Adaptivity without Compromise: A Momentumized, Adaptive, Dual Averaged
Gradient Method for Stochastic Optimization
- URL: http://arxiv.org/abs/2101.11075v1
- Date: Tue, 26 Jan 2021 20:38:26 GMT
- Title: Adaptivity without Compromise: A Momentumized, Adaptive, Dual Averaged
Gradient Method for Stochastic Optimization
- Authors: Aaron Defazio and Samy Jelassi
- Abstract summary: MADGRAD shows excellent performance on deep learning optimization problems from multiple fields.
For each of these tasks, MADGRAD matches or outperforms both SGD and ADAM in test set performance.
- Score: 21.473252641133413
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: We introduce MADGRAD, a novel optimization method in the family of AdaGrad
adaptive gradient methods. MADGRAD shows excellent performance on deep learning
optimization problems from multiple fields, including classification and
image-to-image tasks in vision, and recurrent and bidirectionally-masked models
in natural language processing. For each of these tasks, MADGRAD matches or
outperforms both SGD and ADAM in test set performance, even on problems for
which adaptive methods normally perform poorly.
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