Step Size Adaptation for Accelerated Stochastic Momentum Algorithm Using SDE Modeling and Lyapunov Drift Minimization

Training machine learning models often involves solving high-dimensional stochastic optimization problems, where stochastic gradient-based algorithms are hindered by slow convergence. Although momentum-based methods perform well in deterministic settings, their effectiveness diminishes under gradien...

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Bibliographic Details
Published in:IEEE transactions on signal processing Vol. 73; pp. 3124 - 3139
Main Authors: Yuan, Yulan, Tsang, Danny H. K., Lau, Vincent K. N.
Format: Journal Article
Language:English
Published: New York IEEE 2025
The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
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ISSN:1053-587X, 1941-0476
Online Access:Get full text
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