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In this work, we propose new adaptive step size strategies that improve several stochastic gradient methods. Our first method (StoPS) is based on the classical Polyak step size (Polyak, 1987) and is an extension of the recent development of…

Machine Learning · Computer Science 2022-08-11 Samuel Horváth , Konstantin Mishchenko , Peter Richtárik

Recently, Stochastic Variational Inference (SVI) has been increasingly attractive thanks to its ability to find good posterior approximations of probabilistic models. It optimizes the variational objective with stochastic optimization,…

Machine Learning · Computer Science 2022-03-16 Minta Liu , Suliang Bu

In this paper, we propose a simple variant of the original stochastic variance reduction gradient (SVRG), where hereafter we refer to as the variance reduced stochastic gradient descent (VR-SGD). Different from the choices of the snapshot…

Machine Learning · Computer Science 2017-04-18 Fanhua Shang

Stochastic non-convex non-concave optimization, formally characterized as Stochastic Variational Inequalities (SVIs), presents unique challenges due to rotational dynamics and the absence of a global merit function. While adaptive step-size…

Optimization and Control · Mathematics 2026-03-12 Yungi Jeong , Takumi Otsuka

Sharpness aware minimization (SAM) optimizer has been extensively explored as it can generalize better for training deep neural networks via introducing extra perturbation steps to flatten the landscape of deep learning models. Integrating…

Machine Learning · Computer Science 2023-03-02 Hao Sun , Li Shen , Qihuang Zhong , Liang Ding , Shixiang Chen , Jingwei Sun , Jing Li , Guangzhong Sun , Dacheng Tao

In our work, we propose a novel yet simple approach to obtain an adaptive learning rate for gradient-based descent methods on classification tasks. Instead of the traditional approach of selecting adaptive learning rates via the decayed…

Machine Learning · Computer Science 2023-04-21 Neel Mishra , Pawan Kumar

Vanilla gradient methods are often highly sensitive to the choice of stepsize, which typically requires manual tuning. Adaptive methods alleviate this issue and have therefore become widely used. Among them, AdaGrad has been particularly…

Machine Learning · Statistics 2026-02-16 Matia Bojovic , Saverio Salzo , Massimiliano Pontil

Adaptive gradient-based optimizers such as Adagrad and Adam are crucial for achieving state-of-the-art performance in machine translation and language modeling. However, these methods maintain second-order statistics for each parameter,…

Machine Learning · Computer Science 2019-09-13 Rohan Anil , Vineet Gupta , Tomer Koren , Yoram Singer

Currently, widely used first-order deep learning optimizers include non-adaptive learning rate optimizers and adaptive learning rate optimizers. The former is represented by SGDM (Stochastic Gradient Descent with Momentum), while the latter…

Machine Learning · Computer Science 2024-09-25 Honglin Qin , Hongye Zheng , Bingxing Wang , Zhizhong Wu , Bingyao Liu , Yuanfang Yang

We propose to optimize neural networks with a uniformly-distributed random learning rate. The associated stochastic gradient descent algorithm can be approximated by continuous stochastic equations and analyzed within the Fokker-Planck…

Machine Learning · Computer Science 2020-10-13 Daniele Musso

Classical stochastic gradient methods for optimization rely on noisy gradient approximations that become progressively less accurate as iterates approach a solution. The large noise and small signal in the resulting gradients makes it…

Machine Learning · Computer Science 2017-04-10 Soham De , Abhay Yadav , David Jacobs , Tom Goldstein

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 aim at providing an introduction to the gradient descent based optimization algorithms for learning deep neural network models. Deep learning models involving multiple nonlinear projection layers are very challenging to…

Machine Learning · Computer Science 2019-03-12 Jiawei Zhang

We study the effect of mini-batching on the loss landscape of deep neural networks using spiked, field-dependent random matrix theory. We demonstrate that the magnitude of the extremal values of the batch Hessian are larger than those of…

Machine Learning · Statistics 2021-11-08 Diego Granziol , Stefan Zohren , Stephen Roberts

Any gradient descent optimization requires to choose a learning rate. With deeper and deeper models, tuning that learning rate can easily become tedious and does not necessarily lead to an ideal convergence. We propose a variation of the…

Machine Learning · Statistics 2018-04-10 Mathieu Ravaut , Satya Gorti

The recognition network in deep latent variable models such as variational autoencoders (VAEs) relies on amortized inference for efficient posterior approximation that can scale up to large datasets. However, this technique has also been…

Machine Learning · Statistics 2019-02-28 Rui Shu , Hung H. Bui , Jay Whang , Stefano Ermon

Stochastic gradient descent (\textsc{Sgd}) methods are the most powerful optimization tools in training machine learning and deep learning models. Moreover, acceleration (a.k.a. momentum) methods and diagonal scaling (a.k.a. adaptive…

Machine Learning · Statistics 2018-10-02 Qi Deng , Yi Cheng , Guanghui Lan

Adaptive gradient methods such as RMSProp and Adam use exponential moving estimate of the squared gradient to compute adaptive step sizes, achieving better convergence than SGD in face of noisy objectives. However, Adam can have undesirable…

Machine Learning · Computer Science 2021-07-06 Chen Zhu , Yu Cheng , Zhe Gan , Furong Huang , Jingjing Liu , Tom Goldstein

We propose a stepsize adaptation scheme for stochastic gradient descent. It operates directly with the loss function and rescales the gradient in order to make fixed predicted progress on the loss. We demonstrate its capabilities by…

Machine Learning · Computer Science 2018-12-03 Michal Rolinek , Georg Martius

Low-Rank Adaptation (LoRA) is the prevailing approach for efficient large language model (LLM) fine-tuning. Building on this paradigm, recent studies have proposed alternative initialization strategies, architectural modifications, and…

Machine Learning · Computer Science 2026-05-20 Yu-Ang Lee , Ching-Yun Ko , Pin-Yu Chen , Mi-Yen Yeh
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