics 2022-07-21 Adarsh M. Subramaniam , Akshayaa Magesh , Venugopal V. Veeravalli

Stochastic methods with coordinate-wise adaptive stepsize (such as RMSprop and Adam) have been widely used in training deep neural networks. Despite their fast convergence, they can generalize worse than stochastic gradient descent. In this…

Machine Learning · Computer Science 2019-05-27 Shuai Zheng , James T. Kwok

Stochastic Gradient Decent (SGD) is one of the core techniques behind the success of deep neural networks. The gradient provides information on the direction in which a function has the steepest rate of change. The main problem with basic…

Stochastic gradient descent (SGD) is an inherently sequential training algorithm--computing the gradient at batch $i$ depends on the model parameters learned from batch $i-1$. Prior approaches that break this dependence do not honor them…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-06-05 Saeed Maleki , Madan Musuvathi , Todd Mytkowicz , Olli Saarikivi , Tianju Xu , Vadim Eksarevskiy , Jaliya Ekanayake , Emad Barsoum

Adaptive gradient algorithm (AdaGrad) and its variants, such as RMSProp, Adam, AMSGrad, etc, have been widely used in deep learning. Although these algorithms are faster in the early phase of training, their generalization performance is…

Machine Learning · Computer Science 2021-09-14 Kun Zeng , Jinlan Liu , Zhixia Jiang , Dongpo Xu

Although adaptive optimization algorithms such as Adam show fast convergence in many machine learning tasks, this paper identifies a problem of Adam by analyzing its performance in a simple non-convex synthetic problem, showing that Adam's…

Machine Learning · Computer Science 2020-05-06 Wenjie Li , Zhaoyang Zhang , Xinjiang Wang , Ping Luo

This paper studies the convergence of clipped stochastic gradient descent (SGD) algorithms with decision-dependent data distribution. Our setting is motivated by privacy preserving optimization algorithms that interact with performative…

Optimization and Control · Mathematics 2025-01-31 Qiang Li , Michal Yemini , Hoi-To Wai

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

Deep learning methods - consisting of a class of deep neural networks (DNNs) trained by a stochastic gradient descent (SGD) optimization method - are nowadays key tools to solve data driven supervised learning problems. Despite the great…

Machine Learning · Computer Science 2025-02-18 Thang Do , Sonja Hannibal , Arnulf Jentzen

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

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

Beside the standard stochastic gradient descent (SGD) method, the Adam optimizer due to Kingma & Ba (2014) is currently probably the best-known optimization method for the training of deep neural networks in artificial intelligence (AI)…

Optimization and Control · Mathematics 2025-11-11 Steffen Dereich , Thang Do , Arnulf Jentzen , Philippe von Wurstemberger