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Adam is one of the most influential adaptive stochastic algorithms for training deep neural networks, which has been pointed out to be divergent even in the simple convex setting via a few simple counterexamples. Many attempts, such as…

Machine Learning · Computer Science 2022-08-09 Congliang Chen , Li Shen , Fangyu Zou , Wei Liu

Adam is a popular and widely used adaptive gradient method in deep learning, which has also received tremendous focus in theoretical research. However, most existing theoretical work primarily analyzes its full-batch version, which differs…

Machine Learning · Computer Science 2025-10-14 Xuan Tang , Han Zhang , Yuan Cao , Difan Zou

Stochastic gradient descent-based algorithms are widely used for training deep neural networks but often suffer from slow convergence. To address the challenge, we leverage the framework of the alternating direction method of multipliers…

Machine Learning · Computer Science 2025-02-03 Ouya Wang , Shenglong Zhou , Geoffrey Ye Li

Adam is a widely used stochastic optimization method for deep learning applications. While practitioners prefer Adam because it requires less parameter tuning, its use is problematic from a theoretical point of view since it may not…

Machine Learning · Computer Science 2020-11-25 Mingrui Liu , Wei Zhang , Francesco Orabona , Tianbao Yang

The choice of batch sizes in minibatch stochastic gradient optimizers is critical in large-scale model training for both optimization and generalization performance. Although large-batch training is arguably the dominant training paradigm…

Machine Learning · Computer Science 2024-05-29 Tim Tsz-Kit Lau , Han Liu , Mladen Kolar

Since its invention in 2014, the Adam optimizer has received tremendous attention. On one hand, it has been widely used in deep learning and many variants have been proposed, while on the other hand their theoretical convergence property…

Machine Learning · Computer Science 2021-12-08 Zhishuai Guo , Yi Xu , Wotao Yin , Rong Jin , Tianbao Yang

Adaptive gradient methods, e.g. \textsc{Adam}, have achieved tremendous success in machine learning. Scaling the learning rate element-wisely by a certain form of second moment estimate of gradients, such methods are able to attain rapid…

Machine Learning · Computer Science 2022-02-10 Yizhou Wang , Yue Kang , Can Qin , Huan Wang , Yi Xu , Yulun Zhang , Yun Fu

Adam is a widely used optimizer in neural network training due to its adaptive learning rate. However, because different data samples influence model updates to varying degrees, treating them equally can lead to inefficient convergence. To…

Machine Learning · Statistics 2025-12-09 Gyu Yeol Kim , Min-hwan Oh

Adaptive gradient methods such as RMSProp and Adam use exponential moving estimate of the squared gradient to compute adaptive step sizes, achieving better convergence than SGD in face of noisy objectives. However, Adam can have undesirable…

Machine Learning · Computer Science 2021-07-06 Chen Zhu , Yu Cheng , Zhe Gan , Furong Huang , Jingjing Liu , Tom Goldstein

Adam is a widely used optimization method for training deep learning models. It computes individual adaptive learning rates for different parameters. In this paper, we propose a generalization of Adam, called Adambs, that allows us to also…

Machine Learning · Computer Science 2020-10-27 Rui Liu , Tianyi Wu , Barzan Mozafari

Adam is widely adopted in practical applications due to its fast convergence. However, its theoretical analysis is still far from satisfactory. Existing convergence analyses for Adam rely on the bounded smoothness assumption, referred to as…

Machine Learning · Computer Science 2024-06-25 Bohan Wang , Yushun Zhang , Huishuai Zhang , Qi Meng , Ruoyu Sun , Zhi-Ming Ma , Tie-Yan Liu , Zhi-Quan Luo , Wei Chen

Recent stochastic gradient methods that have appeared in the literature base their efficiency and global convergence properties on a suitable control of the variance of the gradient batch estimate. This control is typically achieved by…

Optimization and Control · Mathematics 2025-06-11 Marco Boresta , Alberto De Santis , Stefano Lucidi

Conventional wisdom dictates that small batch sizes make language model pretraining and fine-tuning unstable, motivating gradient accumulation, which trades off the number of optimizer steps for a proportional increase in batch size. While…

Machine Learning · Computer Science 2025-12-17 Martin Marek , Sanae Lotfi , Aditya Somasundaram , Andrew Gordon Wilson , Micah Goldblum

Stochastic gradient descent (SGD) is an estimation tool for large data employed in machine learning and statistics. Due to the Markovian nature of the SGD process, inference is a challenging problem. An underlying asymptotic normality of…

Computation · Statistics 2025-03-27 Rahul Singh , Abhinek Shukla , Dootika Vats

Stochastic alternating direction method of multipliers (SADMM) is a popular method for solving nonconvex nonsmooth optimization in various applications. However, it typically requires an empirical selection of the static batch size for…

Optimization and Control · Mathematics 2026-01-23 Jiachen Jin , Kangkang Deng , Boyu Wang , Hongxia Wang

We introduce Adam, an algorithm for first-order gradient-based optimization of stochastic objective functions, based on adaptive estimates of lower-order moments. The method is straightforward to implement, is computationally efficient, has…

Machine Learning · Computer Science 2017-01-31 Diederik P. Kingma , Jimmy Ba

Uncertainty computation in deep learning is essential to design robust and reliable systems. Variational inference (VI) is a promising approach for such computation, but requires more effort to implement and execute compared to…

Machine Learning · Statistics 2018-08-03 Mohammad Emtiyaz Khan , Didrik Nielsen , Voot Tangkaratt , Wu Lin , Yarin Gal , Akash Srivastava

Recent advances in the theoretical understanding of SGD led to a formula for the optimal batch size minimizing the number of effective data passes, i.e., the number of iterations times the batch size. However, this formula is of no…

Machine Learning · Computer Science 2021-11-22 Motasem Alfarra , Slavomir Hanzely , Alyazeed Albasyoni , Bernard Ghanem , Peter Richtarik

We present a theory for the previously unexplained divergent behavior noticed in the training of large language models. We argue that the phenomenon is an artifact of the dominant optimization algorithm used for training, called Adam. We…

We consider batch size selection for a general class of multivariate batch means variance estimators, which are computationally viable for high-dimensional Markov chain Monte Carlo simulations. We derive the asymptotic mean squared error…

Statistics Theory · Mathematics 2019-07-18 Ying Liu , Dootika Vats , James M. Flegal
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