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Training deep neural networks is a challenging task. In order to speed up training and enhance the performance of deep neural networks, we rectify the vanilla conjugate gradient as conjugate-gradient-like and incorporate it into the generic…

Machine Learning · Computer Science 2025-01-09 Jiawu Tian , Liwei Xu , Xiaowei Zhang , Yongqi Li

Balancing convergence speed, generalization capability, and computational efficiency remains a core challenge in deep learning optimization. First-order gradient descent methods, epitomized by stochastic gradient descent (SGD) and Adam,…

There are several applications of stochastic optimization where one can benefit from a robust estimate of the gradient. For example, domains such as distributed learning with corrupted nodes, the presence of large outliers in the training…

Machine Learning · Statistics 2025-10-30 Fabian Schaipp , Guillaume Garrigos , Umut Simsekli , Robert Gower

Diagonal preconditioners are computationally feasible approximate to second-order optimizers, which have shown significant promise in accelerating training of deep learning models. Two predominant approaches are based on Adam and…

Machine Learning · Computer Science 2025-10-16 Bingbin Liu , Rachit Bansal , Depen Morwani , Nikhil Vyas , David Alvarez-Melis , Sham M. Kakade

The remarkable practical success of deep learning has revealed some major surprises from a theoretical perspective. In particular, simple gradient methods easily find near-optimal solutions to non-convex optimization problems, and despite…

Statistics Theory · Mathematics 2021-03-17 Peter L. Bartlett , Andrea Montanari , Alexander Rakhlin

In modern data science problems, techniques for extracting value from big data require performing large-scale optimization over heterogenous, irregularly structured data. Much of this data is best represented as multi-relational graphs,…

Artificial Intelligence · Computer Science 2014-06-10 Hui Miao , Xiangyang Liu , Bert Huang , Lise Getoor

Leveraging deep learning models for Anomaly Detection (AD) has seen widespread use in recent years due to superior performances over traditional methods. Recent deep methods for anomalies in images learn better features of normality in an…

Computation and Language · Computer Science 2021-04-13 Andrei Manolache , Florin Brad , Elena Burceanu

Traditional analyses in non-convex optimization typically rely on the smoothness assumption, namely requiring the gradients to be Lipschitz. However, recent evidence shows that this smoothness condition does not capture the properties of…

Machine Learning · Computer Science 2022-08-25 Michael Crawshaw , Mingrui Liu , Francesco Orabona , Wei Zhang , Zhenxun Zhuang

Sign-based optimization methods have become popular in machine learning due to their favorable communication cost in distributed optimization and their surprisingly good performance in neural network training. Furthermore, they are closely…

Machine Learning · Computer Science 2020-02-20 Lukas Balles , Fabian Pedregosa , Nicolas Le Roux

Communication has been seen as a significant bottleneck in industrial applications over large-scale networks. To alleviate the communication burden, sign-based optimization algorithms have gained popularity recently in both industrial and…

Optimization and Control · Mathematics 2021-09-07 Xiuxian Li , Kuo-Yi Lin , Li Li , Yiguang Hong , Jie Chen

Machine learning models trained with \emph{stochastic} gradient descent (SGD) can generalize better than those trained with deterministic gradient descent (GD). In this work, we study SGD's impact on generalization through the lens of the…

Machine Learning · Computer Science 2025-12-09 Hongjian Lan , Yucong Liu , Florian Schäfer

Stochastic optimization algorithms using exponential moving averages of the past gradients, such as ADAM, RMSProp and AdaGrad, have been having great successes in many applications, especially in training deep neural networks. ADAM in…

Machine Learning · Computer Science 2026-01-30 Ruiqi Wang , Diego Klabjan

Training Artificial Neural Networks poses a challenging and critical problem in machine learning. Despite the effectiveness of gradient-based learning methods, such as Stochastic Gradient Descent (SGD), in training neural networks, they do…

We propose a robust gradient estimator based on per-sample gradient clipping and analyze its properties both theoretically and empirically. We show that the resulting method, per-sample clipped SGD (PS-Clip-SGD), achieves optimal…

Optimization and Control · Mathematics 2026-05-05 Davide Nobile , Philipp Grohs

Deep neural networks have yielded superior performance in many applications; however, the gradient computation in a deep model with millions of instances lead to a lengthy training process even with modern GPU/TPU hardware acceleration. In…

Machine Learning · Computer Science 2019-05-10 Jiong Zhang , Hsiang-fu Yu , Inderjit S. Dhillon

Pre-training Transformer models is resource-intensive, and recent studies have shown that sign momentum is an efficient technique for training large-scale deep learning models, particularly Transformers. However, its application in…

Machine Learning · Computer Science 2025-03-11 Shuhua Yu , Ding Zhou , Cong Xie , An Xu , Zhi Zhang , Xin Liu , Soummya Kar

Stochastic optimizers play a crucial role in the successful training of deep neural network models. To achieve optimal model performance, designers must carefully select both model and optimizer hyperparameters. However, this process is…

Machine Learning · Computer Science 2024-09-17 Gustavo Silva , Paul Rodriguez

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

Momentum based optimizers are central to a wide range of machine learning applications. These typically rely on an Exponential Moving Average (EMA) of gradients, which decays exponentially the present contribution of older gradients. This…

Machine Learning · Computer Science 2024-10-01 Matteo Pagliardini , Pierre Ablin , David Grangier

In the setting of nonparametric regression, we propose and study a combination of stochastic gradient methods with Nystr\"om subsampling, allowing multiple passes over the data and mini-batches. Generalization error bounds for the studied…

Machine Learning · Statistics 2017-10-24 Junhong Lin , Lorenzo Rosasco
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