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Stochastic gradient descent (SGD) is a well known method for regression and classification tasks. However, it is an inherently sequential algorithm at each step, the processing of the current example depends on the parameters learned from…

Machine Learning · Computer Science 2017-05-24 Saeed Maleki , Madanlal Musuvathi , Todd Mytkowicz

The implementation of a vast majority of machine learning (ML) algorithms boils down to solving a numerical optimization problem. In this context, Stochastic Gradient Descent (SGD) methods have long proven to provide good results, both in…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-10-06 Janis Keuper , Franz-Josef Pfreundt

We study optimization algorithms based on variance reduction for stochastic gradient descent (SGD). Remarkable recent progress has been made in this direction through development of algorithms like SAG, SVRG, SAGA. These algorithms have…

Machine Learning · Computer Science 2016-01-26 Sashank J. Reddi , Ahmed Hefny , Suvrit Sra , Barnabás Póczos , Alex Smola

Stochastic Gradient Descent (SGD) has become one of the most popular optimization methods for training machine learning models on massive datasets. However, SGD suffers from two main drawbacks: (i) The noisy gradient updates have high…

Machine Learning · Computer Science 2017-04-10 Soham De , Tom Goldstein

We provide the first theoretical analysis on the convergence rate of the asynchronous stochastic variance reduced gradient (SVRG) descent algorithm on non-convex optimization. Recent studies have shown that the asynchronous stochastic…

Machine Learning · Computer Science 2016-12-21 Zhouyuan Huo , Heng Huang

Variance reduction (VR) techniques for convergence rate acceleration of stochastic gradient descent (SGD) algorithm have been developed with great efforts recently. VR's two variants, stochastic variance-reduced-gradient (SVRG-SGD) and…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-04-11 Fei Wang , Jun Ye , Weichen Li , Guihai Chen

Stochastic gradient descent (SGD) algorithm and its variations have been effectively used to optimize neural network models. However, with the rapid growth of big data and deep learning, SGD is no longer the most suitable choice due to its…

Machine Learning · Computer Science 2024-02-13 Anuraganand Sharma

Stochastic gradient methods (SGMs) are the predominant approaches to train deep learning models. The adaptive versions (e.g., Adam and AMSGrad) have been extensively used in practice, partly because they achieve faster convergence than the…

Optimization and Control · Mathematics 2022-04-14 Yangyang Xu , Yibo Xu , Yonggui Yan , Colin Sutcher-Shepard , Leopold Grinberg , Jie Chen

In the era of big data, optimizing large scale machine learning problems becomes a challenging task and draws significant attention. Asynchronous optimization algorithms come out as a promising solution. Recently, decoupled asynchronous…

Machine Learning · Computer Science 2016-09-30 Zhouyuan Huo , Bin Gu , Heng Huang

Stochastic gradient descent~(SGD) and its variants have attracted much attention in machine learning due to their efficiency and effectiveness for optimization. To handle large-scale problems, researchers have recently proposed several…

Machine Learning · Statistics 2016-12-19 Shen-Yi Zhao , Gong-Duo Zhang , Wu-Jun Li

With the recent proliferation of large-scale learning problems,there have been a lot of interest on distributed machine learning algorithms, particularly those that are based on stochastic gradient descent (SGD) and its variants. However,…

Machine Learning · Computer Science 2015-12-07 Ruiliang Zhang , Shuai Zheng , James T. Kwok

This paper proposes a novel parallel stochastic gradient descent (SGD) method that is obtained by applying parallel sets of SGD iterations (each set operating on one node using the data residing in it) for finding the direction in each…

Machine Learning · Computer Science 2013-11-05 Dhruv Mahajan , S. Sathiya Keerthi , S. Sundararajan , Leon Bottou

The increasing size of deep learning models has made distributed training across multiple devices essential. However, current methods such as distributed data-parallel training suffer from large communication and synchronization overheads…

Machine Learning · Computer Science 2025-02-10 Cabrel Teguemne Fokam , Khaleelulla Khan Nazeer , Lukas König , David Kappel , Anand Subramoney

Asynchronous stochastic gradient descent (ASGD) is a standard way to exploit heterogeneous compute resources in distributed learning: instead of forcing fast workers to wait for slow ones, the server updates the model whenever a gradient…

Machine Learning · Computer Science 2026-05-14 Ammar Mahran , Artavazd Maranjyan , Peter Richtárik

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 variance reduced gradient (SVRG) is a popular variance reduction technique for accelerating stochastic gradient descent (SGD). We provide a first analysis of the method for solving a class of linear inverse problems in the lens…

Numerical Analysis · Mathematics 2022-01-19 Bangti Jin , Zehui Zhou , Jun Zou

Asynchronous parallel implementations of stochastic gradient (SG) have been broadly used in solving deep neural network and received many successes in practice recently. However, existing theories cannot explain their convergence and…

Optimization and Control · Mathematics 2019-04-22 Xiangru Lian , Yijun Huang , Yuncheng Li , Ji Liu

Stochastic gradient descent (SGD) is a widely adopted iterative method for optimizing differentiable objective functions. In this paper, we propose and discuss a novel approach to scale up SGD in applications involving non-convex functions…

Machine Learning · Statistics 2022-10-07 Saad Mohamad , Hamad Alamri , Abdelhamid Bouchachia

Asynchronous Stochastic Gradient Descent (Asynchronous SGD) is a cornerstone method for parallelizing learning in distributed machine learning. However, its performance suffers under arbitrarily heterogeneous computation times across…

Machine Learning · Computer Science 2025-06-04 Artavazd Maranjyan , Alexander Tyurin , Peter Richtárik

Stochastic Gradient Descent (SGD) is a popular algorithm that can achieve state-of-the-art performance on a variety of machine learning tasks. Several researchers have recently proposed schemes to parallelize SGD, but all require…

Optimization and Control · Mathematics 2011-11-14 Feng Niu , Benjamin Recht , Christopher Re , Stephen J. Wright
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