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Stochastic gradient descent is a canonical tool for addressing stochastic optimization problems, and forms the bedrock of modern machine learning and statistics. In this work, we seek to balance the fact that attenuating step-size is…

Signal Processing · Electrical Eng. & Systems 2020-07-10 Zhan Gao , Alec Koppel , Alejandro Ribeiro

Gradient dynamics play a central role in determining the stability and generalization of deep neural networks. In this work, we provide an empirical analysis of how variance and standard deviation of gradients evolve during training,…

Machine Learning · Computer Science 2025-09-09 Vincent-Daniel Yun

Many modern learning tasks involve fitting nonlinear models to data which are trained in an overparameterized regime where the parameters of the model exceed the size of the training dataset. Due to this overparameterization, the training…

Machine Learning · Computer Science 2018-12-27 Samet Oymak , Mahdi Soltanolkotabi

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

We propose a method for efficiently incorporating constraints into a stochastic gradient Langevin framework for the training of deep neural networks. Constraints allow direct control of the parameter space of the model. Appropriately…

Machine Learning · Computer Science 2021-06-22 Benedict Leimkuhler , Timothée Pouchon , Tiffany Vlaar , Amos Storkey

We define a second-order neural network stochastic gradient training algorithm whose block-diagonal structure effectively amounts to normalizing the unit activations. Investigating why this algorithm lacks in robustness then reveals two…

Machine Learning · Computer Science 2017-05-29 Jean Lafond , Nicolas Vasilache , Léon Bottou

Neural networks, a central tool in machine learning, have demonstrated remarkable, high fidelity performance on image recognition and classification tasks. These successes evince an ability to accurately represent high dimensional…

Machine Learning · Statistics 2023-02-08 Grant M. Rotskoff , Eric Vanden-Eijnden

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

Machine learning models trained with \emph{stochastic} gradient descent (SGD) can generalize better than those trained with deterministic gradient descent (GD). In this work, we study SGD's impact on generalization through the lens of the…

Machine Learning · Computer Science 2025-12-09 Hongjian Lan , Yucong Liu , Florian Schäfer

We propose a new variant of AMSGrad, a popular adaptive gradient based optimization algorithm widely used for training deep neural networks. Our algorithm adds prior knowledge about the sequence of consecutive mini-batch gradients and…

Machine Learning · Statistics 2020-11-04 Jun-Kun Wang , Xiaoyun Li , Belhal Karimi , Ping Li

Although stochastic gradient descent (SGD) method and its variants (e.g., stochastic momentum methods, AdaGrad) are the choice of algorithms for solving non-convex problems (especially deep learning), there still remain big gaps between the…

Optimization and Control · Mathematics 2019-03-07 Zaiyi Chen , Zhuoning Yuan , Jinfeng Yi , Bowen Zhou , Enhong Chen , Tianbao Yang

We employ constraints to control the parameter space of deep neural networks throughout training. The use of customized, appropriately designed constraints can reduce the vanishing/exploding gradients problem, improve smoothness of…

Machine Learning · Computer Science 2021-06-22 Benedict Leimkuhler , Tiffany Vlaar , Timothée Pouchon , Amos Storkey

Classical stochastic gradient methods for optimization rely on noisy gradient approximations that become progressively less accurate as iterates approach a solution. The large noise and small signal in the resulting gradients makes it…

Machine Learning · Computer Science 2017-04-10 Soham De , Abhay Yadav , David Jacobs , Tom Goldstein

In this paper, we aim at providing an introduction to the gradient descent based optimization algorithms for learning deep neural network models. Deep learning models involving multiple nonlinear projection layers are very challenging to…

Machine Learning · Computer Science 2019-03-12 Jiawei Zhang

The article examines in some detail the convergence rate and mean-square-error performance of momentum stochastic gradient methods in the constant step-size and slow adaptation regime. The results establish that momentum methods are…

Optimization and Control · Mathematics 2016-10-13 Kun Yuan , Bicheng Ying , Ali H. Sayed

In order to extract the best possible performance from asynchronous stochastic gradient descent one must increase the mini-batch size and scale the learning rate accordingly. In order to achieve further speedup we introduce a technique that…

Computation and Language · Computer Science 2018-09-17 Nikolay Bogoychev , Marcin Junczys-Dowmunt , Kenneth Heafield , Alham Fikri Aji

The plain stochastic gradient descent and momentum stochastic gradient descent have extremely wide applications in deep learning due to their simple settings and low computational complexity. The momentum stochastic gradient descent uses…

Machine Learning · Computer Science 2021-06-15 Kun Zeng , Jinlan Liu , Zhixia Jiang , Dongpo Xu

The optimization problem behind neural networks is highly non-convex. Training with stochastic gradient descent and variants requires careful parameter tuning and provides no guarantee to achieve the global optimum. In contrast we show…

Machine Learning · Computer Science 2016-10-31 Antoine Gautier , Quynh Nguyen , Matthias Hein

Inverse problems for accelerated MRI typically incorporate domain-specific knowledge about the forward encoding operator in a regularized reconstruction framework. Recently physics-driven deep learning (DL) methods have been proposed to use…

Image and Video Processing · Electrical Eng. & Systems 2020-07-09 Seyed Amir Hossein Hosseini , Burhaneddin Yaman , Steen Moeller , Mingyi Hong , Mehmet Akçakaya

Natural gradient descent is a principled method for adapting the parameters of a statistical model on-line using an underlying Riemannian parameter space to redefine the direction of steepest descent. The algorithm is examined via methods…

Disordered Systems and Neural Networks · Physics 2009-10-31 Magnus Rattray , David Saad