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We consider large scale distributed optimization over a set of edge devices connected to a central server, where the limited communication bandwidth between the server and edge devices imposes a significant bottleneck for the optimization…

Optimization and Control · Mathematics 2021-12-28 Yujie Tang , Vikram Ramanathan , Junshan Zhang , Na Li

Neural network optimization remains one of the most consequential yet poorly understood challenges in modern AI research, where improvements in training algorithms can lead to enhanced feature learning in foundation models,…

Machine Learning · Computer Science 2025-12-23 Ansh Nagwekar

Understanding the algorithmic bias of \emph{stochastic gradient descent} (SGD) is one of the key challenges in modern machine learning and deep learning theory. Most of the existing works, however, focus on \emph{very small or even…

Machine Learning · Computer Science 2021-03-30 Jingfeng Wu , Difan Zou , Vladimir Braverman , Quanquan Gu

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

Distributed Stochastic Gradient Descent (SGD) when run in a synchronous manner, suffers from delays in waiting for the slowest learners (stragglers). Asynchronous methods can alleviate stragglers, but cause gradient staleness that can…

Machine Learning · Statistics 2018-05-11 Sanghamitra Dutta , Gauri Joshi , Soumyadip Ghosh , Parijat Dube , Priya Nagpurkar

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…

Stochastic gradient descent (SGD) type optimization schemes are fundamental ingredients in a large number of machine learning based algorithms. In particular, SGD type optimization schemes are frequently employed in applications involving…

Numerical Analysis · Mathematics 2020-07-22 Aritz Bercher , Lukas Gonon , Arnulf Jentzen , Diyora Salimova

Asynchronous methods are widely used in deep learning, but have limited theoretical justification when applied to non-convex problems. We show that running stochastic gradient descent (SGD) in an asynchronous manner can be viewed as adding…

Machine Learning · Statistics 2016-11-28 Ioannis Mitliagkas , Ce Zhang , Stefan Hadjis , Christopher Ré

Gradient descent is an important class of iterative algorithms for minimizing convex functions. Classically, gradient descent has been a sequential and synchronous process. Distributed and asynchronous variants of gradient descent have been…

Optimization and Control · Mathematics 2014-12-02 Yun Kuen Cheung , Richard Cole

Stochastic Gradient Descent (SGD) and its Ruppert-Polyak averaged variant (ASGD) lie at the heart of modern large-scale learning, yet their theoretical properties in high-dimensional settings are rarely understood. In this paper, we provide…

Machine Learning · Statistics 2025-10-15 Jiaqi Li , Zhipeng Lou , Johannes Schmidt-Hieber , Wei Biao Wu

Distributed stochastic gradient descent~(DSGD) has been widely used for optimizing large-scale machine learning models, including both convex and non-convex models. With the rapid growth of model size, huge communication cost has been the…

Machine Learning · Statistics 2019-05-31 Shen-Yi Zhao , Hao Gao , Wu-Jun Li

In this dissertation we propose alternative analysis of distributed stochastic gradient descent (SGD) algorithms that rely on spectral properties of the data covariance. As a consequence we can relate questions pertaining to speedups and…

Optimization and Control · Mathematics 2016-09-03 Avleen S. Bijral

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

Stochastic gradient descent (SGD) is the workhorse of large-scale learning, yet classical analyses rely on assumptions that can be either too strong (bounded variance) or too coarse (uniform noise). The expected smoothness (ES) condition…

Machine Learning · Computer Science 2025-10-28 Yuta Kawamoto , Hideaki Iiduka

State-of-the-art training algorithms for deep learning models are based on stochastic gradient descent (SGD). Recently, many variations have been explored: perturbing parameters for better accuracy (such as in Extragradient), limiting SGD…

Machine Learning · Computer Science 2022-03-23 Amirkeivan Mohtashami , Martin Jaggi , Sebastian U. Stich

Stochastic gradient algorithms have been the main focus of large-scale learning problems and they led to important successes in machine learning. The convergence of SGD depends on the careful choice of learning rate and the amount of the…

Machine Learning · Computer Science 2015-11-03 Caglar Gulcehre , Marcin Moczulski , Yoshua Bengio

Modern machine learning algorithms aim to extract fine-grained information from data to provide accurate predictions, which often conflicts with the goal of privacy protection. This paper addresses the practical and theoretical importance…

Machine Learning · Statistics 2023-07-17 Puyu Wang , Yunwen Lei , Yiming Ying , Ding-Xuan Zhou

Classical stochastic gradient methods are well suited for minimizing expected-value objective functions. However, they do not apply to the minimization of a nonlinear function involving expected values or a composition of two expected-value…

Machine Learning · Statistics 2014-11-17 Mengdi Wang , Ethan X. Fang , Han Liu

Stochastic Gradient Descent (SGD) is a widely deployed optimization procedure throughout data-driven and simulation-driven disciplines, which has drawn a substantial interest in understanding its global behavior across a broad class of…

Optimization and Control · Mathematics 2021-04-02 Vivak Patel , Shushu Zhang

We introduce a novel algorithm for gradient-based optimization of stochastic objective functions. The method may be seen as a variant of SGD with momentum equipped with an adaptive learning rate automatically adjusted by an 'energy'…

Optimization and Control · Mathematics 2022-03-24 Hailiang Liu , Xuping Tian