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Sparsity regularized loss minimization problems play an important role in various fields including machine learning, data mining, and modern statistics. Proximal gradient descent method and coordinate descent method are the most popular…

Machine Learning · Computer Science 2023-11-13 Runxue Bao , Bin Gu , Heng Huang

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

In this paper, we develop a new algorithm, Annealed Skewed SGD - AskewSGD - for training deep neural networks (DNNs) with quantized weights. First, we formulate the training of quantized neural networks (QNNs) as a smoothed sequence of…

Machine Learning · Statistics 2022-12-21 Louis Leconte , Sholom Schechtman , Eric Moulines

Distributed optimization methods are actively researched by optimization community. Due to applications in distributed machine learning, modern research directions include stochastic objectives, reducing communication frequency, and…

Optimization and Control · Mathematics 2021-06-15 Trimbach Ekaterina , Rogozin Alexander

We address distributed learning problems, both nonconvex and convex, over undirected networks. In particular, we design a novel algorithm based on the distributed Alternating Direction Method of Multipliers (ADMM) to address the challenges…

Machine Learning · Computer Science 2026-03-23 Xiaoxing Ren , Nicola Bastianello , Karl H. Johansson , Thomas Parisini

Momentum method has been used extensively in optimizers for deep learning. Recent studies show that distributed training through K-step averaging has many nice properties. We propose a momentum method for such model averaging approaches. At…

Machine Learning · Computer Science 2021-10-05 Guojing Cong , Tianyi Liu

Learning in deep neural networks (DNNs) is implemented through minimizing a highly non-convex loss function, typically by a stochastic gradient descent (SGD) method. This learning process can effectively find good wide minima without being…

Machine Learning · Computer Science 2021-07-27 Guozhang Chen , Cheng Kevin Qu , Pulin Gong

Training a neural network (NN) typically relies on some type of curve-following method, such as gradient descent (GD) (and stochastic gradient descent (SGD)), ADADELTA, ADAM or limited memory algorithms. Convergence for these algorithms…

Machine Learning · Computer Science 2023-05-08 Michael A Kouritzin , Stephen Styles , Beatrice-Helen Vritsiou

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

The stochastic gradient descent (SGD) algorithm is the algorithm we use to train neural networks. However, it remains poorly understood how the SGD navigates the highly nonlinear and degenerate loss landscape of a neural network. In this…

Machine Learning · Computer Science 2025-06-13 Liu Ziyin , Hongchao Li , Masahito Ueda

Stochastic Gradient Decent (SGD) is one of the core techniques behind the success of deep neural networks. The gradient provides information on the direction in which a function has the steepest rate of change. The main problem with basic…

In distributed training of deep neural networks, parallel mini-batch SGD is widely used to speed up the training process by using multiple workers. It uses multiple workers to sample local stochastic gradient in parallel, aggregates all…

Optimization and Control · Mathematics 2018-11-19 Hao Yu , Sen Yang , Shenghuo Zhu

Stochastic gradient descent~(SGD) and its variants have become more and more popular in machine learning due to their efficiency and effectiveness. To handle large-scale problems, researchers have recently proposed several parallel SGD…

Machine Learning · Statistics 2015-08-25 Shen-Yi Zhao , Wu-Jun Li

Stochastic gradient algorithms have been the main focus of large-scale learning problems and they led to important successes in machine learning. The convergence of SGD depends on the careful choice of learning rate and the amount of the…

Machine Learning · Computer Science 2015-11-03 Caglar Gulcehre , Marcin Moczulski , Yoshua Bengio

Stochastic optimization lies at the heart of machine learning, and its cornerstone is stochastic gradient descent (SGD), a method introduced over 60 years ago. The last 8 years have seen an exciting new development: variance reduction (VR)…

Machine Learning · Computer Science 2020-10-05 Robert M. Gower , Mark Schmidt , Francis Bach , Peter Richtarik

Synchronous stochastic gradient descent (SGD) is the most common method used for distributed training of deep learning models. In this algorithm, each worker shares its local gradients with others and updates the parameters using the…

Machine Learning · Computer Science 2020-09-22 Negar Foroutan Eghlidi , Martin Jaggi

We develop the theory of Energy Conserving Descent (ECD) and introduce ECDSep, a gradient-based optimization algorithm able to tackle convex and non-convex optimization problems. The method is based on the novel ECD framework of…

Machine Learning · Computer Science 2023-06-02 G. Bruno De Luca , Alice Gatti , Eva Silverstein

Asynchronous momentum stochastic gradient descent algorithms (Async-MSGD) is one of the most popular algorithms in distributed machine learning. However, its convergence properties for these complicated nonconvex problems is still largely…

Machine Learning · Computer Science 2021-01-14 Tianyi Liu , Shiyang Li , Jianping Shi , Enlu Zhou , Tuo Zhao

A framework is introduced for solving a sequence of slowly changing optimization problems, including those arising in regression and classification applications, using optimization algorithms such as stochastic gradient descent (SGD). The…

Machine Learning · Computer Science 2015-09-25 Craig Wilson , Venugopal V. Veeravalli

Most parallel neural network training methods assume homogeneous computing resources. For example, synchronous data-parallel SGD suffers from significant synchronization overhead under heterogeneous workloads, often forcing practitioners to…

Machine Learning · Computer Science 2026-02-24 Jihyun Lim , Junhyuk Jo , Chanhyeok Ko , Young Min Go , Jimin Hwa , Sunwoo Lee