Improving the Stochastic Gradient Descent's Test Accuracy by Manipulating the ℓNorm of its Gradient Approximation

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The stochastic gradient descent (SGD) is a simple yet very influential algorithm used to find the minimum of a loss (cost) function which is dependent on datasets with large cardinality, such in cases typically associated with deep learning (DL). There exists several variants/improvements over the "vanilla"SGD, which from a highlevel perspective, may be understood as using an adaptive elementwise step-size (SS). Moreover, from an algorithmic point of view, there is a clear "incremental improvement path"which relates all of them, i.e. from simple alternative such SG Clipping (SGC) to the well-known variance correction (Adagrad), follow by an (EMA) exponential moving average (RMSprop) to alternative furtherance such Newton (AdaDelta) or bias correction along with different EMA options for the gradient itself (Adam, AdaMAx, AdaBelief, etc.). In this paper, inspired by previous non-stochastic results on how to avoid divergence for ill chosen SS (for the accelerated proximal gradient algorithm), instead of directly using the standard SGD gradient s EMA g¯k, we propose to modify its entries so as to force fkg¯kk1g s moving average to be non-increasing. Our reproducible computational results compare our proposed algorithm, called SGD- 1, with several optimizers (such Adam, AdaMax, SGC, etc.); while, as expected, SGD- 1 allows us to use larger SS without divergence problems, (i) it also matches a well-tuned Adam s performance (superior to "default parameters"Adam), and (ii) heuristically, its convergence properties (rate, oscillations, etc.) are superior when compared to other well-known algorithms.


  • ADAM
  • norm
  • stochastic gradient descent


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