SGD

rAdam: restart Adam method to escape from local minima for bound constrained non-linear optimization problems

  • Thi-Thoi Tran
    • Categories Nonlinear Optimization, Stochastic Programming Tags , , , , , , , ,

    This paper presents a restart version of the Adaptive Moment Estimation (Adam) method for bound constrained nonlinear optimization problems. It aims to avoid getting trapped in a local minima and enable exploration the global optimum. The proposed method combines an adapted restart strategy coupling with barrier methodology to handle the bound constraints. Computational comparison with … Read more

    Faster Convergence of Stochastic Accelerated Gradient Descent under Interpolation

  • Aaron Mishkin
  • Mert Pilanci
  • Mark Schmidt
    • Categories Convex Optimization, Stochastic Programming Tags , , ,

    We prove new convergence rates for a generalized version of stochastic Nesterov acceleration under interpolation conditions. Unlike previous analyses, our approach accelerates any stochastic gradient method which makes sufficient progress in expectation. The proof, which proceeds using the estimating sequences framework, applies to both convex and strongly convex functions and is easily specialized to accelerated … Read more