A Survey of Optimization Methods for Training DL Models: Theoretical Perspective on Convergence and Generalization

As data sets grow in size and complexity, it is becoming more difficult to pull useful features from them using hand-crafted feature extractors. For this reason, deep learning (DL) frameworks are now widely popular. The Holy Grail of DL and one of the most mysterious challenges in all of modern ML is to develop a fundamental understanding of DL optimization and generalization. While numerous optimization techniques have been introduced in the literature to navigate the exploration of the highly non-convex DL optimization landscape, many survey papers reviewing them primarily focus on summarizing these methodologies, often overlooking the critical theoretical analyses of these methods. In this paper, we provide an extensive summary of the theoretical foundations of optimization methods in DL, including presenting various methodologies, their convergence analyses, and generalization abilities. This paper not only includes theoretical analysis of popular generic gradient-based first-order and second-order methods, but it also covers the analysis of the optimization techniques adapting to the properties of the DL loss landscape and explicitly encouraging the discovery of well-generalizing optimal points. Additionally, we extend our discussion to distributed optimization methods that facilitate parallel computations, including both centralized and decentralized approaches. We provide both convex and non-convex analysis for the optimization algorithms considered in this survey paper. Finally, this paper aims to serve as a comprehensive theoretical handbook on optimization methods for DL, offering insights and understanding to both novice and seasoned researchers in the field.