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We propose a new variant of AMSGrad, a popular adaptive gradient based optimization algorithm widely used for training deep neural networks. Our algorithm adds prior knowledge about the sequence of consecutive mini-batch gradients and…

Machine Learning · Statistics 2020-11-04 Jun-Kun Wang , Xiaoyun Li , Belhal Karimi , Ping Li

Feature attribution methods, or saliency maps, are one of the most popular approaches for explaining the decisions of complex machine learning models such as deep neural networks. In this study, we propose a stochastic optimization approach…

Machine Learning · Statistics 2018-07-17 Kouichi Ikeno , Satoshi Hara

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

In recent years, deep learning has achieved remarkable success in various fields such as image recognition, natural language processing, and speech recognition. The effectiveness of deep learning largely depends on the optimization methods…

Machine Learning · Computer Science 2023-04-25 David Shulman

Optimizers that further adjust the scale of gradient, such as Adam, Natural Gradient (NG), etc., despite widely concerned and used by the community, are often found poor generalization performance, compared with Stochastic Gradient Descent…

Machine Learning · Computer Science 2021-01-19 Zedong Tang , Fenlong Jiang , Junke Song , Maoguo Gong , Hao Li , Fan Yu , Zidong Wang , Min Wang

We present an optimizer which uses Bayesian optimization to tune the system parameters of distributed stochastic gradient descent (SGD). Given a specific context, our goal is to quickly find efficient configurations which appropriately…

Machine Learning · Statistics 2016-12-04 Valentin Dalibard , Michael Schaarschmidt , Eiko Yoneki

Focusing on the practical configuration needs of optimization algorithms in deep learning, this article concentrates on five major algorithms: SGD, Mini-batch SGD, Momentum, Adam, and Lion. It systematically analyzes the core advantages,…

Machine Learning · Computer Science 2025-11-27 Deng Fucheng , Wang Wanjie , Gong Ao , Wang Xiaoqi , Wang Fan

Heavy ball momentum is crucial in accelerating (stochastic) gradient-based optimization algorithms for machine learning. Existing heavy ball momentum is usually weighted by a uniform hyperparameter, which relies on excessive tuning.…

Machine Learning · Computer Science 2021-10-19 Tao Sun , Huaming Ling , Zuoqiang Shi , Dongsheng Li , Bao Wang

Stochastic optimization lies at the heart of machine learning, and its cornerstone is stochastic gradient descent (SGD), a method introduced over 60 years ago. The last 8 years have seen an exciting new development: variance reduction (VR)…

Machine Learning · Computer Science 2020-10-05 Robert M. Gower , Mark Schmidt , Francis Bach , Peter Richtarik

Stochastic Gradient Descent (SGD) and its variants are the most used algorithms in machine learning applications. In particular, SGD with adaptive learning rates and momentum is the industry standard to train deep networks. Despite the…

Machine Learning · Statistics 2020-07-29 Xiaoyu Li , Francesco Orabona

A framework previously introduced in [3] for solving a sequence of stochastic optimization problems with bounded changes in the minimizers is extended and applied to machine learning problems such as regression and classification. The…

Machine Learning · Computer Science 2019-04-08 Craig Wilson , Yuheng Bu , Venugopal Veeravalli

Variance reduction (VR) methods boost the performance of stochastic gradient descent (SGD) by enabling the use of larger, constant stepsizes and preserving linear convergence rates. However, current variance reduced SGD methods require…

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

Adaptive gradient methods including Adam, AdaGrad, and their variants have been very successful for training deep learning models, such as neural networks. Meanwhile, given the need for distributed computing, distributed optimization…

Machine Learning · Computer Science 2021-09-08 Xiangyi Chen , Belhal Karimi , Weijie Zhao , Ping Li

First-order optimization algorithms have been proven prominent in deep learning. In particular, algorithms such as RMSProp and Adam are extremely popular. However, recent works have pointed out the lack of ``long-term memory" in Adam-like…

Machine Learning · Computer Science 2020-12-01 Haiwen Huang , Chang Wang , Bin Dong

Most popular optimizers for deep learning can be broadly categorized as adaptive methods (e.g. Adam) and accelerated schemes (e.g. stochastic gradient descent (SGD) with momentum). For many models such as convolutional neural networks…

Machine Learning · Computer Science 2020-12-22 Juntang Zhuang , Tommy Tang , Yifan Ding , Sekhar Tatikonda , Nicha Dvornek , Xenophon Papademetris , James S. Duncan

Variational Optimization forms a differentiable upper bound on an objective. We show that approaches such as Natural Evolution Strategies and Gaussian Perturbation, are special cases of Variational Optimization in which the expectations are…

Machine Learning · Statistics 2018-09-14 Thomas Bird , Julius Kunze , David Barber

Gradient-based optimizers have been proposed for training variational quantum circuits in settings such as quantum neural networks (QNNs). The task of gradient estimation, however, has proven to be challenging, primarily due to distinctive…

Compressed Stochastic Gradient Descent (SGD) algorithms have been recently proposed to address the communication bottleneck in distributed and decentralized optimization problems, such as those that arise in federated machine learning.…

Machine Learning · Statistics 2022-07-21 Adarsh M. Subramaniam , Akshayaa Magesh , Venugopal V. Veeravalli

Stochastic gradient descent (SGD) has taken the stage as the primary workhorse for large-scale machine learning. It is often used with its adaptive variants such as AdaGrad, Adam, and AMSGrad. This paper proposes an adaptive stochastic…

Machine Learning · Computer Science 2021-01-01 Tianyi Chen , Ziye Guo , Yuejiao Sun , Wotao Yin

Stochastic gradient algorithms have been the main focus of large-scale learning problems and they led to important successes in machine learning. The convergence of SGD depends on the careful choice of learning rate and the amount of the…

Machine Learning · Computer Science 2015-11-03 Caglar Gulcehre , Marcin Moczulski , Yoshua Bengio
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