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We study differentially private (DP) algorithms for stochastic non-convex optimization. In this problem, the goal is to minimize the population loss over a $p$-dimensional space given $n$ i.i.d. samples drawn from a distribution. We improve…

Machine Learning · Computer Science 2020-08-12 Yingxue Zhou , Xiangyi Chen , Mingyi Hong , Zhiwei Steven Wu , Arindam Banerjee

Adam has become one of the most popular optimizers for training modern deep neural networks, such as transformers. However, its applicability is largely restricted to single-level optimization problems. In this paper, we aim to extend…

Machine Learning · Computer Science 2025-03-07 Xiaochuan Gong , Jie Hao , Mingrui Liu

The Adam optimizer is a popular choice in contemporary deep learning, due to its strong empirical performance. However we observe that in privacy sensitive scenarios, the traditional use of Differential Privacy (DP) with the Adam optimizer…

Machine Learning · Computer Science 2023-12-25 Qiaoyue Tang , Frederick Shpilevskiy , Mathias Lécuyer

Distributed adaptive stochastic gradient methods have been widely used for large-scale nonconvex optimization, such as training deep learning models. However, their communication complexity on finding $\varepsilon$-stationary points has…

Machine Learning · Computer Science 2023-08-25 Congliang Chen , Li Shen , Wei Liu , Zhi-Quan Luo

Stochastic gradient descent (SGD) and its many variants are the widespread optimization algorithms for training deep neural networks. However, SGD suffers from inevitable drawbacks, including vanishing gradients, lack of theoretical…

Machine Learning · Computer Science 2024-01-09 Zeinab Ebrahimi , Gustavo Batista , Mohammad Deghat

We introduce MADGRAD, a novel optimization method in the family of AdaGrad adaptive gradient methods. MADGRAD shows excellent performance on deep learning optimization problems from multiple fields, including classification and…

Machine Learning · Computer Science 2021-08-27 Aaron Defazio , Samy Jelassi

We propose a federated version of adaptive gradient methods, particularly AdaGrad and Adam, within the framework of over-the-air model training. This approach capitalizes on the inherent superposition property of wireless channels,…

Machine Learning · Computer Science 2024-03-12 Chenhao Wang , Zihan Chen , Nikolaos Pappas , Howard H. Yang , Tony Q. S. Quek , H. Vincent Poor

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

We introduce $\mathbf{G}$radient Descent with $\mathbf{A}$daptive $\mathbf{M}$omentum $\mathbf{S}$caling ($\mathbf{Grams}$), a novel optimization algorithm that decouples the direction and magnitude of parameter updates in deep learning.…

Machine Learning · Computer Science 2025-03-06 Yang Cao , Xiaoyu Li , Zhao Song

We implement the adaptive step size scheme from the optimization methods AdaGrad and Adam in a novel variant of the Proximal Gradient Method (PGM). Our algorithm, dubbed AdaProx, avoids the need for explicit computation of the Lipschitz…

Optimization and Control · Mathematics 2020-07-06 Peter Melchior , Rémy Joseph , Fred Moolekamp

In this paper, we study the convergence of the Adaptive Moment Estimation (Adam) algorithm under unconstrained non-convex smooth stochastic optimizations. Despite the widespread usage in machine learning areas, its theoretical properties…

Optimization and Control · Mathematics 2023-11-06 Yusu Hong , Junhong Lin

Adaptive optimization algorithms such as Adam are widely used in deep learning. The stability of such algorithms is often improved with a warmup schedule for the learning rate. Motivated by the difficulty of choosing and tuning warmup…

Machine Learning · Computer Science 2021-03-23 Jerry Ma , Denis Yarats

Adaptive gradient-descent optimizers are the standard choice for training neural network models. Despite their faster convergence than gradient-descent and remarkable performance in practice, the adaptive optimizers are not as well…

Machine Learning · Computer Science 2024-07-18 Kushal Chakrabarti , Mayank Baranwal

We introduce a novel framework for the estimation of the posterior distribution over the weights of a neural network, based on a new probabilistic interpretation of adaptive optimisation algorithms such as AdaGrad and Adam. We demonstrate…

Machine Learning · Statistics 2020-07-21 Samuel Kessler , Arnold Salas , Vincent W. C. Tan , Stefan Zohren , Stephen Roberts

Adam is widely recognized as one of the most effective optimizers for training deep neural networks (DNNs). Despite its remarkable empirical success, its theoretical convergence analysis remains unsatisfactory. Existing works predominantly…

Machine Learning · Computer Science 2025-07-10 Hanyang Peng , Shuang Qin , Yue Yu , Fangqing Jiang , Hui Wang , Zhouchen Lin

For various optimization methods, gradient descent-based algorithms can achieve outstanding performance and have been widely used in various tasks. Among those commonly used algorithms, ADAM owns many advantages such as fast convergence…

Neural and Evolutionary Computing · Computer Science 2021-05-05 Jiyang Bai , Yuxiang Ren , Jiawei Zhang

The Adaptive Momentum Estimation (Adam) algorithm is highly effective in training various deep learning tasks. Despite this, there's limited theoretical understanding for Adam, especially when focusing on its vanilla form in non-convex…

Optimization and Control · Mathematics 2025-02-25 Yusu Hong , Junhong Lin

We present a novel, fast (exponential rate adaption), ab initio (hyper-parameter-free) gradient based optimizer algorithm. The main idea of the method is to adapt the learning rate $\alpha$ by situational awareness, mainly striving for…

Machine Learning · Computer Science 2023-09-13 Alexander Kleinsorge , Stefan Kupper , Alexander Fauck , Felix Rothe

Adaptive optimization methods, which perform local optimization with a metric constructed from the history of iterates, are becoming increasingly popular for training deep neural networks. Examples include AdaGrad, RMSProp, and Adam. We…

Machine Learning · Statistics 2018-05-23 Ashia C. Wilson , Rebecca Roelofs , Mitchell Stern , Nathan Srebro , Benjamin Recht

The vast majority of modern deep learning models are trained with momentum-based first-order optimizers. The momentum term governs the optimizer's memory by determining how much each past gradient contributes to the current convergence…

Machine Learning · Computer Science 2026-05-12 Kristi Topollai , Anna Choromanska