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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

We introduce a novel algorithm for gradient-based optimization of stochastic objective functions. The method may be seen as a variant of SGD with momentum equipped with an adaptive learning rate automatically adjusted by an 'energy'…

Optimization and Control · Mathematics 2022-03-24 Hailiang Liu , Xuping Tian

Deep learning networks are typically trained by Stochastic Gradient Descent (SGD) methods that iteratively improve the model parameters by estimating a gradient on a very small fraction of the training data. A major roadblock faced when…

Machine Learning · Computer Science 2020-06-11 Tao Lin , Lingjing Kong , Sebastian U. Stich , Martin Jaggi

Stochastic gradient descent method and its variants constitute the core optimization algorithms that achieve good convergence rates for solving machine learning problems. These rates are obtained especially when these algorithms are…

Machine Learning · Computer Science 2024-03-14 S. Ilker Birbil , Ozgur Martin , Gonenc Onay , Figen Oztoprak

Although deep learning has produced dazzling successes for applications of image, speech, and video processing in the past few years, most trainings are with suboptimal hyper-parameters, requiring unnecessarily long training times. Setting…

Machine Learning · Computer Science 2018-04-25 Leslie N. Smith

In this paper, we aim at providing an introduction to the gradient descent based optimization algorithms for learning deep neural network models. Deep learning models involving multiple nonlinear projection layers are very challenging to…

Machine Learning · Computer Science 2019-03-12 Jiawei Zhang

In large-scale learning algorithms, the momentum term is usually included in the stochastic sub-gradient method to improve the learning speed because it can navigate ravines efficiently to reach a local minimum. However, step-size and…

Machine Learning · Computer Science 2024-08-07 Wen-Liang Hwang

Gradient methods are widely used in optimization problems. In practice, while the smoothness parameter can be estimated utilizing techniques such as backtracking, estimating the strong convexity parameter remains a challenge; moreover, even…

Optimization and Control · Mathematics 2026-02-17 Xiaozhe Hu , Sara Pollock , Zhongqin Xue , Yunrong Zhu

Linear programming has played a crucial role in shaping decision-making, resource allocation, and cost reduction in various domains. In this paper, we investigate the application of overparametrized neural networks and their implicit bias…

Optimization and Control · Mathematics 2023-10-05 Haoyue Wang , Promit Ghosal , Rahul Mazumder

Asynchronous stochastic gradient descent (SGD) enables scalable distributed training but suffers from gradient staleness. Existing mitigation strategies, such as delay-adaptive learning rates and staleness-aware filtering, typically…

Machine Learning · Computer Science 2026-05-15 Tehila Dahan , Roie Reshef , Sharon Goldstein , Kfir Y. Levy

Momentum-based optimizers are widely adopted for training neural networks. However, the optimal selection of momentum coefficients remains elusive. This uncertainty impedes a clear understanding of the role of momentum in stochastic…

Machine Learning · Computer Science 2025-05-22 Xianliang Li , Jun Luo , Zhiwei Zheng , Hanxiao Wang , Li Luo , Lingkun Wen , Linlong Wu , Sheng Xu

In this paper, we explore techniques centered around periodic sampling of model weights that provide convergence improvements on gradient update methods (vanilla \acs{SGD}, Momentum, Adam) for a variety of vision problems (classification,…

Machine Learning · Computer Science 2020-03-23 Samarth Tripathi , Jiayi Liu , Unmesh Kurup , Mohak Shah , Sauptik Dhar

Momentum plays a crucial role in stochastic gradient-based optimization algorithms for accelerating or improving training deep neural networks (DNNs). In deep learning practice, the momentum is usually weighted by a well-calibrated…

Machine Learning · Computer Science 2020-12-04 Bao Wang , Qiang Ye

Through theoretical and experimental validation, unlike all existing adaptive methods like Adam which penalize frequently-changing parameters and are only applicable to sparse gradients, we propose the simplest SGD enhanced method,…

Machine Learning · Computer Science 2023-10-04 Gongyue Zhang , Dinghuang Zhang , Shuwen Zhao , Donghan Liu , Carrie M. Toptan , Honghai Liu

In this paper, we address tracking of a time-varying parameter with unknown dynamics. We formalize the problem as an instance of online optimization in a dynamic setting. Using online gradient descent, we propose a method that sequentially…

Machine Learning · Computer Science 2016-03-17 Aryan Mokhtari , Shahin Shahrampour , Ali Jadbabaie , Alejandro Ribeiro

We propose a method for efficiently incorporating constraints into a stochastic gradient Langevin framework for the training of deep neural networks. Constraints allow direct control of the parameter space of the model. Appropriately…

Machine Learning · Computer Science 2021-06-22 Benedict Leimkuhler , Timothée Pouchon , Tiffany Vlaar , Amos Storkey

Background: Recent developments have made it possible to accelerate neural networks training significantly using large batch sizes and data parallelism. Training in an asynchronous fashion, where delay occurs, can make training even more…

Machine Learning · Computer Science 2020-02-14 Niv Giladi , Mor Shpigel Nacson , Elad Hoffer , Daniel Soudry

Learning-to-optimize is an emerging framework that leverages training data to speed up the solution of certain optimization problems. One such approach is based on the classical mirror descent algorithm, where the mirror map is modelled…

Optimization and Control · Mathematics 2023-06-05 Hong Ye Tan , Subhadip Mukherjee , Junqi Tang , Andreas Hauptmann , Carola-Bibiane Schönlieb

We consider distributed optimization under communication constraints for training deep learning models. We propose a new algorithm, whose parameter updates rely on two forces: a regular gradient step, and a corrective direction dictated by…

Machine Learning · Computer Science 2022-04-29 Yunfei Teng , Wenbo Gao , Francois Chalus , Anna Choromanska , Donald Goldfarb , Adrian Weller

A fundamental challenge in Deep Learning is to find optimal step sizes for stochastic gradient descent automatically. In traditional optimization, line searches are a commonly used method to determine step sizes. One problem in Deep…

Machine Learning · Computer Science 2022-02-22 Maximus Mutschler , Kevin Laube , Andreas Zell