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Stochastic gradient descent (SGD) and its variants have established themselves as the go-to algorithms for large-scale machine learning problems with independent samples due to their generalization performance and intrinsic computational…

Machine Learning · Statistics 2025-08-25 Hao Chen , Lili Zheng , Raed Al Kontar , Garvesh Raskutti

Gradient quantization is an emerging technique in reducing communication costs in distributed learning. Existing gradient quantization algorithms often rely on engineering heuristics or empirical observations, lacking a systematic approach…

Machine Learning · Computer Science 2021-08-02 Guangfeng Yan , Shao-Lun Huang , Tian Lan , Linqi Song

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

Due to the massive size of the neural network models and training datasets used in machine learning today, it is imperative to distribute stochastic gradient descent (SGD) by splitting up tasks such as gradient evaluation across multiple…

Machine Learning · Computer Science 2020-03-13 Xiaoxi Zhang , Jianyu Wang , Gauri Joshi , Carlee Joe-Wong

It has long been argued that minibatch stochastic gradient descent can generalize better than large batch gradient descent in deep neural networks. However recent papers have questioned this claim, arguing that this effect is simply a…

Machine Learning · Computer Science 2020-06-29 Samuel L. Smith , Erich Elsen , Soham De

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) is central to simulation optimization, stochastic programming, and online M-estimation, where sampling effort is a decision variable. We study the mini-batch gradient noise as a sampling-design object.…

Machine Learning · Statistics 2026-04-16 Daniel Zantedeschi , Kumar Muthuraman

Large-batch stochastic gradient descent (SGD) is widely used for training in distributed deep learning because of its training-time efficiency, however, extremely large-batch SGD leads to poor generalization and easily converges to sharp…

Machine Learning · Computer Science 2019-06-27 Kosuke Haruki , Taiji Suzuki , Yohei Hamakawa , Takeshi Toda , Ryuji Sakai , Masahiro Ozawa , Mitsuhiro Kimura

SOTA decentralized SGD algorithms can overcome the bandwidth bottleneck at the parameter server by using communication collectives like Ring All-Reduce for synchronization. While the parameter updates in distributed SGD may happen…

Machine Learning · Computer Science 2022-11-10 Haoze He , Parijat Dube

Recent developments on large-scale distributed machine learning applications, e.g., deep neural networks, benefit enormously from the advances in distributed non-convex optimization techniques, e.g., distributed Stochastic Gradient Descent…

Optimization and Control · Mathematics 2019-05-13 Hao Yu , Rong Jin , Sen Yang

We propose a general yet simple theorem describing the convergence of SGD under the arbitrary sampling paradigm. Our theorem describes the convergence of an infinite array of variants of SGD, each of which is associated with a specific…

Machine Learning · Computer Science 2021-02-22 Robert Mansel Gower , Nicolas Loizou , Xun Qian , Alibek Sailanbayev , Egor Shulgin , Peter Richtarik

We consider the stochastic gradient descent (SGD) algorithm driven by a general stochastic sequence, including i.i.d noise and random walk on an arbitrary graph, among others; and analyze it in the asymptotic sense. Specifically, we employ…

Machine Learning · Computer Science 2022-09-16 Jie Hu , Vishwaraj Doshi , Do Young Eun

Stochastic Gradient Descent (SGD) is the workhorse algorithm of deep learning technology. At each step of the training phase, a mini batch of samples is drawn from the training dataset and the weights of the neural network are adjusted…

Disordered Systems and Neural Networks · Physics 2022-09-07 Francesca Mignacco , Pierfrancesco Urbani

We study a distributed consensus-based stochastic gradient descent (SGD) algorithm and show that the rate of convergence involves the spectral properties of two matrices: the standard spectral gap of a weight matrix from the network…

Optimization and Control · Mathematics 2016-09-02 Avleen S. Bijral , Anand D. Sarwate , Nathan Srebro

The gradient noise of SGD is considered to play a central role in the observed strong generalization abilities of deep learning. While past studies confirm that the magnitude and the covariance structure of gradient noise are critical for…

Machine Learning · Computer Science 2020-06-22 Jingfeng Wu , Wenqing Hu , Haoyi Xiong , Jun Huan , Vladimir Braverman , Zhanxing Zhu

Most deep learning models are based on deep neural networks with multiple layers between input and output. The parameters defining these layers are initialized using random values and are "learned" from data, typically using stochastic…

Machine Learning · Computer Science 2019-03-05 Prakash Mohan , Marc T. Henry de Frahan , Ryan King , Ray W. Grout

Stochastic gradient descent (SGD) is a cornerstone algorithm for high-dimensional optimization, renowned for its empirical successes. Recent theoretical advances have provided a deep understanding of how SGD enables feature learning in…

Machine Learning · Statistics 2026-02-23 Nived Rajaraman , Yanjun Han

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

Asynchronous stochastic gradient descent (ASGD) is a standard way to exploit heterogeneous compute resources in distributed learning: instead of forcing fast workers to wait for slow ones, the server updates the model whenever a gradient…

Machine Learning · Computer Science 2026-05-14 Ammar Mahran , Artavazd Maranjyan , Peter Richtárik

Stochastic distributed optimization methods that solve an optimization problem over a multi-agent network have played an important role in a variety of large-scale signal processing and machine leaning applications. Among the existing…

Optimization and Control · Mathematics 2023-02-06 Songyang Ge , Tsung-Hui Chang
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