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We consider a class of stochastic smooth convex optimization problems under rather general assumptions on the noise in the stochastic gradient observation. As opposed to the classical problem setting in which the variance of noise is…

Optimization and Control · Mathematics 2024-08-23 Sasila Ilandarideva , Anatoli Juditsky , Guanghui Lan , Tianjiao Li

Optimizer is an essential component for the success of deep learning, which guides the neural network to update the parameters according to the loss on the training set. SGD and Adam are two classical and effective optimizers on which…

Machine Learning · Computer Science 2023-07-04 Yineng Chen , Zuchao Li , Lefei Zhang , Bo Du , Hai Zhao

It is known that the standard stochastic gradient descent (SGD) optimization method, as well as accelerated and adaptive SGD optimization methods such as the Adam optimizer fail to converge if the learning rates do not converge to zero (as,…

Optimization and Control · Mathematics 2024-06-21 Steffen Dereich , Arnulf Jentzen , Adrian Riekert

The success of the Adam optimizer on a wide array of architectures has made it the default in settings where stochastic gradient descent (SGD) performs poorly. However, our theoretical understanding of this discrepancy is lagging,…

Machine Learning · Computer Science 2023-04-28 Frederik Kunstner , Jacques Chen , Jonathan Wilder Lavington , Mark Schmidt

Commonly used optimization algorithms often show a trade-off between good generalization and fast training times. For instance, stochastic gradient descent (SGD) tends to have good generalization; however, adaptive gradient methods have…

Machine Learning · Computer Science 2023-06-14 Aditya Cowsik , Tankut Can , Paolo Glorioso

It is well-known that stochastic gradient noise (SGN) acts as implicit regularization for deep learning and is essentially important for both optimization and generalization of deep networks. Some works attempted to artificially simulate…

Machine Learning · Computer Science 2022-08-31 Zeke Xie , Li Yuan , Zhanxing Zhu , Masashi Sugiyama

In Deep Learning, Stochastic Gradient Descent (SGD) is usually selected as a training method because of its efficiency; however, recently, a problem in SGD gains research interest: sharp minima in Deep Neural Networks (DNNs) have poor…

Machine Learning · Computer Science 2018-12-04 Wei Wen , Yandan Wang , Feng Yan , Cong Xu , Chunpeng Wu , Yiran Chen , Hai Li

Since the 21st century, artificial intelligence has been leading a new round of industrial revolution. Under the training framework, the optimization algorithm aims to stably converge high-dimensional optimization to local and even global…

Machine Learning · Computer Science 2025-12-02 Meng Zhu , Quan Xiao , Weidong Min

Modern machine learning is trained by stochastic gradient descent (SGD), whose performance critically depends on how the learning rate (LR) is adjusted and decreased over time. Yet existing LR regimes may be intricate, or need to tune one…

Machine Learning · Computer Science 2025-08-20 Zhuang Yang

Adaptive gradient methods, which adopt historical gradient information to automatically adjust the learning rate, despite the nice property of fast convergence, have been observed to generalize worse than stochastic gradient descent (SGD)…

Machine Learning · Computer Science 2020-06-24 Jinghui Chen , Dongruo Zhou , Yiqi Tang , Ziyan Yang , Yuan Cao , Quanquan Gu

Stochastic gradient descent (SGD), which dates back to the 1950s, is one of the most popular and effective approaches for performing stochastic optimization. Research on SGD resurged recently in machine learning for optimizing convex loss…

Machine Learning · Computer Science 2019-12-24 Jie Chen , Ronny Luss

When using large-batch training to speed up stochastic gradient descent, learning rates must adapt to new batch sizes in order to maximize speed-ups and preserve model quality. Re-tuning learning rates is resource intensive, while fixed…

Machine Learning · Computer Science 2020-07-13 Tyler B. Johnson , Pulkit Agrawal , Haijie Gu , Carlos Guestrin

Through theoretical and experimental validation, unlike all existing adaptive methods like Adam which penalize frequently-changing parameters and are only applicable to sparse gradients, we propose the simplest SGD enhanced method,…

Machine Learning · Computer Science 2023-10-04 Gongyue Zhang , Dinghuang Zhang , Shuwen Zhao , Donghan Liu , Carrie M. Toptan , Honghai Liu

Stochastic gradient descent (SGD) now acts as a fundamental part of optimization in current machine learning. Meanwhile, deep learning architectures have shown outstanding performance in a wide range of fields, such as natural language…

Machine Learning · Computer Science 2026-01-27 Zhao Song , Song Yue

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

Lowering the memory requirement in full-parameter training on large models has become a hot research area. MeZO fine-tunes the large language models (LLMs) by just forward passes in a zeroth-order SGD optimizer (ZO-SGD), demonstrating…

Machine Learning · Computer Science 2023-12-27 Shuoran Jiang , Qingcai Chen , Youchen Pan , Yang Xiang , Yukang Lin , Xiangping Wu , Chuanyi Liu , Xiaobao Song

Training deep neural network is a high dimensional and a highly non-convex optimization problem. Stochastic gradient descent (SGD) algorithm and it's variations are the current state-of-the-art solvers for this task. However, due to…

Machine Learning · Computer Science 2017-01-17 Xi He , Dheevatsa Mudigere , Mikhail Smelyanskiy , Martin Takáč

Stochastic gradient descent (SGD) and adaptive gradient methods, such as Adam and RMSProp, have been widely used in training deep neural networks. We empirically show that while the difference between the standard generalization performance…

Machine Learning · Computer Science 2023-11-30 Avery Ma , Yangchen Pan , Amir-massoud Farahmand

The article discusses distributed gradient-descent algorithms for computing local and global minima in nonconvex optimization. For local optimization, we focus on distributed stochastic gradient descent (D-SGD)--a simple network-based…

Optimization and Control · Mathematics 2020-09-17 Brian Swenson , Soummya Kar , H. Vincent Poor , José M. F. Moura , Aaron Jaech

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
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