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We present a new class of preconditioned iterative methods for solving linear systems of the form $Ax = b$. Our methods are based on constructing a low-rank Nystr\"om approximation to $A$ using sparse random matrix sketching. This…

Data Structures and Algorithms · Computer Science 2025-04-14 Michał Dereziński , Christopher Musco , Jiaming Yang

Classifiers that are linear in their parameters, and trained by optimizing a convex loss function, have predictable behavior with respect to changes in the training data, initial conditions, and optimization. Such desirable properties are…

Machine Learning · Computer Science 2020-12-22 Alessandro Achille , Aditya Golatkar , Avinash Ravichandran , Marzia Polito , Stefano Soatto

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

To reduce the long training time of large deep neural network (DNN) models, distributed synchronous stochastic gradient descent (S-SGD) is commonly used on a cluster of workers. However, the speedup brought by multiple workers is limited by…

Machine Learning · Computer Science 2020-03-03 Shaohuai Shi , Zhenheng Tang , Qiang Wang , Kaiyong Zhao , Xiaowen Chu

Adam-type methods, the extension of adaptive gradient methods, have shown great performance in the training of both supervised and unsupervised machine learning models. In particular, Adam-type optimizers have been widely used empirically…

Machine Learning · Computer Science 2021-09-30 Zehao Dou , Yuanzhi Li

Alternating Direction Method of Multipliers (ADMM) has been used successfully in many conventional machine learning applications and is considered to be a useful alternative to Stochastic Gradient Descent (SGD) as a deep learning optimizer.…

Optimization and Control · Mathematics 2021-07-07 Junxiang Wang , Fuxun Yu , Xiang Chen , Liang Zhao

We study preconditioned gradient-based optimization methods where the preconditioning matrix has block-diagonal form. Such a structural constraint comes with the advantage that the update computation is block-separable and can be…

Machine Learning · Computer Science 2020-12-08 Celestine Mendler-Dünner , Aurelien Lucchi

We develop a novel method for training of GANs for unsupervised and class conditional generation of images, called Linear Discriminant GAN (LD-GAN). The discriminator of an LD-GAN is trained to maximize the linear separability between…

Machine Learning · Statistics 2017-07-26 Zhun Sun , Mete Ozay , Takayuki Okatani

Adaptive optimization methods are widely recognized as among the most popular approaches for training Deep Neural Networks (DNNs). Techniques such as Adam, AdaGrad, and AdaHessian utilize a preconditioner that modifies the search direction…

Machine Learning · Computer Science 2024-01-01 Farshed Abdukhakimov , Chulu Xiang , Dmitry Kamzolov , Robert Gower , Martin Takáč

Stochastic Gradient Descent (SGD) is one of the many iterative optimization methods that are widely used in solving machine learning problems. These methods display valuable properties and attract researchers and industrial machine learning…

Machine Learning · Computer Science 2023-10-04 Farshed Abdukhakimov , Chulu Xiang , Dmitry Kamzolov , Martin Takáč

Adaptive gradient methods have become popular in optimizing deep neural networks; recent examples include AdaGrad and Adam. Although Adam usually converges faster, variations of Adam, for instance, the AdaBelief algorithm, have been…

Machine Learning · Computer Science 2024-10-29 Kushal Chakrabarti , Nikhil Chopra

The recent advancement of foundation models (FMs) has brought about a paradigm shift, revolutionizing various sectors worldwide. The popular optimizers used to train these models are stochastic gradient descent-based algorithms, which face…

Machine Learning · Computer Science 2026-01-06 Shenglong Zhou , Ouya Wang , Ziyan Luo , Yongxu Zhu , Geoffrey Ye Li

Auto-encoding generative adversarial networks (GANs) combine the standard GAN algorithm, which discriminates between real and model-generated data, with a reconstruction loss given by an auto-encoder. Such models aim to prevent mode…

Machine Learning · Statistics 2017-10-24 Mihaela Rosca , Balaji Lakshminarayanan , David Warde-Farley , Shakir Mohamed

SGD and AdamW are the two most used optimizers for fine-tuning large neural networks in computer vision. When the two methods perform the same, SGD is preferable because it uses less memory (12 bytes/parameter with momentum and 8…

Computer Vision and Pattern Recognition · Computer Science 2023-10-11 Ananya Kumar , Ruoqi Shen , Sebastien Bubeck , Suriya Gunasekar

Adaptive gradient methods have shown excellent performances for solving many machine learning problems. Although multiple adaptive gradient methods were recently studied, they mainly focus on either empirical or theoretical aspects and also…

Optimization and Control · Mathematics 2022-05-13 Feihu Huang , Junyi Li , Heng Huang

Recently, Muon and related spectral optimizers have demonstrated strong empirical performance as scalable stochastic methods, often outperforming Adam. Yet their behaviour remains poorly understood. We analyze stochastic spectral…

Optimization and Control · Mathematics 2026-05-12 Elliot Paquette , Noah Marshall , Lucas Benigni , Guangyuan Wang , Atish Agarwala , Courtney Paquette

Many learning-based approaches have difficulty scaling to unseen data, as the generality of its learned prior is limited to the scale and variations of the training samples. This holds particularly true with 3D learning tasks, given the…

Computer Vision and Pattern Recognition · Computer Science 2020-12-15 Mingyue Yang , Yuxin Wen , Weikai Chen , Yongwei Chen , Kui Jia

Multilevel optimization has gained renewed interest in machine learning due to its promise in applications such as hyperparameter tuning and continual learning. However, existing methods struggle with the inherent difficulty of efficiently…

Machine Learning · Computer Science 2024-10-16 Yuntian Gu , Xuzheng Chen

Adam is the important optimization algorithm to guarantee efficiency and accuracy for training many important tasks such as BERT and ImageNet. However, Adam is generally not compatible with information (gradient) compression technology.…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-08-31 Hanlin Tang , Shaoduo Gan , Samyam Rajbhandari , Xiangru Lian , Ji Liu , Yuxiong He , Ce Zhang

This paper studies the performance of a recently proposed preconditioned stochastic gradient descent (PSGD) algorithm on recurrent neural network (RNN) training. PSGD adaptively estimates a preconditioner to accelerate gradient descent, and…

Machine Learning · Statistics 2016-12-09 Xi-Lin Li