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Natural gradient descent (NGD) is a powerful optimization technique for machine learning, but the computational complexity of the inverse Fisher information matrix limits its application in training deep neural networks. To overcome this…

Machine Learning · Computer Science 2024-12-11 Weihua Liu , Said Boumaraf , Jianwu Li , Chaochao Lin , Xiabi Liu , Lijuan Niu , Naoufel Werghi

Stochastic Gradient Descent (SGD) is arguably the most popular of the machine learning methods applied to training deep neural networks (DNN) today. It has recently been demonstrated that SGD can be statistically biased so that certain…

Machine Learning · Computer Science 2015-09-21 Andrew J. R. Simpson

Compressed Stochastic Gradient Descent (SGD) algorithms have been recently proposed to address the communication bottleneck in distributed and decentralized optimization problems, such as those that arise in federated machine learning.…

Machine Learning · Statistics 2022-07-21 Adarsh M. Subramaniam , Akshayaa Magesh , Venugopal V. Veeravalli

The learning rate is an important tuning parameter for stochastic gradient descent (SGD) and can greatly influence its performance. However, appropriate selection of a learning rate schedule across all iterations typically requires a…

Machine Learning · Computer Science 2025-05-29 Nikola Surjanovic , Alexandre Bouchard-Côté , Trevor Campbell

The performance of stochastic gradient descent (SGD) depends critically on how learning rates are tuned and decreased over time. We propose a method to automatically adjust multiple learning rates so as to minimize the expected error at any…

Machine Learning · Statistics 2013-02-19 Tom Schaul , Sixin Zhang , Yann LeCun

Several variants of stochastic gradient descent (SGD) have been proposed to improve the learning effectiveness and efficiency when training deep neural networks, among which some recent influential attempts would like to adaptively control…

Machine Learning · Computer Science 2020-10-22 Jie Liu , Chen Lin , Chuming Li , Lu Sheng , Ming Sun , Junjie Yan , Wanli Ouyang

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…

We propose a stochastic optimization method for minimizing loss functions, expressed as an expected value, that adaptively controls the batch size used in the computation of gradient approximations and the step size used to move along such…

Machine Learning · Computer Science 2020-03-04 Achraf Bahamou , Donald Goldfarb

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

The stochastic gradient descent (SGD) optimization algorithm plays a central role in a series of machine learning applications. The scientific literature provides a vast amount of upper error bounds for the SGD method. Much less attention…

Numerical Analysis · Mathematics 2020-10-05 Arnulf Jentzen , Philippe von Wurstemberger

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

Deep neural networks (DNNs) have achieved remarkable success in computer vision; however, training DNNs for satisfactory performance remains challenging and suffers from sensitivity to empirical selections of an optimization algorithm for…

Computer Vision and Pattern Recognition · Computer Science 2020-12-22 Haichao Zhang , Kuangrong Hao , Lei Gao , Bing Wei , Xuesong Tang

Momentum based stochastic gradient methods such as heavy ball (HB) and Nesterov's accelerated gradient descent (NAG) method are widely used in practice for training deep networks and other supervised learning models, as they often provide…

Machine Learning · Computer Science 2018-08-02 Rahul Kidambi , Praneeth Netrapalli , Prateek Jain , Sham M. Kakade

Stochastic gradient descent (SGD) is a popular algorithm for optimization problems arising in high-dimensional inference tasks. Here one produces an estimator of an unknown parameter from independent samples of data by iteratively…

Machine Learning · Statistics 2023-06-23 Gerard Ben Arous , Reza Gheissari , Aukosh Jagannath

First-order methods like stochastic gradient descent(SGD) are recently the popular optimization method to train deep neural networks (DNNs), but second-order methods are scarcely used because of the overpriced computing cost in getting the…

Machine Learning · Computer Science 2021-04-01 Jingcheng Zhou , Wei Wei , Zhiming Zheng

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

Stochastic Gradient Descent (SGD) is a workhorse in machine learning, yet its slow convergence can be a computational bottleneck. Variance reduction techniques such as SAG, SVRG and SAGA have been proposed to overcome this weakness,…

Machine Learning · Computer Science 2016-02-29 Thomas Hofmann , Aurelien Lucchi , Simon Lacoste-Julien , Brian McWilliams

Neural networks are usually trained by some form of stochastic gradient descent (SGD)). A number of strategies are in common use intended to improve SGD optimization, such as learning rate schedules, momentum, and batching. These are…

Neural and Evolutionary Computing · Computer Science 2015-08-13 Thomas M. Breuel

We introduce a novel algorithm for gradient-based optimization of stochastic objective functions. The method may be seen as a variant of SGD with momentum equipped with an adaptive learning rate automatically adjusted by an 'energy'…

Optimization and Control · Mathematics 2022-03-24 Hailiang Liu , Xuping Tian

Stochastic Gradient Descent (SGD) methods are prominent for training machine learning and deep learning models. The performance of these techniques depends on their hyperparameter tuning over time and varies for different models and…

Machine Learning · Statistics 2019-08-22 Tomer Lancewicki , Selcuk Kopru