Towards Data Science

Why Gradient Descent Became Stochastic

A step-by-step journey from calculus-based optimization to Stochastic Gradient Descent The post Why Gradient Descent Became Stochastic appeared first on Towards Data Science .

arXiv Machine Learning
Jun 18

Stochastic Adaptive Gradient Descent Without Descent

arXiv:2509. 14969v2 Announce Type: replace Abstract: 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 tuning.

By Jean-Fran\c{c}ois Aujol, J\'er\'emie Bigot, Camille Castera
arXiv Machine Learning
Jul 7

Learning rate adaptive stochastic gradient descent optimization methods: numerical simulations for deep learning methods for partial differential equations and convergence analyses

arXiv:2406. 14340v2 Announce Type: replace-cross Abstract: The standard stochastic gradient descent (SGD) optimization method, as well as adaptive methods such as the Adam optimizer fail to converge if the learning rates do not converge to zero (particularly, in the situation of constant learning rates).

By Steffen Dereich, Arnulf Jentzen, Adrian Riekert