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Stochastic gradient descent (SGD) is a popular algorithm for minimizing objective functions that arise in machine learning. For constant step-sized SGD, the iterates form a Markov chain on a general state space. Focusing on a class of…

Optimization and Control · Mathematics 2025-03-26 David Shirokoff , Philip Zaleski

Stochastic gradient descent (SGD) is a premium optimization method for training neural networks, especially for learning objectively defined labels such as image objects and events. When a neural network is instead faced with subjectively…

Neural and Evolutionary Computing · Computer Science 2022-04-15 Kosmas Pinitas , Konstantinos Makantasis , Antonios Liapis , Georgios N. Yannakakis

Adaptive gradient methods, such as AdaGrad, are among the most successful optimization algorithms for neural network training. While these methods are known to achieve better dimensional dependence than stochastic gradient descent (SGD) for…

Optimization and Control · Mathematics 2025-06-09 Ruichen Jiang , Devyani Maladkar , Aryan Mokhtari

Stochastic Gradient Descent (SGD) methods see many uses in optimization problems. Modifications to the algorithm, such as momentum-based SGD methods have been known to produce better results in certain cases. Much of this, however, is due…

Machine Learning · Computer Science 2025-04-22 Eric Lu

Stochastic gradient descent updates parameters with summation gradient computed from a random data batch. This summation will lead to unbalanced training process if the data we obtained is unbalanced. To address this issue, this paper takes…

Machine Learning · Computer Science 2019-05-22 Tao Yi , Xingxuan Wang

Predicting protein secondary structure is a fundamental problem in protein structure prediction. Here we present a new supervised generative stochastic network (GSN) based method to predict local secondary structure with deep hierarchical…

Quantitative Methods · Quantitative Biology 2014-03-07 Jian Zhou , Olga G. Troyanskaya

In the last decade, deep learning has become a major component of artificial intelligence. The workhorse of deep learning is the optimization of loss functions by stochastic gradient descent (SGD). Traditionally in deep learning, neural…

Machine Learning · Computer Science 2021-04-27 Benjamin Scellier

In Theory IIb we characterize with a mix of theory and experiments the optimization of deep convolutional networks by Stochastic Gradient Descent. The main new result in this paper is theoretical and experimental evidence for the following…

Machine Learning · Computer Science 2018-01-09 Chiyuan Zhang , Qianli Liao , Alexander Rakhlin , Brando Miranda , Noah Golowich , Tomaso Poggio

A central challenge in Bayesian inference is efficiently approximating posterior distributions. Stein Variational Gradient Descent (SVGD) is a popular variational inference method which transports a set of particles to approximate a target…

Machine Learning · Statistics 2025-12-05 Moritz Melcher , Simon Weissmann , Ashia C. Wilson , Jakob Zech

While stochastic gradient descent (SGD) is still the \emph{de facto} algorithm in deep learning, adaptive methods like Clipped SGD/Adam have been observed to outperform SGD across important tasks, such as attention models. The settings…

Optimization and Control · Mathematics 2020-10-26 Jingzhao Zhang , Sai Praneeth Karimireddy , Andreas Veit , Seungyeon Kim , Sashank J Reddi , Sanjiv Kumar , Suvrit Sra

Stochastic gradient descent (SGD) and its variants enable modern artificial intelligence. However, theoretical understanding lags far behind their empirical success. It is widely believed that SGD has a curious ability to avoid sharp local…

Machine Learning · Computer Science 2025-10-27 Xingyu Wang , Chang-Han Rhee

Graph neural networks (GNNs) model nonlinear representations in graph data with applications in distributed agent coordination, control, and planning among others. Current GNN architectures assume ideal scenarios and ignore link…

Signal Processing · Electrical Eng. & Systems 2021-09-01 Zhan Gao , Elvin Isufi , Alejandro Ribeiro

When training neural networks, it has been widely observed that a large step size is essential in stochastic gradient descent (SGD) for obtaining superior models. However, the effect of large step sizes on the success of SGD is not well…

Machine Learning · Computer Science 2023-02-17 Amirkeivan Mohtashami , Martin Jaggi , Sebastian Stich

Classically, ML models trained with stochastic gradient descent (SGD) are designed to minimize the average loss per example and use a distribution of training examples that remains {\em static} in the course of training. Research in recent…

Machine Learning · Computer Science 2020-06-02 Eliav Buchnik , Edith Cohen

Multi-layer neural networks are among the most powerful models in machine learning, yet the fundamental reasons for this success defy mathematical understanding. Learning a neural network requires to optimize a non-convex high-dimensional…

Machine Learning · Statistics 2022-06-08 Song Mei , Andrea Montanari , Phan-Minh Nguyen

Minimizing non-convex and high-dimensional objective functions is challenging, especially when training modern deep neural networks. In this paper, a novel approach is proposed which divides the training process into two consecutive phases…

Machine Learning · Computer Science 2017-10-11 Nanyang Ye , Zhanxing Zhu , Rafal K. Mantiuk

We present preconditioned stochastic gradient descent (SGD) algorithms for the $\ell_1$ minimization problem $\min_{x}\|A x - b\|_1$ in the overdetermined case, where there are far more constraints than variables. Specifically, we have $A…

Data Structures and Algorithms · Computer Science 2018-06-04 David Durfee , Kevin A. Lai , Saurabh Sawlani

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

Layer-wise preconditioning methods are a family of memory-efficient optimization algorithms that introduce preconditioners per axis of each layer's weight tensors. These methods have seen a recent resurgence, demonstrating impressive…

Machine Learning · Computer Science 2025-02-05 Thomas T. Zhang , Behrad Moniri , Ansh Nagwekar , Faraz Rahman , Anton Xue , Hamed Hassani , Nikolai Matni

Human beings can quickly adapt to environmental changes by leveraging learning experience. However, adapting deep neural networks to dynamic environments by machine learning algorithms remains a challenge. To better understand this issue,…

Computer Vision and Pattern Recognition · Computer Science 2021-03-24 Shixiang Tang , Peng Su , Dapeng Chen , Wanli Ouyang
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