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We propose a first-order stochastic optimization algorithm incorporating adaptive regularization applicable to machine learning problems in deep learning framework. The adaptive regularization is imposed by stochastic process in determining…

Machine Learning · Computer Science 2020-04-15 Kensuke Nakamura , Stefano Soatto , Byung-Woo Hong

Parameter-specific adaptive learning rate methods are computationally efficient ways to reduce the ill-conditioning problems encountered when training large deep networks. Following recent work that strongly suggests that most of the…

Machine Learning · Computer Science 2015-09-01 Yann N. Dauphin , Harm de Vries , Yoshua Bengio

Within the current sphere of deep learning research, despite the extensive application of optimization algorithms such as Stochastic Gradient Descent (SGD) and Adaptive Moment Estimation (Adam), there remains a pronounced inadequacy in…

Machine Learning · Computer Science 2025-10-30 Zhifeng Wang , Longlong Li , Chunyan Zeng

We propose \textit{Meta-Regularization}, a novel approach for the adaptive choice of the learning rate in first-order gradient descent methods. Our approach modifies the objective function by adding a regularization term on the learning…

Machine Learning · Computer Science 2021-04-13 Guangzeng Xie , Hao Jin , Dachao Lin , Zhihua Zhang

Variance reduction (VR) methods employ stochastic gradients with decreasing variance, and they have been widely applied to solve large-scale optimization problems in machine learning because of their efficiency. Existing theoretical studies…

Machine Learning · Computer Science 2026-05-28 Yunwen Lei , Zimeng Wang , Xiaoming Yuan

An algorithm is said to be adaptive to a certain parameter (of the problem) if it does not need a priori knowledge of such a parameter but performs competitively to those that know it. This dissertation presents our work on adaptive…

Machine Learning · Computer Science 2023-07-10 Zhenxun Zhuang

Stochastic gradient descent (SGD) is a widely used algorithm in machine learning, particularly for neural network training. Recent studies on SGD for canonical quadratic optimization or linear regression show it attains well generalization…

Machine Learning · Computer Science 2024-09-17 Haihan Zhang , Yuanshi Liu , Qianwen Chen , Cong Fang

Machine learning practitioners invest significant manual and computational resources in finding suitable learning rates for optimization algorithms. We provide a probabilistic motivation, in terms of Gaussian inference, for popular…

Machine Learning · Computer Science 2021-02-23 Filip de Roos , Carl Jidling , Adrian Wills , Thomas Schön , Philipp Hennig

We propose a new, more general approach to the design of stochastic gradient-based optimization methods for machine learning. In this new framework, optimizers assume access to a batch of gradient estimates per iteration, rather than a…

Machine Learning · Computer Science 2021-12-02 Julius Kunze , James Townsend , David Barber

Despite plenty of efforts focusing on improving the domain adaptation ability (DA) under unsupervised or few-shot semi-supervised settings, recently the solution of active learning started to attract more attention due to its suitability in…

Machine Learning · Computer Science 2022-04-05 Ming Xie , Yuxi Li , Yabiao Wang , Zekun Luo , Zhenye Gan , Zhongyi Sun , Mingmin Chi , Chengjie Wang , Pei Wang

Features in machine learning problems are often time-varying and may be related to outputs in an algebraic or dynamical manner. The dynamic nature of these machine learning problems renders current higher order accelerated gradient descent…

Optimization and Control · Mathematics 2019-05-29 Joseph E. Gaudio , Travis E. Gibson , Anuradha M. Annaswamy , Michael A. Bolender

Variance reduction (VR) methods for finite-sum minimization typically require the knowledge of problem-dependent constants that are often unknown and difficult to estimate. To address this, we use ideas from adaptive gradient methods to…

Machine Learning · Computer Science 2021-11-04 Benjamin Dubois-Taine , Sharan Vaswani , Reza Babanezhad , Mark Schmidt , Simon Lacoste-Julien

Adaptive Moment Estimation (Adam), which combines Adaptive Learning Rate and Momentum, would be the most popular stochastic optimizer for accelerating the training of deep neural networks. However, it is empirically known that Adam often…

Machine Learning · Computer Science 2022-06-15 Zeke Xie , Xinrui Wang , Huishuai Zhang , Issei Sato , Masashi Sugiyama

Background: Recent developments have made it possible to accelerate neural networks training significantly using large batch sizes and data parallelism. Training in an asynchronous fashion, where delay occurs, can make training even more…

Machine Learning · Computer Science 2020-02-14 Niv Giladi , Mor Shpigel Nacson , Elad Hoffer , Daniel Soudry

The goal of this paper is to accelerate the training of machine learning models, a critical challenge since the training of large-scale deep neural models can be computationally expensive. Stochastic gradient descent (SGD) and its variants…

Machine Learning · Computer Science 2025-09-22 Yuen Chen , Yian Wang , Hari Sundaram

The vast majority of successful deep neural networks are trained using variants of stochastic gradient descent (SGD) algorithms. Recent attempts to improve SGD can be broadly categorized into two approaches: (1) adaptive learning rate…

Machine Learning · Computer Science 2019-12-04 Michael R. Zhang , James Lucas , Geoffrey Hinton , Jimmy Ba

Slow concept drift is a ubiquitous, yet under-studied problem in practical machine learning systems. In such settings, although recent data is more indicative of future data, naively prioritizing recent instances runs the risk of losing…

Machine Learning · Computer Science 2023-12-21 Nishant Jain , Pradeep Shenoy

The theory of stochastic approximations form the theoretical foundation for studying convergence properties of many popular recursive learning algorithms in statistics, machine learning and statistical physics. Large deviations for…

Probability · Mathematics 2025-02-05 Henrik Hult , Adam Lindhe , Pierre Nyquist , Guo-Jhen Wu

In this paper, we consider a general stochastic optimization problem which is often at the core of supervised learning, such as deep learning and linear classification. We consider a standard stochastic gradient descent (SGD) method with a…

Machine Learning · Statistics 2018-12-27 Lam M. Nguyen , Nam H. Nguyen , Dzung T. Phan , Jayant R. Kalagnanam , Katya Scheinberg

How can we perform efficient inference and learning in directed probabilistic models, in the presence of continuous latent variables with intractable posterior distributions, and large datasets? We introduce a stochastic variational…

Machine Learning · Statistics 2022-12-13 Diederik P Kingma , Max Welling
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