相关论文: An Asymptotic Analysis of Minibatch-Based Momentum…
The stochastic gradient descent method with momentum (SGDM) is a common approach for solving large-scale and stochastic optimization problems. Despite its popularity, the convergence behavior of SGDM remains less understood in nonconvex…
This paper introduces a novel inexact gradient descent method with momentum (IGDm) considered as a general framework for various first-order methods with momentum. This includes, in particular, the inexact proximal point method (IPPm),…
Parallel stochastic gradient methods are gaining prominence in solving large-scale machine learning problems that involve data distributed across multiple nodes. However, obtaining unbiased stochastic gradients, which have been the focus of…
Gradient descent with momentum has been widely applied in various signal processing and machine learning tasks, demonstrating a notable empirical advantage over standard gradient descent. However, momentum-based distributed Riemannian…
Designing deep neural networks is an art that often involves an expensive search over candidate architectures. To overcome this for recurrent neural nets (RNNs), we establish a connection between the hidden state dynamics in an RNN and…
In this paper we study several classes of stochastic optimization algorithms enriched with heavy ball momentum. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic dual…
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…
Momentum methods play a significant role in optimization. Examples include Nesterov's accelerated gradient method and the conditional gradient algorithm. Several momentum methods are provably optimal under standard oracle models, and all…
Momentum is known to accelerate the convergence of gradient descent in strongly convex settings without stochastic gradient noise. In stochastic optimization, such as training neural networks, folklore suggests that momentum may help deep…
The training of modern machine learning models often consists in solving high-dimensional non-convex optimisation problems that are subject to large-scale data. In this context, momentum-based stochastic optimisation algorithms have become…
Recent developments on large-scale distributed machine learning applications, e.g., deep neural networks, benefit enormously from the advances in distributed non-convex optimization techniques, e.g., distributed Stochastic Gradient Descent…
SGD with momentum is one of the key components for improving the performance of neural networks. For decentralized learning, a straightforward approach using momentum is Distributed SGD (DSGD) with momentum (DSGDm). However, DSGDm performs…
We propose a stochastic optimization method for minimizing loss functions, expressed as an expected value, that adaptively controls the batch size used in the computation of gradient approximations and the step size used to move along such…
Stochastic gradient descent-based algorithms are widely used for training deep neural networks but often suffer from slow convergence. To address the challenge, we leverage the framework of the alternating direction method of multipliers…
This paper deals with a network of computing agents aiming to solve an online optimization problem in a distributed fashion, i.e., by means of local computation and communication, without any central coordinator. We propose the gradient…
Adaptive momentum methods have recently attracted a lot of attention for training of deep neural networks. They use an exponential moving average of past gradients of the objective function to update both search directions and learning…
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…
Stochastic model-based methods have received increasing attention lately due to their appealing robustness to the stepsize selection and provable efficiency guarantee. We make two important extensions for improving model-based methods on…
Recently, Stochastic Gradient Descent (SGD) and its variants have become the dominant methods in the large-scale optimization of machine learning (ML) problems. A variety of strategies have been proposed for tuning the step sizes, ranging…
Momentum-based optimizers are widely adopted for training neural networks. However, the optimal selection of momentum coefficients remains elusive. This uncertainty impedes a clear understanding of the role of momentum in stochastic…