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Regularization is a widely recognized technique in mathematical optimization. It can be used to smooth out objective functions, refine the feasible solution set, or prevent overfitting in machine learning models. Due to its simplicity and…

Optimization and Control · Mathematics 2024-12-31 Filip Nikolovski , Irena Stojkovska , Katerina Hadzi-Velkova Saneva , Zoran Hadzi-Velkov

Stochastic gradient descent (SGD) has been the dominant optimization method for training deep neural networks due to its many desirable properties. One of the more remarkable and least understood quality of SGD is that it generalizes…

Machine Learning · Computer Science 2020-07-03 Erhan Bilal

The main aim of this paper is to provide an analysis of gradient descent (GD) algorithms with gradient errors that do not necessarily vanish, asymptotically. In particular, sufficient conditions are presented for both stability (almost sure…

Systems and Control · Computer Science 2017-09-19 Arunselvan Ramaswamy , Shalabh Bhatnagar

We present a family of algorithms, called descent algorithms, for optimizing convex and non-convex functions. We also introduce a new first-order algorithm, called rescaled gradient descent (RGD), and show that RGD achieves a faster…

Optimization and Control · Mathematics 2020-01-07 Ashia Wilson , Lester Mackey , Andre Wibisono

With the vigorous development of artificial intelligence technology, various engineering technology applications have been implemented one after another. The gradient descent method plays an important role in solving various optimization…

Machine Learning · Computer Science 2021-04-27 Jinhuan Duan , Xianxian Li , Shiqi Gao , Jinyan Wang , Zili Zhong

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…

It has been shown that gradient descent can yield the zero training loss in the over-parametrized regime (the width of the neural networks is much larger than the number of data points). In this work, combining the ideas of some existing…

Optimization and Control · Mathematics 2019-11-05 Lei Li

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

With the fast development of deep learning, it has become common to learn big neural networks using massive training data. Asynchronous Stochastic Gradient Descent (ASGD) is widely adopted to fulfill this task for its efficiency, which is,…

Machine Learning · Computer Science 2020-02-19 Shuxin Zheng , Qi Meng , Taifeng Wang , Wei Chen , Nenghai Yu , Zhi-Ming Ma , Tie-Yan Liu

In the last decade, deep learning has become a major component of artificial intelligence. The workhorse of deep learning is the optimization of loss functions by stochastic gradient descent (SGD). Traditionally in deep learning, neural…

Machine Learning · Computer Science 2021-04-27 Benjamin Scellier

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

Many supervised learning tasks have intrinsic symmetries, such as translational and rotational symmetry in image classifications. These symmetries can be exploited to enhance performance. We formulate the symmetry constraints into a concise…

Quantum Physics · Physics 2024-08-14 Kaiming Bian , Shitao Zhang , Fei Meng , Wen Zhang , Oscar Dahlsten

Gradient Descent (GD) and Conjugate Gradient (CG) methods are among the most effective iterative algorithms for solving unconstrained optimization problems, particularly in machine learning and statistical modeling, where they are employed…

Optimization and Control · Mathematics 2024-12-19 Xianqi Jiao , Jia Liu , Zhiping Chen

Stochastic gradient descent (SGD) provides a simple and efficient way to solve a broad range of machine learning problems. Here, we focus on distribution regression (DR), involving two stages of sampling: Firstly, we regress from…

Machine Learning · Statistics 2021-03-08 Nicole Mücke

Stochastic gradient descent (SGD), a widely used algorithm in deep-learning neural networks has attracted continuing studies for the theoretical principles behind its success. A recent work reports an anomaly (inverse) relation between the…

Adaptation and Self-Organizing Systems · Physics 2023-08-16 Xia Xiong , Yong-Cong Chen , Chunxiao Shi , Ping Ao

Stochastic gradient descent (SGD) is the optimization algorithm of choice in many machine learning applications such as regularized empirical risk minimization and training deep neural networks. The classical convergence analysis of SGD is…

Optimization and Control · Mathematics 2018-07-10 Lam M. Nguyen , Phuong Ha Nguyen , Marten van Dijk , Peter Richtárik , Katya Scheinberg , Martin Takáč

First-order methods such as stochastic gradient descent (SGD) are currently the standard algorithm for training deep neural networks. Second-order methods, despite their better convergence rate, are rarely used in practice due to the…

Machine Learning · Computer Science 2019-09-26 Tianle Cai , Ruiqi Gao , Jikai Hou , Siyu Chen , Dong Wang , Di He , Zhihua Zhang , Liwei Wang

A main puzzle of deep networks revolves around the absence of overfitting despite large overparametrization and despite the large capacity demonstrated by zero training error on randomly labeled data. In this note, we show that the dynamics…

The state-of-the-art deep learning algorithms rely on distributed training systems to tackle the increasing sizes of models and training data sets. Minibatch stochastic gradient descent (SGD) algorithm requires workers to halt forward/back…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-06-02 Qinggang Zhou , Yawen Zhang , Pengcheng Li , Xiaoyong Liu , Jun Yang , Runsheng Wang , Ru Huang

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
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