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We propose a stochastic optimization method for minimizing loss functions, expressed as an expected value, that adaptively controls the batch size used in the computation of gradient approximations and the step size used to move along such…

Machine Learning · Computer Science 2020-03-04 Achraf Bahamou , Donald Goldfarb

In this paper, a general stochastic optimization procedure is studied, unifying several variants of the stochastic gradient descent such as, among others, the stochastic heavy ball method, the Stochastic Nesterov Accelerated Gradient…

Optimization and Control · Mathematics 2021-07-13 A. Barakat , P. Bianchi , W. Hachem , Sh. Schechtman

NLP research has explored different neural model architectures and sizes, datasets, training objectives, and transfer learning techniques. However, the choice of optimizer during training has not been explored as extensively. Typically,…

Computation and Language · Computer Science 2024-02-13 Nefeli Gkouti , Prodromos Malakasiotis , Stavros Toumpis , Ion Androutsopoulos

Incorporating second order curvature information in gradient based methods have shown to improve convergence drastically despite its computational intensity. In this paper, we propose a stochastic (online) quasi-Newton method with…

Machine Learning · Computer Science 2020-10-16 S. Indrapriyadarsini , Shahrzad Mahboubi , Hiroshi Ninomiya , Hideki Asai

Convolutional neural networks (CNNs) have shown very appealing performance for many computer vision applications. The training of CNNs is generally performed using stochastic gradient descent (SGD) based optimization techniques. The…

Computer Vision and Pattern Recognition · Computer Science 2022-07-20 Sumanth Sadu , Shiv Ram Dubey , SR Sreeja

Stochastic optimization is a vital field in the realm of mathematical optimization, finding applications in diverse areas ranging from operations research to machine learning. In this paper, we introduce a novel first-order optimization…

Optimization and Control · Mathematics 2024-09-17 Vladimir Solodkin , Savelii Chezhegov , Ruslan Nazikov , Aleksandr Beznosikov , Alexander Gasnikov

The extrapolation strategy raised by Nesterov, which can accelerate the convergence rate of gradient descent methods by orders of magnitude when dealing with smooth convex objective, has led to tremendous success in training machine…

Machine Learning · Computer Science 2020-06-18 W. Tao , Z. Pan , G. Wu , Q. Tao

Randomized-subspace methods reduce the cost of first-order optimization by using only low-dimensional projected-gradient information, a feature that is attractive in forward-mode automatic differentiation and communication-limited settings.…

Optimization and Control · Mathematics 2026-05-04 Gaku Omiya , Pierre-Louis Poirion , Akiko Takeda

Machine learning and deep learning are widely researched fields that provide solutions to many modern problems. Due to the complexity of new problems related to the size of datasets, efficient approaches are obligatory. In optimization…

Optimization and Control · Mathematics 2025-10-01 Stepan Trifonov , Leonid Levin , Savelii Chezhegov , Aleksandr Beznosikov

Stochastic gradient descent (SGD) is a standard optimization method to minimize a training error with respect to network parameters in modern neural network learning. However, it typically suffers from proliferation of saddle points in the…

Machine Learning · Computer Science 2017-11-23 Haiping Huang , Taro Toyoizumi

The paper presents the formulation, implementation, and evaluation of the ArcGD optimiser. The evaluation is conducted initially on a non-convex benchmark function and subsequently on a real-world ML dataset. The initial comparative study…

Machine Learning · Computer Science 2026-03-25 Nikhil Verma , Joonas Linnosmaa , Leonardo Espinosa-Leal , Napat Vajragupta

We present a generalization of Nesterov's accelerated gradient descent algorithm. Our algorithm (AGNES) provably achieves acceleration for smooth convex and strongly convex minimization tasks with noisy gradient estimates if the noise…

Machine Learning · Statistics 2024-11-04 Kanan Gupta , Jonathan W. Siegel , Stephan Wojtowytsch

We propose a framework to use Nesterov's accelerated method for constrained convex optimization problems. Our approach consists of first reformulating the original problem as an unconstrained optimization problem using a continuously…

Optimization and Control · Mathematics 2021-03-12 Priyank Srivastava , Jorge Cortes

Deep neural networks (DNNs) are vulnerable to adversarial noises. Adversarial training is a general and effective strategy to improve DNN robustness (i.e., accuracy on noisy data) against adversarial noises. However, DNN models trained by…

Computer Vision and Pattern Recognition · Computer Science 2023-02-13 Linhai Ma , Liang Liang

Within the current sphere of deep learning research, despite the extensive application of optimization algorithms such as Stochastic Gradient Descent (SGD) and Adaptive Moment Estimation (Adam), there remains a pronounced inadequacy in…

Machine Learning · Computer Science 2025-10-30 Zhifeng Wang , Longlong Li , Chunyan Zeng

Empirically, it has been observed that adding momentum to Stochastic Gradient Descent (SGD) accelerates the convergence of the algorithm. However, the literature has been rather pessimistic, even in the case of convex functions, about the…

Optimization and Control · Mathematics 2025-01-27 Julien Hermant , Marien Renaud , Jean-François Aujol , Charles Dossal , Aude Rondepierre

Maximum marginal likelihood estimation (MMLE) can be formulated as the optimization of a free energy functional. From this viewpoint, the Expectation-Maximisation (EM) algorithm admits a natural interpretation as a coordinate descent method…

Machine Learning · Statistics 2026-03-10 Adam Rozzio , Rafael Athanasiades , O. Deniz Akyildiz

We propose AdaNAG, an adaptive accelerated gradient method based on Nesterov's accelerated gradient method. AdaNAG is line-search-free, parameter-free, and achieves the accelerated convergence rates $f(x_k) - f_\star =…

Optimization and Control · Mathematics 2025-05-20 Jaewook J. Suh , Shiqian Ma

The proximal point method (PPM) is a fundamental method in optimization that is often used as a building block for designing optimization algorithms. In this work, we use the PPM method to provide conceptually simple derivations along with…

Optimization and Control · Mathematics 2022-06-03 Kwangjun Ahn , Suvrit Sra

One of the key differences between the learning mechanism of humans and Artificial Neural Networks (ANNs) is the ability of humans to learn one task at a time. ANNs, on the other hand, can only learn multiple tasks simultaneously. Any…

Machine Learning · Computer Science 2019-03-26 Khurram Javed , Faisal Shafait