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SGD (Stochastic Gradient Descent) is a popular algorithm for large scale optimization problems due to its low iterative cost. However, SGD can not achieve linear convergence rate as FGD (Full Gradient Descent) because of the inherent…

Machine Learning · Computer Science 2017-12-05 Aixiang Chen , Bingchuan Chen , Xiaolong Chai , Rui Bian , Hengguang Li

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

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

Adam is a popular and widely used adaptive gradient method in deep learning, which has also received tremendous focus in theoretical research. However, most existing theoretical work primarily analyzes its full-batch version, which differs…

Machine Learning · Computer Science 2025-10-14 Xuan Tang , Han Zhang , Yuan Cao , Difan Zou

Stochastic gradient descent (SGD) is the optimization algorithm of choice in many machine learning applications such as regularized empirical risk minimization and training deep neural networks. The classical convergence analysis of SGD is…

Optimization and Control · Mathematics 2018-07-10 Lam M. Nguyen , Phuong Ha Nguyen , Marten van Dijk , Peter Richtárik , Katya Scheinberg , Martin Takáč

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

The success of deep learning can be attributed to various factors such as increase in computational power, large datasets, deep convolutional neural networks, optimizers etc. Particularly, the choice of optimizer affects the generalization,…

Machine Learning · Computer Science 2021-09-10 Anirudh Maiya , Inumella Sricharan , Anshuman Pandey , Srinivas K. S

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

Adam is a popular variant of stochastic gradient descent for finding a local minimizer of a function. In the constant stepsize regime, assuming that the objective function is differentiable and non-convex, we establish the convergence in…

Machine Learning · Statistics 2020-05-15 Anas Barakat , Pascal Bianchi

The success of the Adam optimizer on a wide array of architectures has made it the default in settings where stochastic gradient descent (SGD) performs poorly. However, our theoretical understanding of this discrepancy is lagging,…

Machine Learning · Computer Science 2023-04-28 Frederik Kunstner , Jacques Chen , Jonathan Wilder Lavington , Mark Schmidt

Adam-type optimizers, as a class of adaptive moment estimation methods with the exponential moving average scheme, have been successfully used in many applications of deep learning. Such methods are appealing due to the capability on…

Machine Learning · Computer Science 2020-12-17 Bingxin Zhou , Xuebin Zheng , Junbin Gao

As one of the most fundamental stochastic optimization algorithms, stochastic gradient descent (SGD) has been intensively developed and extensively applied in machine learning in the past decade. There have been some modified SGD-type…

Machine Learning · Computer Science 2022-01-28 Ruinan Jin , Yu Xing , Xingkang He

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

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

Stochastic gradient descent (SGD), which dates back to the 1950s, is one of the most popular and effective approaches for performing stochastic optimization. Research on SGD resurged recently in machine learning for optimizing convex loss…

Machine Learning · Computer Science 2019-12-24 Jie Chen , Ronny Luss

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) type optimization schemes are fundamental ingredients in a large number of machine learning based algorithms. In particular, SGD type optimization schemes are frequently employed in applications involving…

Numerical Analysis · Mathematics 2020-07-22 Aritz Bercher , Lukas Gonon , Arnulf Jentzen , Diyora Salimova

Asynchronous stochastic gradient descent (ASGD) is a popular parallel optimization algorithm in machine learning. Most theoretical analysis on ASGD take a discrete view and prove upper bounds for their convergence rates. However, the…

Machine Learning · Statistics 2018-05-09 Li He , Qi Meng , Wei Chen , Zhi-Ming Ma , Tie-Yan Liu

A framework is introduced for solving a sequence of slowly changing optimization problems, including those arising in regression and classification applications, using optimization algorithms such as stochastic gradient descent (SGD). The…

Machine Learning · Computer Science 2015-09-25 Craig Wilson , Venugopal V. Veeravalli

One of the most popular training algorithms for deep neural networks is the Adaptive Moment Estimation (Adam) introduced by Kingma and Ba. Despite its success in many applications there is no satisfactory convergence analysis: only local…

Machine Learning · Computer Science 2022-10-06 Sebastian Bock , Martin Georg Weiß