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Stochastic gradient descent (SGD) is central to deep learning, yet the dynamical origin of its preference for flatter, more generalizable solutions remains unclear. Here, by analyzing SGD learning dynamics, we identify a nonequilibrium…

Machine Learning · Computer Science 2026-01-19 Ning Yang , Yikuan Zhang , Qi Ouyang , Chao Tang , Yuhai Tu

We showcase important features of the dynamics of the Stochastic Gradient Descent (SGD) in the training of neural networks. We present empirical observations that commonly used large step sizes (i) lead the iterates to jump from one side of…

Machine Learning · Computer Science 2023-06-08 Maksym Andriushchenko , Aditya Varre , Loucas Pillaud-Vivien , Nicolas Flammarion

Stochastic gradient descent (SGD) is the optimization algorithm of choice in many machine learning applications such as regularized empirical risk minimization and training deep neural networks. The classical convergence analysis of SGD is…

Optimization and Control · Mathematics 2018-07-10 Lam M. Nguyen , Phuong Ha Nguyen , Marten van Dijk , Peter Richtárik , Katya Scheinberg , Martin Takáč

Stochastic Gradient Descent (SGD), a widely used optimization algorithm in deep learning, is often limited to converging to local optima due to the non-convex nature of the problem. Leveraging these local optima to improve model performance…

Machine Learning · Computer Science 2023-09-22 Hao Chen , Yusen Wu , Phuong Nguyen , Chao Liu , Yelena Yesha

This work is substituted by the paper in arXiv:2011.14066. Stochastic gradient descent is the de facto algorithm for training deep neural networks (DNNs). Despite its popularity, it still requires fine tuning in order to achieve its best…

Machine Learning · Statistics 2020-12-02 Vatsal Shah , Anastasios Kyrillidis , Sujay Sanghavi

In this paper we analyze the behaviour of the stochastic gradient descent (SGD), a widely used method in supervised learning for optimizing neural network weights via a minimization of non-convex loss functions. Since the pioneering work of…

Machine Learning · Computer Science 2025-05-13 Davide Barbieri , Matteo Bonforte , Peio Ibarrondo

The massive size of modern neural networks has motivated substantial recent interest in neural network quantization. We introduce Stochastic Markov Gradient Descent (SMGD), a discrete optimization method applicable to training quantized…

Machine Learning · Computer Science 2020-12-23 Jonathan Ashbrock , Alexander M. Powell

The Stochastic Gradient Langevin Dynamics (SGLD) are popularly used to approximate Bayesian posterior distributions in statistical learning procedures with large-scale data. As opposed to many usual Markov chain Monte Carlo (MCMC)…

Machine Learning · Statistics 2024-04-30 Kexin Jin , Chenguang Liu , Jonas Latz

The ability to train large-scale neural networks has resulted in state-of-the-art performance in many areas of computer vision. These results have largely come from computational break throughs of two forms: model parallelism, e.g. GPU…

Computer Vision and Pattern Recognition · Computer Science 2013-12-24 Thomas Paine , Hailin Jin , Jianchao Yang , Zhe Lin , Thomas Huang

Previous works on stochastic gradient descent (SGD) often focus on its success. In this work, we construct worst-case optimization problems illustrating that, when not in the regimes that the previous works often assume, SGD can exhibit…

Machine Learning · Computer Science 2023-05-30 Liu Ziyin , Botao Li , James B. Simon , Masahito Ueda

We consider a variant of the stochastic gradient descent (SGD) with a random learning rate and reveal its convergence properties. SGD is a widely used stochastic optimization algorithm in machine learning, especially deep learning. Numerous…

Machine Learning · Statistics 2025-09-09 Naoki Yoshida , Shogo Nakakita , Masaaki Imaizumi

We study the convergence of gradient descent (GD) and stochastic gradient descent (SGD) for training $L$-hidden-layer linear residual networks (ResNets). We prove that for training deep residual networks with certain linear transformations…

Machine Learning · Computer Science 2020-03-03 Difan Zou , Philip M. Long , Quanquan Gu

There has been a recent surge of interest in understanding the convergence of gradient descent (GD) and stochastic gradient descent (SGD) in overparameterized neural networks. Most previous works assume that the training data is provided a…

Machine Learning · Statistics 2021-05-04 Jiaming Xu , Hanjing Zhu

Stochastic Gradient Descent with a constant learning rate (constant SGD) simulates a Markov chain with a stationary distribution. With this perspective, we derive several new results. (1) We show that constant SGD can be used as an…

Machine Learning · Statistics 2018-01-23 Stephan Mandt , Matthew D. Hoffman , David M. Blei

Arguably the biggest challenge in applying neural networks is tuning the hyperparameters, in particular the learning rate. The sensitivity to the learning rate is due to the reliance on backpropagation to train the network. In this paper we…

Machine Learning · Statistics 2018-08-08 Francois Fagan , Garud Iyengar

In the era of large-scale neural network models, optimization algorithms often struggle with generalization due to an overreliance on training loss. One key insight widely accepted in the machine learning community is the idea that wide…

Machine Learning · Computer Science 2025-09-01 Bodu Gong , Gustavo Enrique Batista , Pierre Lafaye de Micheaux

We propose a new per-layer adaptive step-size procedure for stochastic first-order optimization methods for minimizing empirical loss functions in deep learning, eliminating the need for the user to tune the learning rate (LR). The proposed…

Machine Learning · Computer Science 2023-07-07 Achraf Bahamou , Donald Goldfarb

Stochastic gradient descent (SGD) is a promising method for solving large-scale inverse problems, due to its excellent scalability with respect to data size. In this work, we analyze a new data-driven regularized stochastic gradient descent…

Numerical Analysis · Mathematics 2024-09-30 Zehui Zhou

Stochastic Gradient Descent (SGD) and its momentum variants form the backbone of deep learning optimization, yet the underlying dynamics of their gradient behavior remain insufficiently understood. In this work, we reinterpret gradient…

Machine Learning · Computer Science 2026-03-09 Zhipeng Yao , Rui Yu , Guisong Chang , Ying Li , Yu Zhang , Dazhou Li

As the size of models and datasets grows, it has become increasingly common to train models in parallel. However, existing distributed stochastic gradient descent (SGD) algorithms suffer from insufficient utilization of computational…

Machine Learning · Computer Science 2023-08-30 Xin Zhou , Ling Chen , Houming Wu