Methods, systems, and apparatus, including computer programs encoded on computer storage media for training machine learning models. One method includes obtaining a machine learning model, wherein the machine learning model comprises one or more model parameters, and the machine learning model is trained using gradient descent techniques to optimize an objective function; determining an update rule for the model parameters using a recurrent neural network (RNN); and applying a determined update rule for a final time step in a sequence of multiple time steps to the model parameters.