Related papers: AlphaGrad: Non-Linear Gradient Normalization Optim…
Existing analysis of AdaGrad and other adaptive methods for smooth convex optimization is typically for functions with bounded domain diameter. In unconstrained problems, previous works guarantee an asymptotic convergence rate without an…
In this paper, we present a comprehensive study on the convergence properties of Adam-family methods for nonsmooth optimization, especially in the training of nonsmooth neural networks. We introduce a novel two-timescale framework that…
Adam-type optimizers, as a class of adaptive moment estimation methods with the exponential moving average scheme, have been successfully used in many applications of deep learning. Such methods are appealing due to the capability on…
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…
We provide a simple proof of convergence covering both the Adam and Adagrad adaptive optimization algorithms when applied to smooth (possibly non-convex) objective functions with bounded gradients. We show that in expectation, the squared…
Stochastic optimization plays a crucial role in the advancement of deep learning technologies. Over the decades, significant effort has been dedicated to improving the training efficiency and robustness of deep neural networks, via various…
Adaptive gradient methods (AGMs) have become popular in optimizing the nonconvex problems in deep learning area. We revisit AGMs and identify that the adaptive learning rate (A-LR) used by AGMs varies significantly across the dimensions of…
The impressive performance of large language models (LLMs) arises from their massive scale and heterogeneous module composition. However, this structural heterogeneity introduces additional optimization challenges. While adaptive optimizers…
We present Amos, a stochastic gradient-based optimizer designed for training deep neural networks. It can be viewed as an Adam optimizer with theoretically supported, adaptive learning-rate decay and weight decay. A key insight behind Amos…
Adam is the default algorithm for training neural networks, including large language models (LLMs). However, \citet{reddi2019convergence} provided an example that Adam diverges, raising concerns for its deployment in AI model training. We…
Optimal selection of optimization algorithms is crucial for training deep learning models. The Adam optimizer has gained significant attention due to its efficiency and wide applicability. However, to enhance the adaptability of optimizers…
We provide a new adaptive method for online convex optimization, MetaGrad, that is robust to general convex losses but achieves faster rates for a broad class of special functions, including exp-concave and strongly convex functions, but…
We introduce a novel algorithm for gradient-based optimization of stochastic objective functions. The method may be seen as a variant of SGD with momentum equipped with an adaptive learning rate automatically adjusted by an 'energy'…
The best performing Binary Neural Networks (BNNs) are usually attained using Adam optimization and its multi-step training variants. However, to the best of our knowledge, few studies explore the fundamental reasons why Adam is superior to…
Power system optimization problems which include the nonlinear AC power flow equations require powerful and robust numerical solution algorithms. Within this sub-field of nonlinear optimization, interior point methods have come to dominate…
We implement the adaptive step size scheme from the optimization methods AdaGrad and Adam in a novel variant of the Proximal Gradient Method (PGM). Our algorithm, dubbed AdaProx, avoids the need for explicit computation of the Lipschitz…
Convergence and convergence rate analyses of adaptive methods, such as Adaptive Moment Estimation (Adam) and its variants, have been widely studied for nonconvex optimization. The analyses are based on assumptions that the expected or…
In this paper, we propose a new, simplified high probability analysis of AdaGrad for smooth, non-convex problems. More specifically, we focus on a particular accelerated gradient (AGD) template (Lan, 2020), through which we recover the…
Optimizers that further adjust the scale of gradient, such as Adam, Natural Gradient (NG), etc., despite widely concerned and used by the community, are often found poor generalization performance, compared with Stochastic Gradient Descent…
Adaptive learning rate methods have been successfully applied in many fields, especially in training deep neural networks. Recent results have shown that adaptive methods with exponential increasing weights on squared past gradients (i.e.,…