Related papers: EMA-Nesterov: Stabilizing Nesterov's Lookahead for…
While momentum-based optimization algorithms are commonly used in the notoriously non-convex optimization problems of deep learning, their analysis has historically been restricted to the convex and strongly convex setting. In this article,…
The vast majority of successful deep neural networks are trained using variants of stochastic gradient descent (SGD) algorithms. Recent attempts to improve SGD can be broadly categorized into two approaches: (1) adaptive learning rate…
High order momentum-based parameter update algorithms have seen widespread applications in training machine learning models. Recently, connections with variational approaches have led to the derivation of new learning algorithms with…
We present a unifying framework for adapting the update direction in gradient-based iterative optimization methods. As natural special cases we re-derive classical momentum and Nesterov's accelerated gradient method, lending a new intuitive…
Momentum methods, including heavy-ball~(HB) and Nesterov's accelerated gradient~(NAG), are widely used in training neural networks for their fast convergence. However, there is a lack of theoretical guarantees for their convergence and…
Recently, {\it stochastic momentum} methods have been widely adopted in training deep neural networks. However, their convergence analysis is still underexplored at the moment, in particular for non-convex optimization. This paper fills the…
The rapid development of large language models (LLMs) has driven the demand for more efficient optimization techniques. Among these, the Lookahead family of optimizers employs a two-loop framework, maintaining fast and slow sets of model…
Nesterov's accelerated gradient method (NAG) achieves faster convergence than gradient descent for convex optimization but lacks monotonicity in function values. To address this, Beck and Teboulle [2009b] proposed a monotonic variant,…
In convex optimization, continuous-time counterparts have been a fruitful tool for analyzing momentum algorithms. Fewer such examples are available when the function to minimize is non-convex. In several cases, discrepancies arise between…
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…
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…
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…
Nesterov's accelerated gradient method (NAG) is widely used in problems with machine learning background including deep learning, and is corresponding to a continuous-time differential equation. From this connection, the property of the…
We study optimization for losses that admit a variance-mean scale-mixture representation. Under this representation, each EM iteration is a weighted least squares update in which latent variables determine observation and parameter weights;…
Nesterov's well-known scheme for accelerating gradient descent in convex optimization problems is adapted to accelerating stationary iterative solvers for linear systems. Compared with classical Krylov subspace acceleration methods, the…
Nesterov SGD is widely used for training modern neural networks and other machine learning models. Yet, its advantages over SGD have not been theoretically clarified. Indeed, as we show in our paper, both theoretically and empirically,…
Predictive models can be used on high-dimensional brain images for diagnosis of a clinical condition. Spatial regularization through structured sparsity offers new perspectives in this context and reduces the risk of overfitting the model…
Deep learning typically relies on end-to-end backpropagation for training, a method that inherently suffers from issues such as update locking during parameter optimization, high GPU memory consumption, and a lack of biological…
Despite their frequent slow convergence, proximal gradient schemes are widely used in large-scale optimization tasks due to their tremendous stability, scalability, and ease of computation. In this paper, we develop and investigate a…
The Exponential Moving Average (EMA) is a cornerstone of widely used optimizers such as Adam. However, existing theoretical analyses of Adam-style methods have notable limitations: their guarantees can remain suboptimal in the zero-noise…