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Modern adaptive optimization methods, such as Adam and its variants, have emerged as the most widely used tools in deep learning over recent years. These algorithms offer automatic mechanisms for dynamically adjusting the update step based…

Machine Learning · Computer Science 2025-02-12 Son Nguyen , Bo Liu , Lizhang Chen , Qiang Liu

Stochastic variance reduced methods have shown strong performance in solving finite-sum problems. However, these methods usually require the users to manually tune the step-size, which is time-consuming or even infeasible for some…

Optimization and Control · Mathematics 2023-10-10 Binghui Xie , Chenhan Jin , Kaiwen Zhou , James Cheng , Wei Meng

Invariant risk minimization (IRM) has received increasing attention as a way to acquire environment-agnostic data representations and predictions, and as a principled solution for preventing spurious correlations from being learned and for…

Machine Learning · Computer Science 2023-03-07 Yihua Zhang , Pranay Sharma , Parikshit Ram , Mingyi Hong , Kush Varshney , Sijia Liu

Stochastic gradient descent (SGD) is the main approach for training deep networks: it moves towards the optimum of the cost function by iteratively updating the parameters of a model in the direction of the gradient of the loss evaluated on…

Machine Learning · Computer Science 2021-03-30 Loris Nanni , Gianluca Maguolo , Alessandra Lumini

Active learning has demonstrated data efficiency in many fields. Existing active learning algorithms, especially in the context of batch-mode deep Bayesian active models, rely heavily on the quality of uncertainty estimations of the model,…

Machine Learning · Computer Science 2023-02-22 Renyu Zhang , Aly A. Khan , Robert L. Grossman , Yuxin Chen

Many popular adaptive gradient methods such as Adam and RMSProp rely on an exponential moving average (EMA) to normalize their stepsizes. While the EMA makes these methods highly responsive to new gradient information, recent research has…

Machine Learning · Computer Science 2021-10-13 Brett Daley , Christopher Amato

Adaptive gradient methods (AGMs) have become popular in optimizing the nonconvex problems in deep learning area. We revisit AGMs and identify that the adaptive learning rate (A-LR) used by AGMs varies significantly across the dimensions of…

Machine Learning · Computer Science 2019-09-12 Qianqian Tong , Guannan Liang , Jinbo Bi

We introduce novel variants of momentum by incorporating the variance of the stochastic loss function. The variance characterizes the confidence or uncertainty of the local features of the averaged loss surface across the i.i.d. subsets of…

Machine Learning · Computer Science 2019-05-31 Vineeth S. Bhaskara , Sneha Desai

The alternating direction method of multipliers (ADMM) has been recognized as a versatile approach for solving modern large-scale machine learning and signal processing problems efficiently. When the data size and/or the problem dimension…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-05-04 Tsung-Hui Chang , Wei-Cheng Liao , Mingyi Hong , Xiangfeng Wang

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

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

(Mini-batch) Stochastic Gradient Descent is a popular optimization method which has been applied to many machine learning applications. But a rather high variance introduced by the stochastic gradient in each step may slow down the…

Machine Learning · Computer Science 2018-10-09 Jingchang Liu , Linli Xu

In this paper, we propose a stochastic optimization method that adaptively controls the sample size used in the computation of gradient approximations. Unlike other variance reduction techniques that either require additional storage or the…

Optimization and Control · Mathematics 2017-11-01 Raghu Bollapragada , Richard Byrd , Jorge Nocedal

Big data, including applications with high security requirements, are often collected and stored on multiple heterogeneous devices, such as mobile devices, drones and vehicles. Due to the limitations of communication costs and security…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-10-05 Hao Chen , Yu Ye , Ming Xiao , Mikael Skoglund , H. Vincent Poor

Extending Bayesian optimization to batch evaluation can enable the designer to make the most use of parallel computing technology. However, most of current batch approaches do not scale well with the batch size. That is, their performances…

Machine Learning · Computer Science 2025-04-25 Dawei Zhan , Zhaoxi Zeng , Shuoxiao Wei , Ping Wu

Bayesian models provide a framework for probabilistic modelling of complex datasets. However, many of such models are computationally demanding especially in the presence of large datasets. On the other hand, in sensor network applications,…

Machine Learning · Computer Science 2015-07-06 Behnam Babagholami-Mohamadabadi , Sejong Yoon , Vladimir Pavlovic

Continual learning, an important aspect of artificial intelligence and machine learning research, focuses on developing models that learn and adapt to new tasks while retaining previously acquired knowledge. Existing continual learning…

Machine Learning · Computer Science 2024-04-04 Liwei Kang , Wee Sun Lee

The choice of hyper-parameters affects the performance of neural models. While much previous research (Sutskever et al., 2013; Duchi et al., 2011; Kingma and Ba, 2015) focuses on accelerating convergence and reducing the effects of the…

Computation and Language · Computer Science 2020-05-06 Hongfei Xu , Josef van Genabith , Deyi Xiong , Qiuhui Liu

To maximize hardware utilization, modern machine learning systems typically employ large constant or manually tuned batch size schedules, relying on heuristics that are brittle and costly to tune. Existing adaptive strategies based on…

In this paper, we propose a generic and simple strategy for utilizing stochastic gradient information in optimization. The technique essentially contains two consecutive steps in each iteration: 1) computing and normalizing each block…

Machine Learning · Computer Science 2018-04-24 Adams Wei Yu , Lei Huang , Qihang Lin , Ruslan Salakhutdinov , Jaime Carbonell