相关论文: Dimension-adapted Momentum Outscales SGD
Recent work has established an empirically successful framework for adapting learning rates for stochastic gradient descent (SGD). This effectively removes all needs for tuning, while automatically reducing learning rates over time on…
Stochastic gradient algorithms are the main focus of large-scale optimization problems and led to important successes in the recent advancement of the deep learning algorithms. The convergence of SGD depends on the careful choice of…
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…
Stochastic Gradient Descent (SGD) and its variants are the most used algorithms in machine learning applications. In particular, SGD with adaptive learning rates and momentum is the industry standard to train deep networks. Despite the…
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…
SketchySGD improves upon existing stochastic gradient methods in machine learning by using randomized low-rank approximations to the subsampled Hessian and by introducing an automated stepsize that works well across a wide range of convex…
Data augmentation has been widely used to improve generalization in training deep neural networks. Recent works show that using worst-case transformations or adversarial augmentation strategies can significantly improve the accuracy and…
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)…
The high-resolution differential equation framework has been proven to be tailor-made for Nesterov's accelerated gradient descent method~(\texttt{NAG}) and its proximal correspondence -- the class of faster iterative shrinkage thresholding…
Nesterov's accelerated gradient method (NAG) is widely used in problems with machine learning background including deep learning, and is corresponding to a continuous-time differential equation. From this connection, the property of the…
Optimization algorithms with momentum, e.g., (ADAM), have been widely used for building deep learning models due to the faster convergence rates compared with stochastic gradient descent (SGD). Momentum helps accelerate SGD in the relevant…
Adaptive moment methods have been remarkably successful in deep learning optimization, particularly in the presence of noisy and/or sparse gradients. We further the advantages of adaptive moment techniques by proposing a family of double…
Asynchronous stochastic gradient descent (ASGD) is a standard way to exploit heterogeneous compute resources in distributed learning: instead of forcing fast workers to wait for slow ones, the server updates the model whenever a gradient…
Stochastic dual coordinate ascent (SDCA) is an effective technique for solving regularized loss minimization problems in machine learning. This paper considers an extension of SDCA under the mini-batch setting that is often used in…
In stochastic gradient descent, especially for neural network training, there are currently dominating first order methods: not modeling local distance to minimum. This information required for optimal step size is provided by second order…
We investigate the convergence rates and data sample sizes required for training a machine learning model using a stochastic gradient descent (SGD) algorithm, where data points are sampled based on either their loss value or uncertainty…
To maximize hardware utilization, modern machine learning systems typically employ large constant or manually tuned batch size schedules, relying on heuristics that are brittle and costly to tune. Existing adaptive strategies based on…
We present novel algorithms for simulation optimization using random directions stochastic approximation (RDSA). These include first-order (gradient) as well as second-order (Newton) schemes. We incorporate both continuous-valued as well as…
Despite plenty of efforts focusing on improving the domain adaptation ability (DA) under unsupervised or few-shot semi-supervised settings, recently the solution of active learning started to attract more attention due to its suitability in…
We study adaptive methods for differentially private convex optimization, proposing and analyzing differentially private variants of a Stochastic Gradient Descent (SGD) algorithm with adaptive stepsizes, as well as the AdaGrad algorithm. We…