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A Quantum Natural Gradient (QNG) algorithm for optimization of variational quantum circuits has been proposed recently. In this study, we employ the Langevin equation with a QNG stochastic force to demonstrate that its discrete-time…

The article examines in some detail the convergence rate and mean-square-error performance of momentum stochastic gradient methods in the constant step-size and slow adaptation regime. The results establish that momentum methods are…

Optimization and Control · Mathematics 2016-10-13 Kun Yuan , Bicheng Ying , Ali H. Sayed

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…

Optimization and Control · Mathematics 2024-02-20 Nachuan Xiao , Xiaoyin Hu , Xin Liu , Kim-Chuan Toh

Averaging techniques such as Ruppert--Polyak averaging and exponential movering averaging (EMA) are powerful approaches to accelerate optimization procedures of stochastic gradient descent (SGD) optimization methods such as the popular ADAM…

Optimization and Control · Mathematics 2025-05-29 Arnulf Jentzen , Julian Kranz , Adrian Riekert

Deep learning optimization relies heavily on the assumption of smooth loss landscapes, a condition systematically violated by modern architectures due to non-smooth components such as ReLU activations and quantization operators. In such…

Machine Learning · Computer Science 2026-05-29 Ruoran Xu , Borong She , Xiaobo Jin , Qiufeng Wang

We study convergence rates of AdaGrad-Norm as an exemplar of adaptive stochastic gradient methods (SGD), where the step sizes change based on observed stochastic gradients, for minimizing non-convex, smooth objectives. Despite their…

This work is a part of ICLR Reproducibility Challenge 2019, we try to reproduce the results in the conference submission PADAM: Closing The Generalization Gap of Adaptive Gradient Methods In Training Deep Neural Networks. Adaptive gradient…

Machine Learning · Computer Science 2019-01-29 Harshal Mittal , Kartikey Pandey , Yash Kant

Adaptive gradient methods have shown excellent performances for solving many machine learning problems. Although multiple adaptive gradient methods were recently studied, they mainly focus on either empirical or theoretical aspects and also…

Optimization and Control · Mathematics 2022-05-13 Feihu Huang , Junyi Li , Heng Huang

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

Deep learning methods - usually consisting of a class of deep neural networks (DNNs) trained by a stochastic gradient descent (SGD) optimization method - are nowadays omnipresent in data-driven learning problems as well as in scientific…

Optimization and Control · Mathematics 2025-01-13 Steffen Dereich , Arnulf Jentzen , Adrian Riekert

Adaptive optimization methods such as AdaGrad, RMSprop and Adam have been proposed to achieve a rapid training process with an element-wise scaling term on learning rates. Though prevailing, they are observed to generalize poorly compared…

Machine Learning · Computer Science 2019-04-22 Liangchen Luo , Yuanhao Xiong , Yan Liu , Xu Sun

Variational Monte Carlo (VMC) is an approach for computing ground-state wavefunctions that has recently become more powerful due to the introduction of neural network-based wavefunction parametrizations. However, efficiently training neural…

Machine Learning · Statistics 2023-10-03 Robert J. Webber , Michael Lindsey

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

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

Adaptive gradient methods for stochastic optimization adjust the learning rate for each parameter locally. However, there is also a global learning rate which must be tuned in order to get the best performance. In this paper, we present a…

Machine Learning · Computer Science 2018-06-12 Hiroaki Hayashi , Jayanth Koushik , Graham Neubig

Adaptive gradient-based optimization methods such as \textsc{Adagrad}, \textsc{Rmsprop}, and \textsc{Adam} are widely used in solving large-scale machine learning problems including deep learning. A number of schemes have been proposed in…

Machine Learning · Computer Science 2019-05-30 Parvin Nazari , Davoud Ataee Tarzanagh , George Michailidis

Variance reduction (VR) methods for finite-sum minimization typically require the knowledge of problem-dependent constants that are often unknown and difficult to estimate. To address this, we use ideas from adaptive gradient methods to…

Machine Learning · Computer Science 2021-11-04 Benjamin Dubois-Taine , Sharan Vaswani , Reza Babanezhad , Mark Schmidt , Simon Lacoste-Julien

Adam-type algorithms have become a preferred choice for optimisation in the deep learning setting, however, despite success, their convergence is still not well understood. To this end, we introduce a unified framework for Adam-type…

Machine Learning · Computer Science 2024-09-24 Yiming Jiang , Jinlan Liu , Dongpo Xu , Danilo P. Mandic

Adaptive optimizers, such as Adam, have achieved remarkable success in deep learning. A key component of these optimizers is the so-called preconditioning matrix, providing enhanced gradient information and regulating the step size of each…

Machine Learning · Computer Science 2024-12-10 Yun Yue , Zhiling Ye , Jiadi Jiang , Yongchao Liu , Ke Zhang

The estimation of normalizing constants is a fundamental step in probabilistic model comparison. Sequential Monte Carlo methods may be used for this task and have the advantage of being inherently parallelizable. However, the standard…

Machine Learning · Statistics 2016-08-16 Marco Fraccaro , Ulrich Paquet , Ole Winther