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Zeroth-order optimization addresses problems where gradient information is inaccessible or impractical to compute. While most existing methods rely on first-order approximations, incorporating second-order (curvature) information can, in…

Machine Learning · Computer Science 2025-07-09 Dongyoon Kim , Sungjae Lee , Wonjin Lee , Kwang In Kim

We introduce ADAHESSIAN, a second order stochastic optimization algorithm which dynamically incorporates the curvature of the loss function via ADAptive estimates of the HESSIAN. Second order algorithms are among the most powerful…

Machine Learning · Computer Science 2021-04-30 Zhewei Yao , Amir Gholami , Sheng Shen , Mustafa Mustafa , Kurt Keutzer , Michael W. Mahoney

An algorithm is proposed for solving optimization problems arising in neural network training for supervised learning. The unique feature of the algorithm is the use of an auxiliary loss, in addition to the original loss employed for model…

Optimization and Control · Mathematics 2026-05-11 Yunlang Zhu , Lingjun Guo , Zahra Khatti , Xiaoyi Qu , Chia-Yuan Wu , Lara Zebiane , Frank E. Curtis

Second-order methods are provably faster than first-order methods, and their efficient implementations for large-scale optimization problems have attracted significant attention. Yet, optimization problems in ML often have nonsmooth…

Optimization and Control · Mathematics 2026-02-10 Amal Alphonse , Pavel Dvurechensky , Clemens Sirotenko

We analyze Newton's method with lazy Hessian updates for solving general possibly non-convex optimization problems. We propose to reuse a previously seen Hessian for several iterations while computing new gradients at each step of the…

Optimization and Control · Mathematics 2023-06-16 Nikita Doikov , El Mahdi Chayti , Martin Jaggi

Zeroth-order methods are extensively used in machine learning applications where gradients are infeasible or expensive to compute, such as black-box attacks, reinforcement learning, and language model fine-tuning. Existing optimization…

Machine Learning · Computer Science 2025-11-12 Liang Zhang , Bingcong Li , Kiran Koshy Thekumparampil , Sewoong Oh , Michael Muehlebach , Niao He

Second-order optimization uses curvature information about the objective function, which can help in faster convergence. However, such methods typically require expensive computation of the Hessian matrix, preventing their usage in a…

Machine Learning · Computer Science 2022-11-03 Mohamed Elsayed , A. Rupam Mahmood

Finite-sum optimization problems are ubiquitous in machine learning, and are commonly solved using first-order methods which rely on gradient computations. Recently, there has been growing interest in \emph{second-order} methods, which rely…

Optimization and Control · Mathematics 2017-03-09 Yossi Arjevani , Ohad Shamir

Due to the effectiveness of second-order algorithms in solving classical optimization problems, designing second-order optimizers to train deep neural networks (DNNs) has attracted much research interest in recent years. However, because of…

Machine Learning · Computer Science 2024-03-06 Ying Sun , Hongwei Yong , Lei Zhang

Sharpness-Aware Minimization (SAM) is an optimization technique designed to improve generalization by favoring flatter loss minima. To achieve this, SAM optimizes a modified objective that penalizes sharpness, using computationally…

Machine Learning · Computer Science 2024-11-05 Nalin Tiwary , Siddarth Aananth

We present a new accelerated stochastic second-order method that is robust to both gradient and Hessian inexactness, which occurs typically in machine learning. We establish theoretical lower bounds and prove that our algorithm achieves…

Optimization and Control · Mathematics 2024-05-28 Artem Agafonov , Dmitry Kamzolov , Alexander Gasnikov , Ali Kavis , Kimon Antonakopoulos , Volkan Cevher , Martin Takáč

Heavy-tailed noise is pervasive in modern machine learning applications, arising from data heterogeneity, outliers, and non-stationary stochastic environments. While second-order methods can significantly accelerate convergence in…

Optimization and Control · Mathematics 2025-10-14 Abdurakhmon Sadiev , Peter Richtárik , Ilyas Fatkhullin

Second-order optimization algorithms exhibit excellent convergence properties for training deep learning models, but often incur significant computation and memory overheads. This can result in lower training efficiency than the first-order…

Machine Learning · Computer Science 2023-08-07 Lin Zhang , Shaohuai Shi , Bo Li

Optimization plays a key role in machine learning. Recently, stochastic second-order methods have attracted much attention due to their low computational cost in each iteration. However, these algorithms might perform poorly especially if…

Machine Learning · Computer Science 2017-10-25 Haishan Ye , Zhihua Zhang

Second-order Latent Factor (SLF) model, a class of low-rank representation learning methods, has proven effective at extracting node-to-node interaction patterns from High-dimensional and Incomplete (HDI) data. However, its optimization is…

Machine Learning · Computer Science 2025-12-19 Jialiang Wang , Xueyan Bao , Hao Wu

Second-order optimization methods offer notable advantages in training deep neural networks by utilizing curvature information to achieve faster convergence. However, traditional second-order techniques are computationally prohibitive,…

Machine Learning · Computer Science 2024-10-04 James Vo

Optimization in Deep Learning is mainly dominated by first-order methods which are built around the central concept of backpropagation. Second-order optimization methods, which take into account the second-order derivatives are far less…

Machine Learning · Computer Science 2021-04-09 Fares B. Mehouachi , Chaouki Kasmi

Sharpness-Aware Minimization (SAM) is a highly effective regularization technique for improving the generalization of deep neural networks for various settings. However, the underlying working of SAM remains elusive because of various…

Machine Learning · Computer Science 2023-01-06 Kaiyue Wen , Tengyu Ma , Zhiyuan Li

In this work, we develop new optimization algorithms that use approximate second-order information combined with the gradient regularization technique to achieve fast global convergence rates for both convex and non-convex objectives. The…

Optimization and Control · Mathematics 2025-06-17 Andrei Semenov , Martin Jaggi , Nikita Doikov

Zeroth-order optimization is an important research topic in machine learning. In recent years, it has become a key tool in black-box adversarial attack to neural network based image classifiers. However, existing zeroth-order optimization…

Machine Learning · Computer Science 2019-03-21 Haishan Ye , Zhichao Huang , Cong Fang , Chris Junchi Li , Tong Zhang
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