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Stochastic Gradient Descent-Ascent (SGDA) is one of the most prominent algorithms for solving min-max optimization and variational inequalities problems (VIP) appearing in various machine learning tasks. The success of the method led to…

Optimization and Control · Mathematics 2023-03-09 Aleksandr Beznosikov , Eduard Gorbunov , Hugo Berard , Nicolas Loizou

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

Stochastic optimization algorithms using exponential moving averages of the past gradients, such as ADAM, RMSProp and AdaGrad, have been having great successes in many applications, especially in training deep neural networks. ADAM in…

Machine Learning · Computer Science 2026-01-30 Ruiqi Wang , Diego Klabjan

Gradient descent based optimization methods are the methods of choice to train deep neural networks in machine learning. Beyond the standard gradient descent method, also suitable modified variants of standard gradient descent involving…

Optimization and Control · Mathematics 2025-04-29 Steffen Dereich , Arnulf Jentzen , Adrian Riekert

Adaptive optimization methods such as AdaGrad, RMSprop and Adam have been proposed to achieve a rapid training process with an element-wise scaling term on learning rates. Though prevailing, they are observed to generalize poorly compared…

Machine Learning · Computer Science 2019-04-22 Liangchen Luo , Yuanhao Xiong , Yan Liu , Xu Sun

Stochastic gradient descent (SGD) optimization methods such as the plain vanilla SGD method and the popular Adam optimizer are nowadays the method of choice in the training of artificial neural networks (ANNs). Despite the remarkable…

Optimization and Control · Mathematics 2024-02-09 Arnulf Jentzen , Adrian Riekert

Gradient descent (GD) based optimization methods are these days the standard tools to train deep neural networks in artificial intelligence systems. In optimization procedures in deep learning the employed optimizer is often not the…

Optimization and Control · Mathematics 2025-09-24 Steffen Dereich , Robin Graeber , Arnulf Jentzen , Adrian Riekert

Adam is applied widely to train neural networks. Different kinds of Adam methods with different features pop out. Recently two new adam optimizers, AdaBelief and Padam are introduced among the community. We analyze these two adam optimizers…

Computer Vision and Pattern Recognition · Computer Science 2021-10-05 Zhaoyang Zhu , Haozhe Sun , Chi Zhang

This paper investigates the stochastic optimization problem with a focus on developing scalable parallel algorithms for deep learning tasks. Our solution involves a reformation of the objective function for stochastic optimization in neural…

Machine Learning · Computer Science 2020-04-09 Pengzhan Guo , Zeyang Ye , Keli Xiao , Wei Zhu

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

In this paper, we present a distributed variant of adaptive stochastic gradient method for training deep neural networks in the parameter-server model. To reduce the communication cost among the workers and server, we incorporate two types…

Machine Learning · Computer Science 2021-06-16 Congliang Chen , Li Shen , Haozhi Huang , Wei Liu

We introduce a general method for improving the convergence rate of gradient-based optimizers that is easy to implement and works well in practice. We demonstrate the effectiveness of the method in a range of optimization problems by…

Machine Learning · Computer Science 2018-08-23 Atilim Gunes Baydin , Robert Cornish , David Martinez Rubio , Mark Schmidt , Frank Wood

Stein Variational Gradient Descent (SVGD) is a highly efficient method to sample from an unnormalized probability distribution. However, the SVGD update relies on gradients of the log-density, which may not always be available. Existing…

Machine Learning · Computer Science 2026-03-13 Cornelius V. Braun , Robert T. Lange , Marc Toussaint

In the context of stochastic gradient descent(SGD) and adaptive moment estimation (Adam),researchers have recently proposed optimization techniques that transition from Adam to SGD with the goal of improving both convergence and…

Machine Learning · Computer Science 2020-07-01 Jiaxuan Wang , Jenna Wiens

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

Stochastic Gradient Descent (SGD) has become one of the most popular optimization methods for training machine learning models on massive datasets. However, SGD suffers from two main drawbacks: (i) The noisy gradient updates have high…

Machine Learning · Computer Science 2017-04-10 Soham De , Tom Goldstein

Adaptive gradient-based optimization methods such as \textsc{Adagrad}, \textsc{Rmsprop}, and \textsc{Adam} are widely used in solving large-scale machine learning problems including deep learning. A number of schemes have been proposed in…

Machine Learning · Computer Science 2019-05-30 Parvin Nazari , Davoud Ataee Tarzanagh , George Michailidis

We study adaptive methods for differentially private convex optimization, proposing and analyzing differentially private variants of a Stochastic Gradient Descent (SGD) algorithm with adaptive stepsizes, as well as the AdaGrad algorithm. We…

Machine Learning · Computer Science 2021-06-28 Hilal Asi , John Duchi , Alireza Fallah , Omid Javidbakht , Kunal Talwar

Classical machine learning models such as deep neural networks are usually trained by using Stochastic Gradient Descent-based (SGD) algorithms. The classical SGD can be interpreted as a discretization of the stochastic gradient flow. In…

Optimization and Control · Mathematics 2023-10-03 Valentin Leplat , Daniil Merkulov , Aleksandr Katrutsa , Daniel Bershatsky , Olga Tsymboi , Ivan Oseledets

Stochastic gradient descent (SGD) has been a go-to algorithm for nonconvex stochastic optimization problems arising in machine learning. Its theory however often requires a strong framework to guarantee convergence properties. We hereby…

Optimization and Control · Mathematics 2025-03-11 Azar Louzi
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