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Despite the vast empirical evidence supporting the efficacy of adaptive optimization methods in deep learning, their theoretical understanding is far from complete. This work introduces novel SDEs for commonly used adaptive optimizers:…

Machine Learning · Computer Science 2025-03-12 Enea Monzio Compagnoni , Tianlin Liu , Rustem Islamov , Frank Norbert Proske , Antonio Orvieto , Aurelien Lucchi

Stochastic gradient algorithms are the main focus of large-scale optimization problems and led to important successes in the recent advancement of the deep learning algorithms. The convergence of SGD depends on the careful choice of…

Machine Learning · Computer Science 2017-03-03 Caglar Gulcehre , Jose Sotelo , Marcin Moczulski , Yoshua Bengio

Empirically, it has been observed that adding momentum to Stochastic Gradient Descent (SGD) accelerates the convergence of the algorithm. However, the literature has been rather pessimistic, even in the case of convex functions, about the…

Optimization and Control · Mathematics 2025-01-27 Julien Hermant , Marien Renaud , Jean-François Aujol , Charles Dossal , Aude Rondepierre

Gradient descent (GD) based optimization methods are these days the standard tools to train deep neural networks in artificial intelligence systems. In optimization procedures in deep learning the employed optimizer is often not the…

Optimization and Control · Mathematics 2025-09-24 Steffen Dereich , Robin Graeber , Arnulf Jentzen , Adrian Riekert

With the fast development of deep learning, it has become common to learn big neural networks using massive training data. Asynchronous Stochastic Gradient Descent (ASGD) is widely adopted to fulfill this task for its efficiency, which is,…

Machine Learning · Computer Science 2020-02-19 Shuxin Zheng , Qi Meng , Taifeng Wang , Wei Chen , Nenghai Yu , Zhi-Ming Ma , Tie-Yan Liu

The stochastic gradient descent (SGD) method is most widely used for deep neural network (DNN) training. However, the method does not always converge to a flat minimum of the loss surface that can demonstrate high generalization capability.…

Machine Learning · Computer Science 2020-09-08 Wonyong Sung , Iksoo Choi , Jinhwan Park , Seokhyun Choi , Sungho Shin

We consider large scale distributed optimization over a set of edge devices connected to a central server, where the limited communication bandwidth between the server and edge devices imposes a significant bottleneck for the optimization…

Optimization and Control · Mathematics 2021-12-28 Yujie Tang , Vikram Ramanathan , Junshan Zhang , Na Li

Gradient descent algorithm is the most utilized method when optimizing machine learning issues. However, there exists many local minimums and saddle points in the loss function, especially for high dimensional non-convex optimization…

Machine Learning · Computer Science 2021-07-19 Zhicheng Cai

A popular approach to minimize a finite-sum of convex functions is stochastic gradient descent (SGD) and its variants. Fundamental research questions associated with SGD include: (i) To find a lower bound on the number of times that the…

Optimization and Control · Mathematics 2022-08-16 Nuozhou Wang , Shuzhong Zhang

While popular optimization methods such as SGD, AdamW, and Lion depend on steepest descent updates in either $\ell_2$ or $\ell_\infty$ norms, there remains a critical gap in handling the non-Euclidean structure observed in modern deep…

Machine Learning · Computer Science 2025-06-11 Xinyu Luo , Cedar Site Bai , Bolian Li , Petros Drineas , Ruqi Zhang , Brian Bullins

While momentum-based methods, in conjunction with stochastic gradient descent (SGD), are widely used when training machine learning models, there is little theoretical understanding on the generalization error of such methods. In this work,…

Machine Learning · Computer Science 2021-09-27 Ali Ramezani-Kebrya , Ashish Khisti , Ben Liang

The momentum acceleration technique is widely adopted in many optimization algorithms. However, there is no theoretical answer on how the momentum affects the generalization performance of the optimization algorithms. This paper studies…

Machine Learning · Computer Science 2022-05-30 Bohan Wang , Qi Meng , Huishuai Zhang , Ruoyu Sun , Wei Chen , Zhi-Ming Ma , Tie-Yan Liu

Adaptive optimizers such as Adam (Kingma & Ba, 2015) have been central to the success of large language models. However, they often require to maintain optimizer states throughout training, which can result in memory requirements several…

Machine Learning · Computer Science 2025-02-24 Chao Ma , Wenbo Gong , Meyer Scetbon , Edward Meeds

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

Accelerated gradient-based methods are being extensively used for solving non-convex machine learning problems, especially when the data points are abundant or the available data is distributed across several agents. Two of the prominent…

Machine Learning · Computer Science 2021-10-04 Kushal Chakrabarti , Nikhil Chopra

Training large language models (LLMs) relies on adaptive optimizers such as Adam, which introduce extra operations and require significantly more memory to maintain first- and second-order moments than SGD. While recent works such as…

Machine Learning · Computer Science 2026-05-22 Athanasios Glentis , Jiaxiang Li , Andi Han , Mingyi Hong

Distributed-memory implementations of numerical optimization algorithm, such as stochastic gradient descent (SGD), require interprocessor communication at every iteration of the algorithm. On modern distributed-memory clusters where…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-01-14 Aditya Devarakonda , Ramakrishnan Kannan

The performance of fully synchronized distributed systems has faced a bottleneck due to the big data trend, under which asynchronous distributed systems are becoming a major popularity due to their powerful scalability. In this paper, we…

Machine Learning · Statistics 2019-10-01 Jayanth Regatti , Gaurav Tendolkar , Yi Zhou , Abhishek Gupta , Yingbin Liang

Averaging techniques such as Ruppert--Polyak averaging and exponential movering averaging (EMA) are powerful approaches to accelerate optimization procedures of stochastic gradient descent (SGD) optimization methods such as the popular ADAM…

Optimization and Control · Mathematics 2025-05-29 Arnulf Jentzen , Julian Kranz , Adrian Riekert

In this paper, we propose and analyze SQuARM-SGD, a communication-efficient algorithm for decentralized training of large-scale machine learning models over a network. In SQuARM-SGD, each node performs a fixed number of local SGD steps…

Machine Learning · Computer Science 2021-10-12 Navjot Singh , Deepesh Data , Jemin George , Suhas Diggavi
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