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It is known that the standard stochastic gradient descent (SGD) optimization method, as well as accelerated and adaptive SGD optimization methods such as the Adam optimizer fail to converge if the learning rates do not converge to zero (as,…

最优化与控制 · 数学 2024-06-21 Steffen Dereich , Arnulf Jentzen , Adrian Riekert

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…

最优化与控制 · 数学 2024-08-01 Steffen Dereich , Arnulf Jentzen

Stochastic gradient descent (SGD) optimization methods such as the plain vanilla SGD method and the popular Adam optimizer are nowadays the method of choice in the training of artificial neural networks (ANNs). Despite the remarkable…

最优化与控制 · 数学 2024-02-09 Arnulf Jentzen , Adrian Riekert

Deep learning methods - consisting of a class of deep neural networks (DNNs) trained by a stochastic gradient descent (SGD) optimization method - are nowadays key tools to solve data driven supervised learning problems. Despite the great…

机器学习 · 计算机科学 2025-02-18 Thang Do , Sonja Hannibal , Arnulf Jentzen

Despite the omnipresent use of stochastic gradient descent (SGD) optimization methods in the training of deep neural networks (DNNs), it remains, in basically all practically relevant scenarios, a fundamental open problem to provide a…

机器学习 · 计算机科学 2025-03-04 Thang Do , Arnulf Jentzen , Adrian Riekert

Adaptive gradient methods, which adopt historical gradient information to automatically adjust the learning rate, despite the nice property of fast convergence, have been observed to generalize worse than stochastic gradient descent (SGD)…

机器学习 · 计算机科学 2020-06-24 Jinghui Chen , Dongruo Zhou , Yiqi Tang , Ziyan Yang , Yuan Cao , Quanquan Gu

Deep learning methods - usually consisting of a class of deep neural networks (DNNs) trained by a stochastic gradient descent (SGD) optimization method - are nowadays omnipresent in data-driven learning problems as well as in scientific…

最优化与控制 · 数学 2025-01-13 Steffen Dereich , Arnulf Jentzen , Adrian Riekert

Adaptive gradient methods, especially Adam-type methods (such as Adam, AMSGrad, and AdaBound), have been proposed to speed up the training process with an element-wise scaling term on learning rates. However, they often generalize poorly…

机器学习 · 计算机科学 2021-07-20 Zhou Shao , Tong Lin

Adaptive optimization methods, which perform local optimization with a metric constructed from the history of iterates, are becoming increasingly popular for training deep neural networks. Examples include AdaGrad, RMSProp, and Adam. We…

机器学习 · 统计学 2018-05-23 Ashia C. Wilson , Rebecca Roelofs , Mitchell Stern , Nathan Srebro , Benjamin Recht

Stochastic gradient descent (SGD) is the main approach for training deep networks: it moves towards the optimum of the cost function by iteratively updating the parameters of a model in the direction of the gradient of the loss evaluated on…

机器学习 · 计算机科学 2021-03-30 Loris Nanni , Gianluca Maguolo , Alessandra Lumini

Adaptive optimization methods such as AdaGrad, RMSprop and Adam have been proposed to achieve a rapid training process with an element-wise scaling term on learning rates. Though prevailing, they are observed to generalize poorly compared…

机器学习 · 计算机科学 2019-04-22 Liangchen Luo , Yuanhao Xiong , Yan Liu , Xu Sun

Adaptive Moment Estimation (Adam) is a cornerstone optimization algorithm in deep learning, widely recognized for its flexibility with adaptive learning rates and efficiency in handling large-scale data. However, despite its practical…

机器学习 · 计算机科学 2025-05-21 Ruinan Jin , Xiao Li , Yaoliang Yu , Baoxiang Wang

This paper studies a class of adaptive gradient based momentum algorithms that update the search directions and learning rates simultaneously using past gradients. This class, which we refer to as the "Adam-type", includes the popular…

机器学习 · 计算机科学 2019-03-12 Xiangyi Chen , Sijia Liu , Ruoyu Sun , Mingyi Hong

Stochastic Gradient Descent (SGD) with adaptive steps is widely used to train deep neural networks and generative models. Most theoretical results assume that it is possible to obtain unbiased gradient estimators, which is not the case in…

The adaptive moment estimation (Adam) optimizer proposed by Kingma & Ba (2014) is presumably the most popular stochastic gradient descent (SGD) optimization method for the training of deep neural networks (DNNs) in artificial intelligence…

机器学习 · 计算机科学 2026-03-20 Steffen Dereich , Thang Do , Arnulf Jentzen

In the context of stochastic gradient descent(SGD) and adaptive moment estimation (Adam),researchers have recently proposed optimization techniques that transition from Adam to SGD with the goal of improving both convergence and…

机器学习 · 计算机科学 2020-07-01 Jiaxuan Wang , Jenna Wiens

It is widely believed that stochastic gradient descent (SGD) performs significantly worse than adaptive optimizers such as Adam in pre-training Large Language Models (LLMs). Yet the underlying reason for this gap remains unclear. In this…

机器学习 · 计算机科学 2026-05-19 Athanasios Glentis , Dawei Li , Chung-Yiu Yau , Mingyi Hong

While stochastic gradient descent (SGD) is still the most popular optimization algorithm in deep learning, adaptive algorithms such as Adam have established empirical advantages over SGD in some deep learning applications such as training…

机器学习 · 计算机科学 2023-06-02 Yan Pan , Yuanzhi Li

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

Current state-of-the-art optimizers are adaptive gradient-based optimization methods such as Adam. Recently, there has been an increasing interest in formulating gradient-based optimizers in a probabilistic framework for better modeling the…

机器学习 · 计算机科学 2025-04-21 Haotian Chen , Anna Kuzina , Babak Esmaeili , Jakub M Tomczak
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