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Convex quadratic programs (QPs) constitute a fundamental computational primitive across diverse domains including financial optimization, control systems, and machine learning. The alternating direction method of multipliers (ADMM) has…

Optimization and Control · Mathematics 2025-05-15 Xi Gao , Jinxin Xiong , Linxin Yang , Akang Wang , Weiwei Xu , Jiang Xue

In this paper, we design and analyze a new family of adaptive subgradient methods for solving an important class of weakly convex (possibly nonsmooth) stochastic optimization problems. Adaptive methods that use exponential moving averages…

Optimization and Control · Mathematics 2020-05-26 Parvin Nazari , Davoud Ataee Tarzanagh , George Michailidis

Federated learning has emerged in the last decade as a distributed optimization paradigm due to the rapidly increasing number of portable devices able to support the heavy computational needs related to the training of machine learning…

Machine Learning · Computer Science 2024-10-10 Emanuel Buttaci , Giuseppe Carlo Calafiore

Following the introduction of Adam, several novel adaptive optimizers for deep learning have been proposed. These optimizers typically excel in some tasks but may not outperform Adam uniformly across all tasks. In this work, we introduce…

Machine Learning · Computer Science 2024-06-18 Kaan Ozkara , Can Karakus , Parameswaran Raman , Mingyi Hong , Shoham Sabach , Branislav Kveton , Volkan Cevher

First-order methods with momentum such as Nesterov's fast gradient method are very useful for convex optimization problems, but can exhibit undesirable oscillations yielding slow convergence rates for some applications. An adaptive…

Optimization and Control · Mathematics 2019-06-14 Donghwan Kim , Jeffrey A. Fessler

Deep neural network learning can be formulated as a non-convex optimization problem. Existing optimization algorithms, e.g., Adam, can learn the models fast, but may get stuck in local optima easily. In this paper, we introduce a novel…

Machine Learning · Computer Science 2019-03-12 Jiawei Zhang , Fisher B. Gouza

In recent years, deep learning has achieved remarkable success in various fields such as image recognition, natural language processing, and speech recognition. The effectiveness of deep learning largely depends on the optimization methods…

Machine Learning · Computer Science 2023-04-25 David Shulman

Adaptive Moment Estimation (Adam), which combines Adaptive Learning Rate and Momentum, would be the most popular stochastic optimizer for accelerating the training of deep neural networks. However, it is empirically known that Adam often…

Machine Learning · Computer Science 2022-06-15 Zeke Xie , Xinrui Wang , Huishuai Zhang , Issei Sato , Masashi Sugiyama

This paper proposes SMADMM, a single-loop Stochastic Momentum Alternating Direction Method of Multipliers for solving a class of nonconvex and nonsmooth composite optimization problems. SMADMM achieves the optimal oracle complexity of…

Optimization and Control · Mathematics 2025-04-22 Kangkang Deng , Shuchang Zhang , Boyu Wang , Jiachen Jin , Juan Zhou , Hongxia Wang

Distributed machine learning has recently become a critical paradigm for training large models on vast datasets. We examine the stochastic optimization problem for deep learning within synchronous parallel computing environments under…

Machine Learning · Computer Science 2024-11-07 Yoni Choukroun , Shlomi Azoulay , Pavel Kisilev

Federated learning allows loads of edge computing devices to collaboratively learn a global model without data sharing. The analysis with partial device participation under non-IID and unbalanced data reflects more reality. In this work, we…

Machine Learning · Computer Science 2020-12-23 Qianqian Tong , Guannan Liang , Jinbo Bi

Adaptive stochastic gradient methods such as AdaGrad have gained popularity in particular for training deep neural networks. The most commonly used and studied variant maintains a diagonal matrix approximation to second order information by…

Decentralized stochastic optimization has emerged as a fundamental paradigm for large-scale machine learning. However, practical implementations often rely on biased gradient estimators arising from communication compression or inexact…

Optimization and Control · Mathematics 2026-04-10 Qing Xu , Yiwei Liao , Wenqi Fan , Xingxing You , Songyi Dian

The stochastic gradient descent (SGD) optimizers are generally used to train the convolutional neural networks (CNNs). In recent years, several adaptive momentum based SGD optimizers have been introduced, such as Adam, diffGrad, Radam and…

Computer Vision and Pattern Recognition · Computer Science 2022-10-14 Shiv Ram Dubey , Satish Kumar Singh , Bidyut Baran Chaudhuri

First order optimization algorithms play a major role in large scale machine learning. A new class of methods, called adaptive algorithms, were recently introduced to adjust iteratively the learning rate for each coordinate. Despite great…

Machine Learning · Computer Science 2019-10-01 André Belotto da Silva , Maxime Gazeau

In the training of large language models, momentum is widely used and often demonstrated to achieve significant acceleration. However, storing momentum typically presents memory challenges. In this paper, we propose AdaPM, an adaptive…

Machine Learning · Computer Science 2025-10-13 Yimu Zhang , Yuanshi Liu , Cong Fang

The adaptive moment estimation (Adam) optimizer proposed by Kingma & Ba (2014) is presumably the most popular stochastic gradient descent (SGD) optimization method for the training of deep neural networks (DNNs) in artificial intelligence…

Machine Learning · Computer Science 2026-03-20 Steffen Dereich , Thang Do , Arnulf Jentzen

Adaptive learning rate algorithms such as RMSProp are widely used for training deep neural networks. RMSProp offers efficient training since it uses first order gradients to approximate Hessian-based preconditioning. However, since the…

Machine Learning · Computer Science 2017-09-29 Yasutoshi Ida , Yasuhiro Fujiwara , Sotetsu Iwamura

Normalization techniques are a boon for modern deep learning. They let weights converge more quickly with often better generalization performances. It has been argued that the normalization-induced scale invariance among the weights…

Machine Learning · Computer Science 2021-01-19 Byeongho Heo , Sanghyuk Chun , Seong Joon Oh , Dongyoon Han , Sangdoo Yun , Gyuwan Kim , Youngjung Uh , Jung-Woo Ha

Most optimizers including stochastic gradient descent (SGD) and its adaptive gradient derivatives face the same problem where an effective learning rate during the training is vastly different. A learning rate scheduling, mostly tuned by…

Machine Learning · Computer Science 2019-12-30 Konpat Preechakul , Boonserm Kijsirikul
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