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In deep learning, different kinds of deep networks typically need different optimizers, which have to be chosen after multiple trials, making the training process inefficient. To relieve this issue and consistently improve the model…
We develop the theory of Energy Conserving Descent (ECD) and introduce ECDSep, a gradient-based optimization algorithm able to tackle convex and non-convex optimization problems. The method is based on the novel ECD framework of…
Neural network optimization remains one of the most consequential yet poorly understood challenges in modern AI research, where improvements in training algorithms can lead to enhanced feature learning in foundation models,…
In recent years, deep learning has achieved remarkable success in various fields such as image recognition, natural language processing, and speech recognition. The effectiveness of deep learning largely depends on the optimization methods…
Modern deep learning heavily depends on adaptive optimizers such as Adam and its variants, which are renowned for their capacity to handle model scaling and streamline hyperparameter tuning. However, these algorithms typically experience…
Optimization is essential in deep learning. The foundational method upon which most optimizers are built is momentum-based stochastic gradient descent. However, it suffers from two key drawbacks. First, it has noisy and varying gradients,…
This paper deals with nonconvex stochastic optimization problems in deep learning and provides appropriate learning rates with which adaptive learning rate optimization algorithms, such as Adam and AMSGrad, can approximate a stationary…
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…
Adaptive gradient methods, which adopt historical gradient information to automatically adjust the learning rate, despite the nice property of fast convergence, have been observed to generalize worse than stochastic gradient descent (SGD)…
Adam is widely recognized as one of the most effective optimizers for training deep neural networks (DNNs). Despite its remarkable empirical success, its theoretical convergence analysis remains unsatisfactory. Existing works predominantly…
We consider gradient descent with `momentum', a widely used method for loss function minimization in machine learning. This method is often used with `Nesterov acceleration', meaning that the gradient is evaluated not at the current…
Optimization algorithms with momentum, e.g., (ADAM), have been widely used for building deep learning models due to the faster convergence rates compared with stochastic gradient descent (SGD). Momentum helps accelerate SGD in the relevant…
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…
In this paper, we provide a rigorous proof of convergence of the Adaptive Moment Estimate (Adam) algorithm for a wide class of optimization objectives. Despite the popularity and efficiency of the Adam algorithm in training deep neural…
Adam is a popular variant of stochastic gradient descent for finding a local minimizer of a function. In the constant stepsize regime, assuming that the objective function is differentiable and non-convex, we establish the convergence in…
Momentum method has been used extensively in optimizers for deep learning. Recent studies show that distributed training through K-step averaging has many nice properties. We propose a momentum method for such model averaging approaches. At…
It is known that the standard stochastic gradient descent (SGD) optimization method, as well as accelerated and adaptive SGD optimization methods such as the Adam optimizer fail to converge if the learning rates do not converge to zero (as,…
The problem of optimization on Stiefel manifold, i.e., minimizing functions of (not necessarily square) matrices that satisfy orthogonality constraints, has been extensively studied. Yet, a new approach is proposed based on, for the first…
We propose an efficient ADMM method with guarantees for high-dimensional problems. We provide explicit bounds for the sparse optimization problem and the noisy matrix decomposition problem. For sparse optimization, we establish that the…
Adaptive algorithms like AdaGrad and AMSGrad are successful in nonconvex optimization owing to their parameter-agnostic ability -- requiring no a priori knowledge about problem-specific parameters nor tuning of learning rates. However, when…