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Gradient Descent (GD) and Conjugate Gradient (CG) methods are among the most effective iterative algorithms for solving unconstrained optimization problems, particularly in machine learning and statistical modeling, where they are employed…

Optimization and Control · Mathematics 2024-12-19 Xianqi Jiao , Jia Liu , Zhiping Chen

Current state-of-the-art optimizers are adaptive gradient-based optimization methods such as Adam. Recently, there has been an increasing interest in formulating gradient-based optimizers in a probabilistic framework for better modeling the…

Machine Learning · Computer Science 2025-04-21 Haotian Chen , Anna Kuzina , Babak Esmaeili , Jakub M Tomczak

Stochastic Gradient Descent (SGD) and its momentum variants form the backbone of deep learning optimization, yet the underlying dynamics of their gradient behavior remain insufficiently understood. In this work, we reinterpret gradient…

Machine Learning · Computer Science 2026-03-09 Zhipeng Yao , Rui Yu , Guisong Chang , Ying Li , Yu Zhang , Dazhou Li

Stochastic gradient descent (\textsc{Sgd}) methods are the most powerful optimization tools in training machine learning and deep learning models. Moreover, acceleration (a.k.a. momentum) methods and diagonal scaling (a.k.a. adaptive…

Machine Learning · Statistics 2018-10-02 Qi Deng , Yi Cheng , Guanghui Lan

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

Stochastic gradient descent (SGD) optimization methods are nowadays the method of choice for the training of deep neural networks (DNNs) in artificial intelligence systems. In practically relevant training problems, usually not the plain…

Optimization and Control · Mathematics 2024-08-01 Steffen Dereich , Arnulf Jentzen

State-of-the-art training algorithms for deep learning models are based on stochastic gradient descent (SGD). Recently, many variations have been explored: perturbing parameters for better accuracy (such as in Extragradient), limiting SGD…

Machine Learning · Computer Science 2022-03-23 Amirkeivan Mohtashami , Martin Jaggi , Sebastian U. Stich

Stochastic Gradient Descent (SGD) has proven to be remarkably effective in optimizing deep neural networks that employ ever-larger numbers of parameters. Yet, improving the efficiency of large-scale optimization remains a vital and highly…

Machine Learning · Computer Science 2020-11-11 Frithjof Gressmann , Zach Eaton-Rosen , Carlo Luschi

Despite an extensive body of literature on deep learning optimization, our current understanding of what makes an optimization algorithm effective is fragmented. In particular, we do not understand well whether enhanced optimization…

Machine Learning · Computer Science 2024-03-04 Toki Tahmid Inan , Mingrui Liu , Amarda Shehu

One of the most important parts of Artificial Neural Networks is minimizing the loss functions which tells us how good or bad our model is. To minimize these losses we need to tune the weights and biases. Also to calculate the minimum value…

Machine Learning · Computer Science 2021-01-08 Kaustubh Yadav

Deep learning algorithms - typically consisting of a class of deep neural networks trained by a stochastic gradient descent (SGD) optimization method - are nowadays the key ingredients in many artificial intelligence (AI) systems and have…

Machine Learning · Computer Science 2024-07-12 Steffen Dereich , Robin Graeber , Arnulf Jentzen

Despite the omnipresent use of stochastic gradient descent (SGD) optimization methods in the training of deep neural networks (DNNs), it remains, in basically all practically relevant scenarios, a fundamental open problem to provide a…

Machine Learning · Computer Science 2025-03-04 Thang Do , Arnulf Jentzen , Adrian Riekert

Deep learning models are dominating almost all artificial intelligence tasks such as vision, text, and speech processing. Stochastic Gradient Descent (SGD) is the main tool for training such models, where the computations are usually…

Machine Learning · Computer Science 2023-01-10 Matteo Cacciola , Antonio Frangioni , Masoud Asgharian , Alireza Ghaffari , Vahid Partovi Nia

Optimization problem, which is aimed at finding the global minimal value of a given cost function, is one of the central problem in science and engineering. Various numerical methods have been proposed to solve this problem, among which the…

Optimization and Control · Mathematics 2022-10-07 Shaojun Dong , Fengyu Le , Meng Zhang , Si-Jing Tao , Chao Wang , Yong-Jian Han , Guo-Ping Guo

Classical machine learning models such as deep neural networks are usually trained by using Stochastic Gradient Descent-based (SGD) algorithms. The classical SGD can be interpreted as a discretization of the stochastic gradient flow. In…

Optimization and Control · Mathematics 2023-10-03 Valentin Leplat , Daniil Merkulov , Aleksandr Katrutsa , Daniel Bershatsky , Olga Tsymboi , Ivan Oseledets

The massive size of modern neural networks has motivated substantial recent interest in neural network quantization. We introduce Stochastic Markov Gradient Descent (SMGD), a discrete optimization method applicable to training quantized…

Machine Learning · Computer Science 2020-12-23 Jonathan Ashbrock , Alexander M. Powell

The success of deep learning can be attributed to various factors such as increase in computational power, large datasets, deep convolutional neural networks, optimizers etc. Particularly, the choice of optimizer affects the generalization,…

Machine Learning · Computer Science 2021-09-10 Anirudh Maiya , Inumella Sricharan , Anshuman Pandey , Srinivas K. S

Recently, Stochastic Gradient Descent (SGD) and its variants have become the dominant methods in the large-scale optimization of machine learning (ML) problems. A variety of strategies have been proposed for tuning the step sizes, ranging…

Machine Learning · Computer Science 2022-08-02 Xiaoyu Li

We introduce $\mathbf{G}$radient Descent with $\mathbf{A}$daptive $\mathbf{M}$omentum $\mathbf{S}$caling ($\mathbf{Grams}$), a novel optimization algorithm that decouples the direction and magnitude of parameter updates in deep learning.…

Machine Learning · Computer Science 2025-03-06 Yang Cao , Xiaoyu Li , Zhao Song

Optimization theory serves as a pivotal scientific instrument for achieving optimal system performance, with its origins in economic applications to identify the best investment strategies for maximizing benefits. Over the centuries, from…

Machine Learning · Computer Science 2024-09-10 Yuhan Ma , Dan Sun , Erdi Gao , Ningjing Sang , Iris Li , Guanming Huang