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The concept of learning to optimize involves utilizing a trainable optimization strategy rather than relying on manually defined full gradient estimations such as ADAM. We present a framework that jointly trains the full gradient estimator…

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

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

This paper develops a comprehensive convergence analysis for generic classes of descent algorithms in nonsmooth and nonconvex optimization under several conditions of the Polyak-\L ojasiewicz-Kurdyka (PLK) type. Along other results, we…

Optimization and Control · Mathematics 2025-02-13 G. C. Bento , B. S. Mordukhovich , T. S. Mota , Yu. Nesterov

From a simplified analysis of adaptive methods, we derive AvaGrad, a new optimizer which outperforms SGD on vision tasks when its adaptability is properly tuned. We observe that the power of our method is partially explained by a decoupling…

Machine Learning · Computer Science 2020-03-18 Pedro Savarese , David McAllester , Sudarshan Babu , Michael Maire

Averaging techniques such as Ruppert--Polyak averaging and exponential movering averaging (EMA) are powerful approaches to accelerate optimization procedures of stochastic gradient descent (SGD) optimization methods such as the popular ADAM…

Optimization and Control · Mathematics 2025-05-29 Arnulf Jentzen , Julian Kranz , Adrian Riekert

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

We propose a computationally-friendly adaptive learning rate schedule, "AdaLoss", which directly uses the information of the loss function to adjust the stepsize in gradient descent methods. We prove that this schedule enjoys linear…

Machine Learning · Statistics 2021-09-20 Xiaoxia Wu , Yuege Xie , Simon Du , Rachel Ward

Methods with adaptive stepsizes, such as AdaGrad and Adam, are essential for training modern Deep Learning models, especially Large Language Models. Typically, the noise in the stochastic gradients is heavy-tailed for the later ones.…

Deep learning methods - usually consisting of a class of deep neural networks (DNNs) trained by a stochastic gradient descent (SGD) optimization method - are nowadays omnipresent in data-driven learning problems as well as in scientific…

Optimization and Control · Mathematics 2025-01-13 Steffen Dereich , Arnulf Jentzen , Adrian Riekert

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

We introduce AlphaGrad, a memory-efficient, conditionally stateless optimizer addressing the memory overhead and hyperparameter complexity of adaptive methods like Adam. AlphaGrad enforces scale invariance via tensor-wise L2 gradient…

Machine Learning · Computer Science 2025-04-24 Soham Sane

This paper focuses on the decentralized optimization (minimization and saddle point) problems with objective functions that satisfy Polyak-{\L}ojasiewicz condition (PL-condition). The first part of the paper is devoted to the minimization…

Optimization and Control · Mathematics 2024-05-14 Ilya Kuruzov , Mohammad Alkousa , Fedor Stonyakin , Alexander Gasnikov

We consider the problem of estimating the learning rate in adaptive methods, such as AdaGrad and Adam. We propose Prodigy, an algorithm that provably estimates the distance to the solution $D$, which is needed to set the learning rate…

Machine Learning · Computer Science 2024-03-21 Konstantin Mishchenko , Aaron Defazio

Consider composite nonconvex optimization problems where the objective function consists of a smooth nonconvex term (with Lipschitz-continuous gradient) and a convex (possibly nonsmooth) term. Existing parameter-free methods for such…

Optimization and Control · Mathematics 2025-10-08 Zilong Ye , Shiqian Ma , Junfeng Yang , Danqing Zhou

We consider minimization problems with the well-known Polya-Lojasievich condition and Lipshitz-continuous gradient. Such problem occurs in different places in machine learning and related fields. Furthermore, we assume that a gradient is…

Optimization and Control · Mathematics 2023-12-12 Sergei M. Puchinin , Fedor S. Stonyakin

In this work, we establish the linear convergence estimate for the gradient descent involving the delay $\tau\in\mathbb{N}$ when the cost function is $\mu$-strongly convex and $L$-smooth. This result improves upon the well-known estimates…

Optimization and Control · Mathematics 2024-02-23 Hyung Jun Choi , Woocheol Choi , Jinmyoung Seok

Despite the popularity of the Adam optimizer in practice, most theoretical analyses study Stochastic Gradient Descent (SGD) as a proxy for Adam, and little is known about how the solutions found by Adam differ. In this paper, we show that…

Machine Learning · Computer Science 2025-11-05 Xinghan Li , Haodong Wen , Kaifeng Lyu

It is well known that we need to choose the hyper-parameters in Momentum, AdaGrad, AdaDelta, and other alternative stochastic optimizers. While in many cases, the hyper-parameters are tuned tediously based on experience becoming more of an…

Machine Learning · Computer Science 2022-04-05 Jun Lu

This paper deals with nonconvex stochastic optimization problems in deep learning and provides appropriate learning rates with which adaptive learning rate optimization algorithms, such as Adam and AMSGrad, can approximate a stationary…

Optimization and Control · Mathematics 2020-11-24 Hideaki Iiduka

We propose Adaptive Compressed Gradient Descent (AdaCGD) - a novel optimization algorithm for communication-efficient training of supervised machine learning models with adaptive compression level. Our approach is inspired by the recently…

Machine Learning · Computer Science 2022-11-02 Maksim Makarenko , Elnur Gasanov , Rustem Islamov , Abdurakhmon Sadiev , Peter Richtarik
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