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We consider the problem of minimizing a convex function over a closed convex set, with Projected Gradient Descent (PGD). We propose a fully parameter-free version of AdaGrad, which is adaptive to the distance between the initialization and…

Machine Learning · Statistics 2023-06-01 Evgenii Chzhen , Christophe Giraud , Gilles Stoltz

We introduce a perturbed preconditioned gradient descent (PPGD) method for the unconstrained minimization of a strongly convex objective $G$ with a locally Lipschitz continuous gradient. We assume that $G(v)=E(v)+F(v)$ and that the gradient…

Optimization and Control · Mathematics 2025-12-23 Jea-Hyun Park , Abner J. Salgado , Steven M. Wise

Guessing random additive noise decoding (GRAND) is a universal decoding paradigm that decodes by repeatedly testing error patterns until identifying a codeword, where the ordering of tests is generated by the received channel values. On one…

Information Theory · Computer Science 2025-07-14 Li Wan , Huarui Yin , Wenyi Zhang

We study adaptive methods for differentially private convex optimization, proposing and analyzing differentially private variants of a Stochastic Gradient Descent (SGD) algorithm with adaptive stepsizes, as well as the AdaGrad algorithm. We…

Machine Learning · Computer Science 2021-06-28 Hilal Asi , John Duchi , Alireza Fallah , Omid Javidbakht , Kunal Talwar

This paper presents a novel algorithm that leverages Stochastic Gradient Descent strategies in conjunction with Random Features to augment the scalability of Conic Particle Gradient Descent (CPGD) specifically tailored for solving sparse…

Optimization and Control · Mathematics 2025-09-05 Yohann De Castro , Sébastien Gadat , Clément Marteau

Many popular adaptive gradient methods such as Adam and RMSProp rely on an exponential moving average (EMA) to normalize their stepsizes. While the EMA makes these methods highly responsive to new gradient information, recent research has…

Machine Learning · Computer Science 2021-10-13 Brett Daley , Christopher Amato

A parametric class of trust-region algorithms for constrained nonconvex optimization is analyzed, where the objective function is never computed. By defining appropriate first-order stationarity criteria, we are able to extend the Adagrad…

Optimization and Control · Mathematics 2024-11-04 Serge Gratton , Sadok Jerad , Philippe L. Toint

Selecting an effective step-size is a fundamental challenge in first-order optimization, especially for problems with non-Euclidean geometries. This paper presents a novel adaptive step-size strategy for optimization algorithms that rely on…

Optimization and Control · Mathematics 2025-10-14 Abbas Khademi , Antonio Silveti-Falls

Gradient regularization, as described in \citet{barrett2021implicit}, is a highly effective technique for promoting flat minima during gradient descent. Empirical evidence suggests that this regularization technique can significantly…

Machine Learning · Statistics 2023-04-03 Xuran Meng , Yuan Cao , Difan Zou

The stochastic gradient descent (SGD) optimization algorithm plays a central role in a series of machine learning applications. The scientific literature provides a vast amount of upper error bounds for the SGD method. Much less attention…

Numerical Analysis · Mathematics 2020-10-05 Arnulf Jentzen , Philippe von Wurstemberger

Training deep neural networks is challenging. To accelerate training and enhance performance, we propose PadamP, a novel optimization algorithm. PadamP is derived by applying the adaptive estimation of the p-th power of the second-order…

Optimization and Control · Mathematics 2025-03-14 Yongqi Li , Xiaowei Zhang

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…

Machine Learning · Computer Science 2021-01-19 Zedong Tang , Fenlong Jiang , Junke Song , Maoguo Gong , Hao Li , Fan Yu , Zidong Wang , Min Wang

It is well-known that accelerated gradient first order methods possess optimal complexity estimates for the class of convex smooth minimization problems. In many practical situations, it makes sense to work with inexact gradients. However,…

Optimization and Control · Mathematics 2024-07-02 Ilya Kuruzov , Fedor Stonyakin

Transformers are difficult to optimize with stochastic gradient descent (SGD) and largely rely on adaptive optimizers such as Adam. Despite their empirical success, the reasons behind Adam's superior performance over SGD remain poorly…

Machine Learning · Computer Science 2026-02-19 Akiyoshi Tomihari , Issei Sato

Adaptive optimizers can reduce to normalized steepest descent (NSD) when only adapting to the current gradient, suggesting a close connection between the two algorithmic families. A key distinction between their analyses, however, lies in…

Machine Learning · Computer Science 2025-11-26 Shuo Xie , Tianhao Wang , Beining Wu , Zhiyuan Li

Optimization under heavy-tailed noise has become popular recently, since it better fits many modern machine learning tasks, as captured by empirical observations. Concretely, instead of a finite second moment on gradient noise, a bounded…

Optimization and Control · Mathematics 2026-05-19 Zijian Liu

The paradigm of Differentially Private SGD~(DP-SGD) can provide a theoretical guarantee for training data in both centralized and federated settings. However, the utility degradation caused by DP-SGD limits its wide application in…

Cryptography and Security · Computer Science 2025-04-15 Haichao Sha , Ruixuan Liu , Yixuan Liu , Hong Chen

The performance of gradient-based optimization methods, such as standard gradient descent (GD), greatly depends on the choice of learning rate. However, it can require a non-trivial amount of user tuning effort to select an appropriate…

Machine Learning · Computer Science 2025-10-14 Nikola Surjanovic , Alexandre Bouchard-Côté , Trevor Campbell

Learning-augmented algorithms have been attracting increasing interest, but have only recently been considered in the setting of explorable uncertainty where precise values of uncertain input elements can be obtained by a query and the goal…

Data Structures and Algorithms · Computer Science 2023-05-17 Thomas Erlebach , Murilo Santos de Lima , Nicole Megow , Jens Schlöter

Recent breakthroughs in preference alignment have significantly improved Large Language Models' ability to generate texts that align with human preferences and values. However, current alignment metrics typically emphasize the post-hoc…

Computation and Language · Computer Science 2024-10-15 Mingye Zhu , Yi Liu , Quan Wang , Junbo Guo , Zhendong Mao