相关论文: Expectigrad: Fast Stochastic Optimization with Rob…

Adam-type methods, the extension of adaptive gradient methods, have shown great performance in the training of both supervised and unsupervised machine learning models. In particular, Adam-type optimizers have been widely used empirically…

In previous literature, backward error analysis was used to find ordinary differential equations (ODEs) approximating the gradient descent trajectory. It was found that finite step sizes implicitly regularize solutions because terms…

The training of deep neural networks is inherently a nonconvex optimization problem, yet standard approaches such as stochastic gradient descent (SGD) require simultaneous updates to all parameters, often leading to unstable convergence and…

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…

Adaptive optimizers, most notably Adam, have become the default standard for training large-scale neural networks such as Transformers. These methods maintain running estimates of gradient first and second moments, incurring substantial…

This paper aims to clearly distinguish between Stochastic Gradient Descent with Momentum (SGDM) and Adam in terms of their convergence rates. We demonstrate that Adam achieves a faster convergence compared to SGDM under the condition of…

First-order optimization algorithms have been proven prominent in deep learning. In particular, algorithms such as RMSProp and Adam are extremely popular. However, recent works have pointed out the lack of ``long-term memory" in Adam-like…

We introduce a new adaptive step-size strategy for convex optimization with stochastic gradient that exploits the local geometry of the objective function only by means of a first-order stochastic oracle and without any hyper-parameter…

Mini-batch algorithms have been proposed as a way to speed-up stochastic convex optimization problems. We study how such algorithms can be improved using accelerated gradient methods. We provide a novel analysis, which shows how standard…

Gradient descent based optimization methods are the methods of choice to train deep neural networks in machine learning. Beyond the standard gradient descent method, also suitable modified variants of standard gradient descent involving…

We present an adaptive step-size method, which does not include line-search techniques, for solving a wide class of nonconvex multiobjective programming problems on an unbounded constraint set. We also prove convergence of a general…

Very little is known about the training dynamics of adaptive gradient methods like Adam in deep learning. In this paper, we shed light on the behavior of these algorithms in the full-batch and sufficiently large batch settings.…

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…

Extrapolation is a well-known technique for solving convex optimization and variational inequalities and recently attracts some attention for non-convex optimization. Several recent works have empirically shown its success in some machine…

Since the 21st century, artificial intelligence has been leading a new round of industrial revolution. Under the training framework, the optimization algorithm aims to stably converge high-dimensional optimization to local and even global…

In this paper we consider convex optimization problems with stochastic composite objective function subject to (possibly) infinite intersection of constraints. The objective function is expressed in terms of expectation operator over a sum…

Learning rate adaptation is a popular topic in machine learning. Gradient Descent trains neural nerwork with a fixed learning rate. Learning rate adaptation is proposed to accelerate the training process through adjusting the step size in…

Adaptive gradient methods have been increasingly adopted by deep learning community due to their fast convergence and reduced sensitivity to hyper-parameters. However, these methods come with limitations, such as increased memory…

We investigate the Randomized Stochastic Accelerated Gradient (RSAG) method, utilizing either constant or adaptive step sizes, for stochastic optimization problems with generalized smooth objective functions. Under relaxed affine variance…

Although ADAM is a very popular algorithm for optimizing the weights of neural networks, it has been recently shown that it can diverge even in simple convex optimization examples. Several variants of ADAM have been proposed to circumvent…