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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

Inspired by dynamic programming, we propose Stochastic Virtual Gradient Descent (SVGD) algorithm where the Virtual Gradient is defined by computational graph and automatic differentiation. The method is computationally efficient and has…

Machine Learning · Computer Science 2019-08-01 Zheng Li , Shi Shu

Stochastic gradient descent (SGD) optimization methods are nowadays the method of choice for the training of deep neural networks (DNNs) in artificial intelligence systems. In practically relevant training problems, usually not the plain…

Optimization and Control · Mathematics 2024-08-01 Steffen Dereich , Arnulf Jentzen

In this paper, we introduce StochGradAdam, a novel optimizer designed as an extension of the Adam algorithm, incorporating stochastic gradient sampling techniques to improve computational efficiency while maintaining robust performance.…

Machine Learning · Computer Science 2025-03-19 Juyoung Yun

Stochastic gradient descent (SGD) is a standard optimization method to minimize a training error with respect to network parameters in modern neural network learning. However, it typically suffers from proliferation of saddle points in the…

Machine Learning · Computer Science 2017-11-23 Haiping Huang , Taro Toyoizumi

Adaptive gradient methods, which adopt historical gradient information to automatically adjust the learning rate, despite the nice property of fast convergence, have been observed to generalize worse than stochastic gradient descent (SGD)…

Machine Learning · Computer Science 2020-06-24 Jinghui Chen , Dongruo Zhou , Yiqi Tang , Ziyan Yang , Yuan Cao , Quanquan Gu

The vast majority of successful deep neural networks are trained using variants of stochastic gradient descent (SGD) algorithms. Recent attempts to improve SGD can be broadly categorized into two approaches: (1) adaptive learning rate…

Machine Learning · Computer Science 2019-12-04 Michael R. Zhang , James Lucas , Geoffrey Hinton , Jimmy Ba

Adaptive optimizers, such as Adam, have achieved remarkable success in deep learning. A key component of these optimizers is the so-called preconditioning matrix, providing enhanced gradient information and regulating the step size of each…

Machine Learning · Computer Science 2024-12-10 Yun Yue , Zhiling Ye , Jiadi Jiang , Yongchao Liu , Ke Zhang

The stochastic gradient descent (SGD) optimizers are generally used to train the convolutional neural networks (CNNs). In recent years, several adaptive momentum based SGD optimizers have been introduced, such as Adam, diffGrad, Radam and…

Computer Vision and Pattern Recognition · Computer Science 2022-10-14 Shiv Ram Dubey , Satish Kumar Singh , Bidyut Baran Chaudhuri

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…

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

Adaptive gradient optimization methods, such as Adam, are prevalent in training deep neural networks across diverse machine learning tasks due to their ability to achieve faster convergence. However, these methods often suffer from…

Machine Learning · Computer Science 2025-02-12 Abulikemu Abuduweili , Changliu Liu

Deep learning algorithms - typically consisting of a class of deep neural networks trained by a stochastic gradient descent (SGD) optimization method - are nowadays the key ingredients in many artificial intelligence (AI) systems and have…

Machine Learning · Computer Science 2024-07-12 Steffen Dereich , Robin Graeber , Arnulf Jentzen

In this work, we study an optimizer, Grad-Avg to optimize error functions. We establish the convergence of the sequence of iterates of Grad-Avg mathematically to a minimizer (under boundedness assumption). We apply Grad-Avg along with some…

Machine Learning · Computer Science 2020-12-11 Saugata Purkayastha , Sukannya Purkayastha

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

Stochastic Gradient Descent (SGD) is one of the most widely used techniques for online optimization in machine learning. In this work, we accelerate SGD by adaptively learning how to sample the most useful training examples at each time…

Machine Learning · Computer Science 2016-03-16 Guillaume Bouchard , Théo Trouillon , Julien Perez , Adrien Gaidon

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

This paper introduces a novel optimization algorithm designed for nonlinear least-squares problems. The method is derived by preconditioning the gradient descent direction using the Singular Value Decomposition (SVD) of the Jacobian. This…

Numerical Analysis · Mathematics 2026-02-11 Zhipeng Chang , Wenrui Hao , Nian Liu

Stochastic gradient descent (SGD) algorithm and its variations have been effectively used to optimize neural network models. However, with the rapid growth of big data and deep learning, SGD is no longer the most suitable choice due to its…

Machine Learning · Computer Science 2024-02-13 Anuraganand Sharma

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
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