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We present and analyze several strategies for improving the performance of stochastic variance-reduced gradient (SVRG) methods. We first show that the convergence rate of these methods can be preserved under a decreasing sequence of errors…

Machine Learning · Computer Science 2016-08-06 Reza Babanezhad , Mohamed Osama Ahmed , Alim Virani , Mark Schmidt , Jakub Konečný , Scott Sallinen

In this work, we investigate the dynamics of stochastic gradient descent (SGD) when training a single-neuron autoencoder with linear or ReLU activation on orthogonal data. We show that for this non-convex problem, randomly initialized SGD…

Machine Learning · Statistics 2023-08-08 Nikhil Ghosh , Spencer Frei , Wooseok Ha , Bin Yu

Stochastic gradient descent with momentum (SGDM) is one of the most widely used optimization algorithms in machine learning. While optimization properties of SGDM have been extensively studied in the literature, it remains insufficiently…

Machine Learning · Computer Science 2026-05-28 Yunwen Lei , Zimeng Wang , Xiaoming Yuan

Multi-epoch, small-batch, Stochastic Gradient Descent (SGD) has been the method of choice for learning with large over-parameterized models. A popular theory for explaining why SGD works well in practice is that the algorithm has an…

Machine Learning · Computer Science 2021-07-13 Satyen Kale , Ayush Sekhari , Karthik Sridharan

Recent work suggests that (stochastic) gradient descent self-organizes near an instability boundary, shaping both optimization and the solutions found. Momentum and mini-batch gradients are widely used in practical deep learning…

Machine Learning · Computer Science 2026-04-16 Arseniy Andreyev , Advikar Ananthkumar , Marc Walden , Tomaso Poggio , Pierfrancesco Beneventano

We study the inverse problem of radiative transfer equation (RTE) using stochastic gradient descent method (SGD) in this paper. Mathematically, optical tomography amounts to recovering the optical parameters in RTE using the…

Optimization and Control · Mathematics 2018-07-04 Ke Chen , Qin Li , Jian-Guo Liu

In the problem of structured prediction with graph representation learning (GRL for short), the hypothesis returned by the algorithm maps the set of features in the \emph{receptive field} of the targeted vertex to its label. To understand…

Machine Learning · Computer Science 2021-11-29 Yihan He , Joan Bruna

Stochastic first-order methods for empirical risk minimization employ gradient approximations based on sampled data in lieu of exact gradients. Such constructions introduce noise into the learning dynamics, which can be corrected through…

Machine Learning · Computer Science 2025-03-18 Sean Xiao , Sangwoo Park , Stefan Vlaski

The present article studies the minimization of convex, L-smooth functions defined on a separable real Hilbert space. We analyze regularized stochastic gradient descent (reg-SGD), a variant of stochastic gradient descent that uses a…

Optimization and Control · Mathematics 2025-10-24 Sebastian Kassing , Simon Weissmann , Leif Döring

Recent work has established an empirically successful framework for adapting learning rates for stochastic gradient descent (SGD). This effectively removes all needs for tuning, while automatically reducing learning rates over time on…

Machine Learning · Computer Science 2013-03-28 Tom Schaul , Yann LeCun

Stochastic gradient algorithms are often unstable when applied to functions that do not have Lipschitz-continuous and/or bounded gradients. Gradient clipping is a simple and effective technique to stabilize the training process for problems…

Optimization and Control · Mathematics 2021-06-11 Vien V. Mai , Mikael Johansson

Gradient Descent (GD) is a powerful workhorse of modern machine learning thanks to its scalability and efficiency in high-dimensional spaces. Its ability to find local minimisers is only guaranteed for losses with Lipschitz gradients, where…

Machine Learning · Computer Science 2023-07-27 Lei Chen , Joan Bruna

We give a new separation result between the generalization performance of stochastic gradient descent (SGD) and of full-batch gradient descent (GD) in the fundamental stochastic convex optimization model. While for SGD it is well-known that…

Machine Learning · Computer Science 2021-07-01 Idan Amir , Tomer Koren , Roi Livni

Training stability is typically regarded as a prerequisite for reliable optimization in large language models. In this work, we analyze how stabilizing training dynamics affects the induced generation distribution. We show that under…

Artificial Intelligence · Computer Science 2026-02-10 Xianzhe Meng , Qiangsheng Zeng , Ling Luo , Qinghan Yang , Jiarui Hao , Wenbo Wu , Qinyu Wang , Rui Yin , Lin Qi , Renzhi Lu

Learning rate scheduling plays a critical role in the optimization of deep neural networks, directly influencing convergence speed, stability, and generalization. While existing schedulers such as cosine annealing, cyclical learning rates,…

Machine Learning · Computer Science 2026-03-05 Ayush K. Varshney , Šarūnas Girdzijauskas , Konstantinos Vandikas , Aneta Vulgarakis Feljan

Stochastic gradient descent (SGD) with mini-batching is a standard tool in large-scale optimization, yet its theoretical properties under heavy-tailed gradient noise remain largely unexplored. In this paper we study SGD with increasing…

Probability · Mathematics 2026-05-11 Bartosz Glowacki , Rafal Kulik , Philippe Soulier

LLM training is resource-intensive. Quantized training improves computational and memory efficiency but introduces quantization noise, which can hinder convergence and degrade model accuracy. Stochastic Rounding (SR) has emerged as a…

Machine Learning · Computer Science 2025-11-04 Taowen Liu , Marta Andronic , Deniz Gündüz , George A. Constantinides

As learning models continue to grow in size, enabling on-device local training of these models has emerged as a critical challenge in federated learning. A popular solution is sub-model training, where the server only distributes randomly…

Machine Learning · Computer Science 2025-11-11 Yuyang Deng , Fuli Qiao , Mehrdad Mahdavi

SGD (Stochastic Gradient Descent) is a popular algorithm for large scale optimization problems due to its low iterative cost. However, SGD can not achieve linear convergence rate as FGD (Full Gradient Descent) because of the inherent…

Machine Learning · Computer Science 2017-12-05 Aixiang Chen , Bingchuan Chen , Xiaolong Chai , Rui Bian , Hengguang Li

The success of deep learning has led to a rising interest in the generalization property of the stochastic gradient descent (SGD) method, and stability is one popular approach to study it. Existing works based on stability have studied…

Machine Learning · Statistics 2019-03-08 Yi Zhou , Yingbin Liang , Huishuai Zhang
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