相关论文: SGD momentum optimizer with step estimation by onl…
Stochastic gradient descent is a canonical tool for addressing stochastic optimization problems, and forms the bedrock of modern machine learning and statistics. In this work, we seek to balance the fact that attenuating step-size is…
In the paper, we propose a class of faster adaptive Gradient Descent Ascent (GDA) methods for solving the nonconvex-strongly-concave minimax problems by using the unified adaptive matrices, which include almost all existing coordinate-wise…
The practical performance of online stochastic gradient descent algorithms is highly dependent on the chosen step size, which must be tediously hand-tuned in many applications. The same is true for more advanced variants of stochastic…
We study convergence properties of Stochastic Gradient Descent (SGD) for convex objectives without assumptions on smoothness or strict convexity. We consider the question of establishing that with high probability the objective evaluated at…
One of the major issues in stochastic gradient descent (SGD) methods is how to choose an appropriate step size while running the algorithm. Since the traditional line search technique does not apply for stochastic optimization algorithms,…
We consider the stochastic gradient descent (SGD) algorithm driven by a general stochastic sequence, including i.i.d noise and random walk on an arbitrary graph, among others; and analyze it in the asymptotic sense. Specifically, we employ…
Zeroth-order optimization is the process of minimizing an objective $f(x)$, given oracle access to evaluations at adaptively chosen inputs $x$. In this paper, we present two simple yet powerful GradientLess Descent (GLD) algorithms that do…
In this paper, we study the performance of a large family of SGD variants in the smooth nonconvex regime. To this end, we propose a generic and flexible assumption capable of accurate modeling of the second moment of the stochastic…
Stochastic gradient descent (SGD) is a popular algorithm for minimizing objective functions that arise in machine learning. For constant step-sized SGD, the iterates form a Markov chain on a general state space. Focusing on a class of…
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…
We aim to make stochastic gradient descent (SGD) adaptive to (i) the noise $\sigma^2$ in the stochastic gradients and (ii) problem-dependent constants. When minimizing smooth, strongly-convex functions with condition number $\kappa$, we…
Stochastic gradient descent with momentum (SGDM), in which a momentum term is added to SGD, has been well studied in both theory and practice. The theoretical studies show that the settings of the learning rate and momentum weight affect…
The typical training of neural networks using large stepsize gradient descent (GD) under the logistic loss often involves two distinct phases, where the empirical risk oscillates in the first phase but decreases monotonically in the second…
Stochastic optimization lies at the heart of machine learning, and its cornerstone is stochastic gradient descent (SGD), a method introduced over 60 years ago. The last 8 years have seen an exciting new development: variance reduction (VR)…
This paper investigates different vector step-size adaptation approaches for non-stationary online, continual prediction problems. Vanilla stochastic gradient descent can be considerably improved by scaling the update with a vector of…
Stochastic gradient descent (SGD) provides a simple and efficient way to solve a broad range of machine learning problems. Here, we focus on distribution regression (DR), involving two stages of sampling: Firstly, we regress from…
Stochastic convex optimization is a basic and well studied primitive in machine learning. It is well known that convex and Lipschitz functions can be minimized efficiently using Stochastic Gradient Descent (SGD). The Normalized Gradient…
While stochastic gradient descent (SGD) can use various learning rates, such as constant or diminishing rates, the previous numerical results showed that SGD performs better than other deep learning optimizers using when it uses learning…
While significant theoretical progress has been achieved, unveiling the generalization mystery of overparameterized neural networks still remains largely elusive. In this paper, we study the generalization behavior of shallow neural…
Gradient descent algorithm is the most utilized method when optimizing machine learning issues. However, there exists many local minimums and saddle points in the loss function, especially for high dimensional non-convex optimization…