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When training neural networks, it has been widely observed that a large step size is essential in stochastic gradient descent (SGD) for obtaining superior models. However, the effect of large step sizes on the success of SGD is not well…

Machine Learning · Computer Science 2023-02-17 Amirkeivan Mohtashami , Martin Jaggi , Sebastian Stich

Mini-batch stochastic gradient descent and variants thereof have become standard for large-scale empirical risk minimization like the training of neural networks. These methods are usually used with a constant batch size chosen by simple…

Machine Learning · Computer Science 2017-06-29 Lukas Balles , Javier Romero , Philipp Hennig

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

Learning rate decay (lrDecay) is a \emph{de facto} technique for training modern neural networks. It starts with a large learning rate and then decays it multiple times. It is empirically observed to help both optimization and…

Machine Learning · Computer Science 2019-09-27 Kaichao You , Mingsheng Long , Jianmin Wang , Michael I. Jordan

We investigate the dynamical and convergent properties of stochastic gradient descent (SGD) applied to Deep Neural Networks (DNNs). Characterizing the relation between learning rate, batch size and the properties of the final minima, such…

Machine Learning · Computer Science 2018-09-14 Stanisław Jastrzębski , Zachary Kenton , Devansh Arpit , Nicolas Ballas , Asja Fischer , Yoshua Bengio , Amos Storkey

In the usual deep neural network optimization process, the learning rate is the most important hyper parameter, which greatly affects the final convergence effect. The purpose of learning rate is to control the stepsize and gradually reduce…

Machine Learning · Computer Science 2019-05-02 Jiakai Wei

We study the impact of the batch size $n_b$ on the iteration time $T$ of training two-layer neural networks with one-pass stochastic gradient descent (SGD) on multi-index target functions of isotropic covariates. We characterize the optimal…

Machine Learning · Statistics 2024-09-06 Luca Arnaboldi , Yatin Dandi , Florent Krzakala , Bruno Loureiro , Luca Pesce , Ludovic Stephan

The performance of stochastic gradient descent (SGD), which is the simplest first-order optimizer for training deep neural networks, depends on not only the learning rate but also the batch size. They both affect the number of iterations…

Machine Learning · Statistics 2024-02-26 Kento Imaizumi , Hideaki Iiduka

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

Why do neural networks trained with large learning rates for a longer time often lead to better generalization? In this paper, we delve into this question by examining the relation between training and testing loss in neural networks.…

Machine Learning · Computer Science 2024-01-23 Yinuo Ren , Chao Ma , Lexing Ying

It has been experimentally observed that the efficiency of distributed training with stochastic gradient (SGD) depends decisively on the batch size and -- in asynchronous implementations -- on the gradient staleness. Especially, it has been…

Machine Learning · Computer Science 2021-03-04 Sebastian U. Stich , Amirkeivan Mohtashami , Martin Jaggi

We introduce a general method for improving the convergence rate of gradient-based optimizers that is easy to implement and works well in practice. We demonstrate the effectiveness of the method in a range of optimization problems by…

Machine Learning · Computer Science 2018-08-23 Atilim Gunes Baydin , Robert Cornish , David Martinez Rubio , Mark Schmidt , Frank Wood

Momentum is known to accelerate the convergence of gradient descent in strongly convex settings without stochastic gradient noise. In stochastic optimization, such as training neural networks, folklore suggests that momentum may help deep…

Machine Learning · Computer Science 2024-04-17 Runzhe Wang , Sadhika Malladi , Tianhao Wang , Kaifeng Lyu , Zhiyuan Li

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

Large-scale distributed training of deep neural networks results in models with worse generalization performance as a result of the increase in the effective mini-batch size. Previous approaches attempt to address this problem by varying…

Machine Learning · Computer Science 2020-02-17 Kazuki Osawa , Yohei Tsuji , Yuichiro Ueno , Akira Naruse , Chuan-Sheng Foo , Rio Yokota

Training a neural network (NN) typically relies on some type of curve-following method, such as gradient descent (GD) (and stochastic gradient descent (SGD)), ADADELTA, ADAM or limited memory algorithms. Convergence for these algorithms…

Machine Learning · Computer Science 2023-05-08 Michael A Kouritzin , Stephen Styles , Beatrice-Helen Vritsiou

For many machine learning problems, data is abundant and it may be prohibitive to make multiple passes through the full training set. In this context, we investigate strategies for dynamically increasing the effective sample size, when…

Machine Learning · Computer Science 2016-10-10 Hadi Daneshmand , Aurelien Lucchi , Thomas Hofmann

Stochastic Gradient Descent (SGD) and its variants are almost universally used to train neural networks and to fit a variety of other parametric models. An important hyperparameter in this context is the batch size, which determines how…

Optimization and Control · Mathematics 2023-12-05 Stefan Perko

With an increasing demand for training powers for deep learning algorithms and the rapid growth of computation resources in data centers, it is desirable to dynamically schedule different distributed deep learning tasks to maximize resource…

Machine Learning · Computer Science 2019-05-03 Haibin Lin , Hang Zhang , Yifei Ma , Tong He , Zhi Zhang , Sheng Zha , Mu Li

Self-paced learning and hard example mining re-weight training instances to improve learning accuracy. This paper presents two improved alternatives based on lightweight estimates of sample uncertainty in stochastic gradient descent (SGD):…

Machine Learning · Statistics 2018-01-09 Haw-Shiuan Chang , Erik Learned-Miller , Andrew McCallum