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Stochastic gradient descent (SGD) optimization algorithms are key ingredients in a series of machine learning applications. In this article we perform a rigorous strong error analysis for SGD optimization algorithms. In particular, we prove…

Numerical Analysis · Mathematics 2020-10-05 Arnulf Jentzen , Benno Kuckuck , Ariel Neufeld , Philippe von Wurstemberger

Gradient descent is one of the most widely used iterative algorithms in modern statistical learning. However, its precise algorithmic dynamics in high-dimensional settings remain only partially understood, which has limited its broader…

Statistics Theory · Mathematics 2025-11-19 Qiyang Han , Xiaocong Xu

Stochastic gradient descent plays a fundamental role in nearly all applications of deep learning. However its ability to converge to a global minimum remains shrouded in mystery. In this paper we propose to study the behavior of the loss…

Machine Learning · Computer Science 2023-02-02 Mark Sandler , Andrey Zhmoginov , Max Vladymyrov , Nolan Miller

Many problems encountered in science and engineering can be formulated as estimating a low-rank object (e.g., matrices and tensors) from incomplete, and possibly corrupted, linear measurements. Through the lens of matrix and tensor…

Machine Learning · Computer Science 2023-10-11 Cong Ma , Xingyu Xu , Tian Tong , Yuejie Chi

In federated distributed learning, the goal is to optimize a global training objective defined over distributed devices, where the data shard at each device is sampled from a possibly different distribution (a.k.a., heterogeneous or non…

Machine Learning · Computer Science 2019-12-10 Farzin Haddadpour , Mehrdad Mahdavi

Stochastic Gradient Descent (SGD) has proven to be remarkably effective in optimizing deep neural networks that employ ever-larger numbers of parameters. Yet, improving the efficiency of large-scale optimization remains a vital and highly…

Machine Learning · Computer Science 2020-11-11 Frithjof Gressmann , Zach Eaton-Rosen , Carlo Luschi

It has repeatedly been observed that loss minimization by stochastic gradient descent (SGD) leads to heavy-tailed distributions of neural network parameters. Here, we analyze a continuous diffusion approximation of SGD, called homogenized…

Machine Learning · Statistics 2024-02-05 Zhe Jiao , Martin Keller-Ressel

Stochastic Gradient Descent (SGD) is the key learning algorithm for many machine learning tasks. Because of its computational costs, there is a growing interest in accelerating SGD on HPC resources like GPU clusters. However, the…

Machine Learning · Computer Science 2021-01-20 Peng Jiang , Gagan Agrawal

We consider distributed gradient descent in the presence of stragglers. Recent work on \em gradient coding \em and \em approximate gradient coding \em have shown how to add redundancy in distributed gradient descent to guarantee convergence…

Information Theory · Computer Science 2019-05-15 Rawad Bitar , Mary Wootters , Salim El Rouayheb

Stochastic Gradient Descent (SGD) is one of the most popular algorithms in statistical and machine learning due to its computational and memory efficiency. Various averaging schemes have been proposed to accelerate the convergence of SGD in…

Machine Learning · Statistics 2025-04-08 Ziyang Wei , Wanrong Zhu , Wei Biao Wu

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

We show that the convergence proof of a recent algorithm called dist-EF-SGD for distributed stochastic gradient descent with communication efficiency using error-feedback of Zheng et al. (NeurIPS 2019) is problematic mathematically.…

Optimization and Control · Mathematics 2021-05-11 Tran Thi Phuong , Le Trieu Phong

Stochastic gradient descent (SGD) is one of the most widely used optimization methods for parallel and distributed processing of large datasets. One of the key limitations of distributed SGD is the need to regularly communicate the…

Optimization and Control · Mathematics 2018-10-25 Xiaojian Xu , Ulugbek S. Kamilov

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

We present a novel optimization-based decoding algorithm for LDPC codes that is suitable for hardware architectures specialized to feed-forward neural networks. The algorithm is based on the projected gradient descent algorithm with a…

Information Theory · Computer Science 2019-01-16 Tadashi Wadayama , Satoshi Takabe

This study investigates leveraging stochastic gradient descent (SGD) to learn operators between general Hilbert spaces. We propose weak and strong regularity conditions for the target operator to depict its intrinsic structure and…

Machine Learning · Statistics 2026-01-13 Lei Shi , Jia-Qi Yang

Stochastic gradient descent updates parameters with summation gradient computed from a random data batch. This summation will lead to unbalanced training process if the data we obtained is unbalanced. To address this issue, this paper takes…

Machine Learning · Computer Science 2019-05-22 Tao Yi , Xingxuan Wang

Stochastic gradient descent (SGD) is a promising method for solving large-scale inverse problems, due to its excellent scalability with respect to data size. In this work, we analyze a new data-driven regularized stochastic gradient descent…

Numerical Analysis · Mathematics 2024-09-30 Zehui Zhou

We investigate the generalization and optimization properties of shallow neural-network classifiers trained by gradient descent in the interpolating regime. Specifically, in a realizable scenario where model weights can achieve arbitrarily…

Machine Learning · Statistics 2023-03-29 Hossein Taheri , Christos Thrampoulidis

Deep unfolding networks have recently gained popularity in the context of solving imaging inverse problems. However, the computational and memory complexity of data-consistency layers within traditional deep unfolding networks scales with…

Image and Video Processing · Electrical Eng. & Systems 2021-06-04 Jiaming Liu , Yu Sun , Weijie Gan , Xiaojian Xu , Brendt Wohlberg , Ulugbek S. Kamilov
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