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In machine learning, stochastic gradient descent (SGD) is widely deployed to train models using highly non-convex objectives with equally complex noise models. Unfortunately, SGD theory often makes restrictive assumptions that fail to…

Machine Learning · Computer Science 2022-10-11 Vivak Patel , Shushu Zhang , Bowen Tian

Stochastic Gradient Descent (SGD) is a fundamental algorithm in machine learning, representing the optimization backbone for training several classic models, from regression to neural networks. Given the recent practical focus on…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-06-25 Dan Alistarh , Christopher De Sa , Nikola Konstantinov

Deep learning models are dominating almost all artificial intelligence tasks such as vision, text, and speech processing. Stochastic Gradient Descent (SGD) is the main tool for training such models, where the computations are usually…

Machine Learning · Computer Science 2023-01-10 Matteo Cacciola , Antonio Frangioni , Masoud Asgharian , Alireza Ghaffari , Vahid Partovi Nia

Mini-batch stochastic gradient methods (SGD) are state of the art for distributed training of deep neural networks. Drastic increases in the mini-batch sizes have lead to key efficiency and scalability gains in recent years. However,…

Machine Learning · Computer Science 2020-02-18 Tao Lin , Sebastian U. Stich , Kumar Kshitij Patel , Martin Jaggi

This study investigates leveraging stochastic gradient descent (SGD) to learn operators between general Hilbert spaces. We propose weak and strong regularity conditions for the target operator to depict its intrinsic structure and…

Machine Learning · Statistics 2026-01-13 Lei Shi , Jia-Qi Yang

Deep neural networks achieve stellar generalisation even when they have enough parameters to easily fit all their training data. We study this phenomenon by analysing the dynamics and the performance of over-parameterised two-layer neural…

Machine Learning · Statistics 2022-03-28 Sebastian Goldt , Madhu S. Advani , Andrew M. Saxe , Florent Krzakala , Lenka Zdeborová

Understanding the algorithmic bias of \emph{stochastic gradient descent} (SGD) is one of the key challenges in modern machine learning and deep learning theory. Most of the existing works, however, focus on \emph{very small or even…

Machine Learning · Computer Science 2021-03-30 Jingfeng Wu , Difan Zou , Vladimir Braverman , Quanquan Gu

Many modern learning tasks involve fitting nonlinear models to data which are trained in an overparameterized regime where the parameters of the model exceed the size of the training dataset. Due to this overparameterization, the training…

Machine Learning · Computer Science 2018-12-27 Samet Oymak , Mahdi Soltanolkotabi

We perform an experimental study of the dynamics of Stochastic Gradient Descent (SGD) in learning deep neural networks for several real and synthetic classification tasks. We show that in the initial epochs, almost all of the performance…

Machine Learning · Computer Science 2019-05-29 Preetum Nakkiran , Gal Kaplun , Dimitris Kalimeris , Tristan Yang , Benjamin L. Edelman , Fred Zhang , Boaz Barak

Neural networks, a central tool in machine learning, have demonstrated remarkable, high fidelity performance on image recognition and classification tasks. These successes evince an ability to accurately represent high dimensional…

Machine Learning · Statistics 2023-02-08 Grant M. Rotskoff , Eric Vanden-Eijnden

Asynchronous stochastic gradient descent (SGD) is attractive from a speed perspective because workers do not wait for synchronization. However, the Transformer model converges poorly with asynchronous SGD, resulting in substantially lower…

Computation and Language · Computer Science 2021-11-30 Alham Fikri Aji , Kenneth Heafield

The largely successful method of training neural networks is to learn their weights using some variant of stochastic gradient descent (SGD). Here, we show that the solutions found by SGD can be further improved by ensembling a subset of the…

Stochastic gradient descent (SGD) type optimization schemes are fundamental ingredients in a large number of machine learning based algorithms. In particular, SGD type optimization schemes are frequently employed in applications involving…

Numerical Analysis · Mathematics 2020-07-22 Aritz Bercher , Lukas Gonon , Arnulf Jentzen , Diyora Salimova

In federated distributed learning, the goal is to optimize a global training objective defined over distributed devices, where the data shard at each device is sampled from a possibly different distribution (a.k.a., heterogeneous or non…

Machine Learning · Computer Science 2019-12-10 Farzin Haddadpour , Mehrdad Mahdavi

Stochastic Gradient Descent (SGD) based training of neural networks with a large learning rate or a small batch-size typically ends in well-generalizing, flat regions of the weight space, as indicated by small eigenvalues of the Hessian of…

Machine Learning · Statistics 2019-12-24 Stanisław Jastrzębski , Zachary Kenton , Nicolas Ballas , Asja Fischer , Yoshua Bengio , Amos Storkey

We study to what extent may stochastic gradient descent (SGD) be understood as a "conventional" learning rule that achieves generalization performance by obtaining a good fit to training data. We consider the fundamental stochastic convex…

Machine Learning · Computer Science 2023-01-13 Tomer Koren , Roi Livni , Yishay Mansour , Uri Sherman

We study a continuous-time approximation of the stochastic gradient descent process for minimizing the population expected loss in learning problems. The main results establish general sufficient conditions for the convergence, extending…

Machine Learning · Computer Science 2025-11-03 Gabor Lugosi , Eulalia Nualart

Machine learning, especially deep neural networks, has been rapidly developed in fields including computer vision, speech recognition and reinforcement learning. Although Mini-batch SGD is one of the most popular stochastic optimization…

Machine Learning · Computer Science 2019-03-12 Xinyu Peng , Li Li , Fei-Yue Wang

Despite the omnipresent use of stochastic gradient descent (SGD) optimization methods in the training of deep neural networks (DNNs), it remains, in basically all practically relevant scenarios, a fundamental open problem to provide a…

Machine Learning · Computer Science 2025-03-04 Thang Do , Arnulf Jentzen , Adrian Riekert

Low-precision training has become crucial for reducing the computational and memory costs of large-scale deep learning. However, quantizing gradients introduces magnitude shrinkage, which can change how stochastic gradient descent (SGD)…

Machine Learning · Computer Science 2026-01-09 Vincent-Daniel Yun