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We study the convergence of accelerated stochastic gradient descent for strongly convex objectives under the growth condition, which states that the variance of stochastic gradient is bounded by a multiplicative part that grows with the…

最优化与控制 · 数学 2023-11-01 You-Lin Chen , Sen Na , Mladen Kolar

We consider a class of stochastic smooth convex optimization problems under rather general assumptions on the noise in the stochastic gradient observation. As opposed to the classical problem setting in which the variance of noise is…

最优化与控制 · 数学 2024-08-23 Sasila Ilandarideva , Anatoli Juditsky , Guanghui Lan , Tianjiao Li

The dynamic behavior of RMSprop and Adam algorithms is studied through a combination of careful numerical experiments and theoretical explanations. Three types of qualitative features are observed in the training loss curve: fast initial…

机器学习 · 计算机科学 2021-10-01 Chao Ma , Lei Wu , Weinan E

Adaptive gradient methods for stochastic optimization adjust the learning rate for each parameter locally. However, there is also a global learning rate which must be tuned in order to get the best performance. In this paper, we present a…

机器学习 · 计算机科学 2018-06-12 Hiroaki Hayashi , Jayanth Koushik , Graham Neubig

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…

机器学习 · 计算机科学 2022-10-20 Bozhou Chen , Hongzhi Wang , Chenmin Ba

Stochastic Gradient Descent with a constant learning rate (constant SGD) simulates a Markov chain with a stationary distribution. With this perspective, we derive several new results. (1) We show that constant SGD can be used as an…

机器学习 · 统计学 2018-01-23 Stephan Mandt , Matthew D. Hoffman , David M. Blei

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…

机器学习 · 计算机科学 2022-08-02 Xiaoyu Li

Due to its simplicity and outstanding ability to generalize, stochastic gradient descent (SGD) is still the most widely used optimization method despite its slow convergence. Meanwhile, adaptive methods have attracted rising attention of…

最优化与控制 · 数学 2020-06-15 Xunpeng Huang , Runxin Xu , Hao Zhou , Zhe Wang , Zhengyang Liu , Lei Li

We propose a new per-layer adaptive step-size procedure for stochastic first-order optimization methods for minimizing empirical loss functions in deep learning, eliminating the need for the user to tune the learning rate (LR). The proposed…

机器学习 · 计算机科学 2023-07-07 Achraf Bahamou , Donald Goldfarb

Stochastic Gradient Descent (SGD) has played a central role in machine learning. However, it requires a carefully hand-picked stepsize for fast convergence, which is notoriously tedious and time-consuming to tune. Over the last several…

机器学习 · 计算机科学 2019-06-10 Zhenxun Zhuang , Ashok Cutkosky , Francesco Orabona

Most popular optimizers for deep learning can be broadly categorized as adaptive methods (e.g. Adam) and accelerated schemes (e.g. stochastic gradient descent (SGD) with momentum). For many models such as convolutional neural networks…

We introduce $\mathbf{G}$radient Descent with $\mathbf{A}$daptive $\mathbf{M}$omentum $\mathbf{S}$caling ($\mathbf{Grams}$), a novel optimization algorithm that decouples the direction and magnitude of parameter updates in deep learning.…

机器学习 · 计算机科学 2025-03-06 Yang Cao , Xiaoyu Li , Zhao Song

We introduce a general method for improving the convergence rate of gradient-based optimizers that is easy to implement and works well in practice. We demonstrate the effectiveness of the method in a range of optimization problems by…

机器学习 · 计算机科学 2018-08-23 Atilim Gunes Baydin , Robert Cornish , David Martinez Rubio , Mark Schmidt , Frank Wood

Transformers are difficult to optimize with stochastic gradient descent (SGD) and largely rely on adaptive optimizers such as Adam. Despite their empirical success, the reasons behind Adam's superior performance over SGD remain poorly…

机器学习 · 计算机科学 2026-02-19 Akiyoshi Tomihari , Issei Sato

Stochastic Gradient Descent (SGD) is a popular tool in training large-scale machine learning models. Its performance, however, is highly variable, depending crucially on the choice of the step sizes. Accordingly, a variety of strategies for…

机器学习 · 统计学 2021-06-11 Xiaoyu Li , Zhenxun Zhuang , Francesco Orabona

We introduce Adam, an algorithm for first-order gradient-based optimization of stochastic objective functions, based on adaptive estimates of lower-order moments. The method is straightforward to implement, is computationally efficient, has…

机器学习 · 计算机科学 2017-01-31 Diederik P. Kingma , Jimmy Ba

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…

信号处理 · 电气工程与系统科学 2020-07-10 Zhan Gao , Alec Koppel , Alejandro Ribeiro

Deep learning models are dominating almost all artificial intelligence tasks such as vision, text, and speech processing. Stochastic Gradient Descent (SGD) is the main tool for training such models, where the computations are usually…

机器学习 · 计算机科学 2023-01-10 Matteo Cacciola , Antonio Frangioni , Masoud Asgharian , Alireza Ghaffari , Vahid Partovi Nia

Beside the standard stochastic gradient descent (SGD) method, the Adam optimizer due to Kingma & Ba (2014) is currently probably the best-known optimization method for the training of deep neural networks in artificial intelligence (AI)…

最优化与控制 · 数学 2025-11-11 Steffen Dereich , Thang Do , Arnulf Jentzen , Philippe von Wurstemberger

Stochastic gradient descent (SGD), which dates back to the 1950s, is one of the most popular and effective approaches for performing stochastic optimization. Research on SGD resurged recently in machine learning for optimizing convex loss…

机器学习 · 计算机科学 2019-12-24 Jie Chen , Ronny Luss