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A framework previously introduced in [3] for solving a sequence of stochastic optimization problems with bounded changes in the minimizers is extended and applied to machine learning problems such as regression and classification. The…

Machine Learning · Computer Science 2019-04-08 Craig Wilson , Yuheng Bu , Venugopal Veeravalli

For many machine learning problems, data is abundant and it may be prohibitive to make multiple passes through the full training set. In this context, we investigate strategies for dynamically increasing the effective sample size, when…

Machine Learning · Computer Science 2016-10-10 Hadi Daneshmand , Aurelien Lucchi , Thomas Hofmann

Policy-based algorithms are among the most widely adopted techniques in model-free RL, thanks to their strong theoretical groundings and good properties in continuous action spaces. Unfortunately, these methods require precise and…

Machine Learning · Computer Science 2023-06-14 Luca Sabbioni , Francesco Corda , Marcello Restelli

The delta-bar-delta algorithm is recognized as a learning rate adaptation technique that enhances the convergence speed of the training process in optimization by dynamically scheduling the learning rate based on the difference between the…

Machine Learning · Computer Science 2023-10-18 Zhao Song , Chiwun Yang

The ability to learn continually without forgetting the past tasks is a desired attribute for artificial learning systems. Existing approaches to enable such learning in artificial neural networks usually rely on network growth, importance…

Machine Learning · Computer Science 2021-03-18 Gobinda Saha , Isha Garg , Kaushik Roy

Optimal selection of optimization algorithms is crucial for training deep learning models. The Adam optimizer has gained significant attention due to its efficiency and wide applicability. However, to enhance the adaptability of optimizers…

Machine Learning · Computer Science 2024-09-09 Chengxi Pan , Junshang Chen , Jingrui Ye

In this paper, we consider a general stochastic optimization problem which is often at the core of supervised learning, such as deep learning and linear classification. We consider a standard stochastic gradient descent (SGD) method with a…

Machine Learning · Statistics 2018-12-27 Lam M. Nguyen , Nam H. Nguyen , Dzung T. Phan , Jayant R. Kalagnanam , Katya Scheinberg

Adaptive Moment Estimation (Adam), which combines Adaptive Learning Rate and Momentum, would be the most popular stochastic optimizer for accelerating the training of deep neural networks. However, it is empirically known that Adam often…

Machine Learning · Computer Science 2022-06-15 Zeke Xie , Xinrui Wang , Huishuai Zhang , Issei Sato , Masashi Sugiyama

Deep neural networks are traditionally trained using human-designed stochastic optimization algorithms, such as SGD and Adam. Recently, the approach of learning to optimize network parameters has emerged as a promising research topic.…

Machine Learning · Computer Science 2018-11-26 Shipeng Wang , Jian Sun , Zongben Xu

Approximating Stochastic Gradient Descent (SGD) as a Stochastic Differential Equation (SDE) has allowed researchers to enjoy the benefits of studying a continuous optimization trajectory while carefully preserving the stochasticity of SGD.…

Machine Learning · Computer Science 2024-11-04 Sadhika Malladi , Kaifeng Lyu , Abhishek Panigrahi , Sanjeev Arora

Currently, widely used first-order deep learning optimizers include non-adaptive learning rate optimizers and adaptive learning rate optimizers. The former is represented by SGDM (Stochastic Gradient Descent with Momentum), while the latter…

Machine Learning · Computer Science 2024-09-25 Honglin Qin , Hongye Zheng , Bingxing Wang , Zhizhong Wu , Bingyao Liu , Yuanfang Yang

The performance of stochastic gradient descent (SGD) depends critically on how learning rates are tuned and decreased over time. We propose a method to automatically adjust multiple learning rates so as to minimize the expected error at any…

Machine Learning · Statistics 2013-02-19 Tom Schaul , Sixin Zhang , Yann LeCun

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

It is well known that we need to choose the hyper-parameters in Momentum, AdaGrad, AdaDelta, and other alternative stochastic optimizers. While in many cases, the hyper-parameters are tuned tediously based on experience becoming more of an…

Machine Learning · Computer Science 2022-04-05 Jun Lu

Many structured data-fitting applications require the solution of an optimization problem involving a sum over a potentially large number of measurements. Incremental gradient algorithms offer inexpensive iterations by sampling a subset of…

Numerical Analysis · Computer Science 2018-08-23 Michael P. Friedlander , Mark Schmidt

Recently, convergence as well as convergence rate analyses of deep learning optimizers for nonconvex optimization have been widely studied. Meanwhile, numerical evaluations for the optimizers have precisely clarified the relationship…

Optimization and Control · Mathematics 2021-08-27 Hideaki Iiduka

We study Stochastic Gradient Descent with AdaGrad stepsizes: a popular adaptive (self-tuning) method for first-order stochastic optimization. Despite being well studied, existing analyses of this method suffer from various shortcomings:…

Machine Learning · Computer Science 2023-06-13 Amit Attia , Tomer Koren

This research embarks on pioneering the integration of gradient sampling optimization techniques, particularly StochGradAdam, into the pruning process of neural networks. Our main objective is to address the significant challenge of…

Machine Learning · Computer Science 2024-04-30 Juyoung Yun

It is known that the standard stochastic gradient descent (SGD) optimization method, as well as accelerated and adaptive SGD optimization methods such as the Adam optimizer fail to converge if the learning rates do not converge to zero (as,…

Optimization and Control · Mathematics 2024-06-21 Steffen Dereich , Arnulf Jentzen , Adrian Riekert

In several recently proposed stochastic optimization methods (e.g. RMSProp, Adam, Adadelta), parameter updates are scaled by the inverse square roots of exponential moving averages of squared past gradients. Maintaining these per-parameter…

Machine Learning · Computer Science 2018-04-13 Noam Shazeer , Mitchell Stern
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