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Stochastic gradient descent (SGD) with stochastic momentum is popular in nonconvex stochastic optimization and particularly for the training of deep neural networks. In standard SGD, parameters are updated by improving along the path of the…

Machine Learning · Computer Science 2021-06-08 Jun-Kun Wang , Chi-Heng Lin , Jacob Abernethy

Stochastic gradient descent (SGD) is the main approach for training deep networks: it moves towards the optimum of the cost function by iteratively updating the parameters of a model in the direction of the gradient of the loss evaluated on…

Machine Learning · Computer Science 2021-03-30 Loris Nanni , Gianluca Maguolo , Alessandra Lumini

Neural network optimization remains one of the most consequential yet poorly understood challenges in modern AI research, where improvements in training algorithms can lead to enhanced feature learning in foundation models,…

Machine Learning · Computer Science 2025-12-23 Ansh Nagwekar

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

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 descent (SGD) with constant momentum and its variants such as Adam are the optimization algorithms of choice for training deep neural networks (DNNs). Since DNN training is incredibly computationally expensive, there is…

Machine Learning · Computer Science 2020-04-28 Bao Wang , Tan M. Nguyen , Andrea L. Bertozzi , Richard G. Baraniuk , Stanley J. Osher

In this paper, we consider a general stochastic optimization problem which is often at the core of supervised learning, such as deep learning and linear classification. We consider a standard stochastic gradient descent (SGD) method with a…

Machine Learning · Statistics 2018-12-27 Lam M. Nguyen , Nam H. Nguyen , Dzung T. Phan , Jayant R. Kalagnanam , Katya Scheinberg

Stochastic Gradient Descent (SGD) has proven to be remarkably effective in optimizing deep neural networks that employ ever-larger numbers of parameters. Yet, improving the efficiency of large-scale optimization remains a vital and highly…

Machine Learning · Computer Science 2020-11-11 Frithjof Gressmann , Zach Eaton-Rosen , Carlo Luschi

Stochastic gradient descent (SGD) is a widely used algorithm in machine learning, particularly for neural network training. Recent studies on SGD for canonical quadratic optimization or linear regression show it attains well generalization…

Machine Learning · Computer Science 2024-09-17 Haihan Zhang , Yuanshi Liu , Qianwen Chen , Cong Fang

Training deep neural network is a high dimensional and a highly non-convex optimization problem. Stochastic gradient descent (SGD) algorithm and it's variations are the current state-of-the-art solvers for this task. However, due to…

Machine Learning · Computer Science 2017-01-17 Xi He , Dheevatsa Mudigere , Mikhail Smelyanskiy , Martin Takáč

Stochastic Gradient Descent (SGD) is a fundamental algorithm in machine learning, representing the optimization backbone for training several classic models, from regression to neural networks. Given the recent practical focus on…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-06-25 Dan Alistarh , Christopher De Sa , Nikola Konstantinov

State-of-the-art training algorithms for deep learning models are based on stochastic gradient descent (SGD). Recently, many variations have been explored: perturbing parameters for better accuracy (such as in Extragradient), limiting SGD…

Machine Learning · Computer Science 2022-03-23 Amirkeivan Mohtashami , Martin Jaggi , Sebastian U. Stich

Deep neural networks have been shown to achieve state-of-the-art performance in several machine learning tasks. Stochastic Gradient Descent (SGD) is the preferred optimization algorithm for training these networks and asynchronous SGD…

Machine Learning · Computer Science 2016-04-06 Wei Zhang , Suyog Gupta , Xiangru Lian , Ji Liu

Stochastic gradient descent (\textsc{Sgd}) methods are the most powerful optimization tools in training machine learning and deep learning models. Moreover, acceleration (a.k.a. momentum) methods and diagonal scaling (a.k.a. adaptive…

Machine Learning · Statistics 2018-10-02 Qi Deng , Yi Cheng , Guanghui Lan

Gradient descent algorithm is the most utilized method when optimizing machine learning issues. However, there exists many local minimums and saddle points in the loss function, especially for high dimensional non-convex optimization…

Machine Learning · Computer Science 2021-07-19 Zhicheng Cai

Stochastic gradient descent (SGD) holds as a classical method to build large scale machine learning models over big data. A stochastic gradient is typically calculated from a limited number of samples (known as mini-batch), so it…

Machine Learning · Computer Science 2016-01-14 Yadong Mu , Wei Liu , Wei Fan

Stochastic gradient descent~(SGD) and its variants have been the dominating optimization methods in machine learning. Compared to SGD with small-batch training, SGD with large-batch training can better utilize the computational power of…

Machine Learning · Statistics 2024-04-16 Shen-Yi Zhao , Chang-Wei Shi , Yin-Peng Xie , Wu-Jun Li

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, 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

Stochastic gradient descent (SGD) is a popular and efficient method with wide applications in training deep neural nets and other nonconvex models. While the behavior of SGD is well understood in the convex learning setting, the existing…

Machine Learning · Computer Science 2019-12-16 Yunwen Lei , Ting Hu , Guiying Li , Ke Tang
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