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Adaptive gradient methods, which adopt historical gradient information to automatically adjust the learning rate, despite the nice property of fast convergence, have been observed to generalize worse than stochastic gradient descent (SGD)…

Machine Learning · Computer Science 2020-06-24 Jinghui Chen , Dongruo Zhou , Yiqi Tang , Ziyan Yang , Yuan Cao , Quanquan Gu

We study the problem of how to distribute the training of large-scale deep learning models in the parallel computing environment. We propose a new distributed stochastic optimization method called Elastic Averaging SGD (EASGD). We analyze…

Machine Learning · Computer Science 2016-05-10 Sixin Zhang

Momentum plays a crucial role in stochastic gradient-based optimization algorithms for accelerating or improving training deep neural networks (DNNs). In deep learning practice, the momentum is usually weighted by a well-calibrated…

Machine Learning · Computer Science 2020-12-04 Bao Wang , Qiang Ye

Existing asynchronous distributed optimization algorithms often use diminishing step-sizes that cause slow practical convergence, or fixed step-sizes that depend on an assumed upper bound of delays. Not only is such a delay bound hard to…

Optimization and Control · Mathematics 2023-08-24 Xuyang Wu , Changxin Liu , Sindri Magnusson , Mikael Johansson

SGD is the widely adopted method to train CNN. Conceptually it approximates the population with a randomly sampled batch; then it evenly trains batches by conducting a gradient update on every batch in an epoch. In this paper, we…

Machine Learning · Computer Science 2017-03-29 Linnan Wang , Yi Yang , Martin Renqiang Min , Srimat Chakradhar

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

Stochastic gradient descent (SGD) is a fundamental optimization algorithm widely used in modern machine learning. In this paper, we propose Factor-Augmented SGD (FSGD), a new optimization method that leverages latent factor representations…

Machine Learning · Statistics 2026-05-20 Shubo Li , Yuefeng Han , Xiufan Yu

We consider the setting where a master wants to run a distributed stochastic gradient descent (SGD) algorithm on $n$ workers, each having a subset of the data. Distributed SGD may suffer from the effect of stragglers, i.e., slow or…

Machine Learning · Computer Science 2022-08-08 Serge Kas Hanna , Rawad Bitar , Parimal Parag , Venkat Dasari , Salim El Rouayheb

Deep neural networks (DNN) are typically optimized using stochastic gradient descent (SGD). However, the estimation of the gradient using stochastic samples tends to be noisy and unreliable, resulting in large gradient variance and bad…

Machine Learning · Computer Science 2021-05-18 Xingyi Yang

Asynchronous methods are widely used in deep learning, but have limited theoretical justification when applied to non-convex problems. We show that running stochastic gradient descent (SGD) in an asynchronous manner can be viewed as adding…

Machine Learning · Statistics 2016-11-28 Ioannis Mitliagkas , Ce Zhang , Stefan Hadjis , Christopher Ré

Large-scale distributed optimization is of great importance in various applications. For data-parallel based distributed learning, the inter-node gradient communication often becomes the performance bottleneck. In this paper, we propose the…

Computer Vision and Pattern Recognition · Computer Science 2018-06-22 Jiaxiang Wu , Weidong Huang , Junzhou Huang , Tong Zhang

This paper develops a communication-efficient algorithm to solve the stochastic optimization problem defined over a distributed network, aiming at reducing the burdensome communication in applications such as distributed machine…

Machine Learning · Statistics 2020-01-06 Weiyu Li , Tianyi Chen , Liping Li , Zhaoxian Wu , Qing Ling

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) 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

Modern Automatic Speech Recognition (ASR) systems rely on distributed deep learning to for quick training completion. To enable efficient distributed training, it is imperative that the training algorithms can converge with a large…

Audio and Speech Processing · Electrical Eng. & Systems 2019-07-15 Wei Zhang , Xiaodong Cui , Ulrich Finkler , George Saon , Abdullah Kayi , Alper Buyuktosunoglu , Brian Kingsbury , David Kung , Michael Picheny

Stochastic gradient algorithms are the main focus of large-scale optimization problems and led to important successes in the recent advancement of the deep learning algorithms. The convergence of SGD depends on the careful choice of…

Machine Learning · Computer Science 2017-03-03 Caglar Gulcehre , Jose Sotelo , Marcin Moczulski , Yoshua Bengio

Adaptive gradient methods, especially Adam-type methods (such as Adam, AMSGrad, and AdaBound), have been proposed to speed up the training process with an element-wise scaling term on learning rates. However, they often generalize poorly…

Machine Learning · Computer Science 2021-07-20 Zhou Shao , Tong Lin

In this paper, we investigate a general class of stochastic gradient descent (SGD) algorithms, called Conditioned SGD, based on a preconditioning of the gradient direction. Using a discrete-time approach with martingale tools, we establish…

Statistics Theory · Mathematics 2023-10-17 Rémi Leluc , François Portier

This paper considers a general data-fitting problem over a networked system, in which many computing nodes are connected by an undirected graph. This kind of problem can find many real-world applications and has been studied extensively in…

Machine Learning · Computer Science 2017-04-14 Ying Zhang

Training time on large datasets for deep neural networks is the principal workflow bottleneck in a number of important applications of deep learning, such as object classification and detection in automatic driver assistance systems (ADAS).…

Machine Learning · Computer Science 2016-11-15 Peter H. Jin , Qiaochu Yuan , Forrest Iandola , Kurt Keutzer