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We address the application of stochastic optimization methods for the simultaneous control of parameter-dependent systems. In particular, we focus on the classical Stochastic Gradient Descent (SGD) approach of Robbins and Monro, and on the…

Optimization and Control · Mathematics 2023-02-08 Umberto Biccari , Ana Navarro-Quiles , Enrique Zuazua

The increasing scale of data propels the popularity of leveraging parallelism to speed up the optimization. Minibatch stochastic gradient descent (minibatch SGD) and local SGD are two popular methods for parallel optimization. The existing…

Machine Learning · Computer Science 2025-10-14 Yunwen Lei , Tao Sun , Mingrui Liu

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 consider the distributed learning problem with data dispersed across multiple workers under the orchestration of a central server. Asynchronous Stochastic Gradient Descent (SGD) has been widely explored in such a setting to reduce the…

Machine Learning · Computer Science 2024-05-28 Xiaolu Wang , Yuchang Sun , Hoi-To Wai , Jun Zhang

Stochastic gradient descent (\textsc{Sgd}) methods are the most powerful optimization tools in training machine learning and deep learning models. Moreover, acceleration (a.k.a. momentum) methods and diagonal scaling (a.k.a. adaptive…

Machine Learning · Statistics 2018-10-02 Qi Deng , Yi Cheng , Guanghui Lan

Most parallel neural network training methods assume homogeneous computing resources. For example, synchronous data-parallel SGD suffers from significant synchronization overhead under heterogeneous workloads, often forcing practitioners to…

Machine Learning · Computer Science 2026-02-24 Jihyun Lim , Junhyuk Jo , Chanhyeok Ko , Young Min Go , Jimin Hwa , Sunwoo Lee

Stochastic gradient descent (SGD) is a powerful optimization technique that is particularly useful in online learning scenarios. Its convergence analysis is relatively well understood under the assumption that the data samples are…

Machine Learning · Computer Science 2024-10-03 Ethan Che , Jing Dong , Xin T. Tong

Stochastic gradient descent~(SGD) and its variants have been the dominating optimization methods in machine learning. Compared to SGD with small-batch training, SGD with large-batch training can better utilize the computational power of…

Machine Learning · Statistics 2024-04-16 Shen-Yi Zhao , Chang-Wei Shi , Yin-Peng Xie , Wu-Jun Li

Modern machine learning models are typically trained using Stochastic Gradient Descent (SGD) on massively parallel computing resources such as GPUs. Increasing mini-batch size is a simple and direct way to utilize the parallel computing…

Machine Learning · Statistics 2019-03-05 Siyuan Ma , Mikhail Belkin

Stochastic gradient descent (SGD) has been a go-to algorithm for nonconvex stochastic optimization problems arising in machine learning. Its theory however often requires a strong framework to guarantee convergence properties. We hereby…

Optimization and Control · Mathematics 2025-03-11 Azar Louzi

With huge amounts of training data, deep learning has made great breakthroughs in many artificial intelligence (AI) applications. However, such large-scale data sets present computational challenges, requiring training to be distributed on…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-11-01 Shaohuai Shi , Qiang Wang , Xiaowen Chu , Bo Li

One of the most common methods to train machine learning algorithms today is the stochastic gradient descent (SGD). In a distributed setting, SGD-based algorithms have been shown to converge theoretically under specific circumstances. A…

Machine Learning · Computer Science 2025-08-22 Soumya Sarkar , Shweta Jain

The presence of uncertainty in material properties and geometry of a structure is ubiquitous. The design of robust engineering structures, therefore, needs to incorporate uncertainty in the optimization process. Stochastic gradient descent…

Optimization and Control · Mathematics 2019-11-26 Subhayan De , Kurt Maute , Alireza Doostan

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 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

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

In this paper we analyze the behaviour of the stochastic gradient descent (SGD), a widely used method in supervised learning for optimizing neural network weights via a minimization of non-convex loss functions. Since the pioneering work of…

Machine Learning · Computer Science 2025-05-13 Davide Barbieri , Matteo Bonforte , Peio Ibarrondo

The increasing size of deep learning models has made distributed training across multiple devices essential. However, current methods such as distributed data-parallel training suffer from large communication and synchronization overheads…

Machine Learning · Computer Science 2025-02-10 Cabrel Teguemne Fokam , Khaleelulla Khan Nazeer , Lukas König , David Kappel , Anand Subramoney

Stochastic Gradient Descent (SGD) is a popular algorithm that can achieve state-of-the-art performance on a variety of machine learning tasks. Several researchers have recently proposed schemes to parallelize SGD, but all require…

Optimization and Control · Mathematics 2011-11-14 Feng Niu , Benjamin Recht , Christopher Re , Stephen J. Wright

Deep learning models are dominating almost all artificial intelligence tasks such as vision, text, and speech processing. Stochastic Gradient Descent (SGD) is the main tool for training such models, where the computations are usually…

Machine Learning · Computer Science 2023-01-10 Matteo Cacciola , Antonio Frangioni , Masoud Asgharian , Alireza Ghaffari , Vahid Partovi Nia