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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

We seek tight bounds on the viable parallelism in asynchronous implementations of coordinate descent that achieves linear speedup. We focus on asynchronous coordinate descent (ACD) algorithms on convex functions which consist of the sum of…

Optimization and Control · Mathematics 2020-08-04 Yun Kuen Cheung , Richard Cole , Yixin Tao

Stochastic Gradient Descent (SGD) is a central tool in machine learning. We prove that SGD converges to zero loss, even with a fixed (non-vanishing) learning rate - in the special case of homogeneous linear classifiers with smooth monotone…

Machine Learning · Statistics 2022-04-19 Mor Shpigel Nacson , Nathan Srebro , Daniel Soudry

Various gradient compression schemes have been proposed to mitigate the communication cost in distributed training of large scale machine learning models. Sign-based methods, such as signSGD, have recently been gaining popularity because of…

Optimization and Control · Mathematics 2021-06-25 Mher Safaryan , Peter Richtárik

In this work we consider stochastic gradient descent (SGD) for solving linear inverse problems in Banach spaces. SGD and its variants have been established as one of the most successful optimisation methods in machine learning, imaging and…

Machine Learning · Computer Science 2023-02-13 Z. Kereta , B. Jin

The problem of stopping stochastic gradient descent (SGD) in an online manner, based solely on the observed trajectory, is a challenging theoretical problem with significant consequences for applications. While SGD is routinely monitored as…

Optimization and Control · Mathematics 2026-02-24 Liviu Aolaritei , Michael I. Jordan

In this work, we introduce an asynchronous decentralized accelerated stochastic gradient descent type of method for decentralized stochastic optimization, considering communication and synchronization are the major bottlenecks. We establish…

Optimization and Control · Mathematics 2018-09-26 Guanghui Lan , Yi Zhou

We investigate the stochastic gradient descent (SGD) method where the step size lies within a banded region instead of being given by a fixed formula. The optimal convergence rate under mild conditions and large initial step size is proved.…

Optimization and Control · Mathematics 2023-04-10 Xiaoyu Wang , Ya-xiang Yuan

Given the high economic and environmental costs of using large vision or language models, analog in-memory accelerators present a promising solution for energy-efficient AI. While inference on analog accelerators has been studied recently,…

Machine Learning · Computer Science 2024-06-19 Zhaoxian Wu , Tayfun Gokmen , Malte J. Rasch , Tianyi Chen

A stochastic gradient method for synchronous distributed optimization is studied. For reducing communication cost, we particularly focus on utilization of compression of communicated gradients. Several work has shown that {\it{sparsified}}…

Optimization and Control · Mathematics 2020-06-22 Tomoya Murata , Taiji Suzuki

The Stochastic Gradient Descent method (SGD) and its stochastic variants have become methods of choice for solving finite-sum optimization problems arising from machine learning and data science thanks to their ability to handle large-scale…

Optimization and Control · Mathematics 2024-03-06 Trang H. Tran , Quoc Tran-Dinh , Lam M. Nguyen

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

Stochastic Gradient Descent (SGD) is an out-of-equilibrium algorithm used extensively to train artificial neural networks. However very little is known on to what extent SGD is crucial for to the success of this technology and, in…

Machine Learning · Computer Science 2023-12-19 Persia Jana Kamali , Pierfrancesco Urbani

Stochastic optimization via Stochastic Gradient Descent (SGD) is a fundamental problem in statistics and optimization. This paper revisits Stochastic Gradient Descent (SGD) for strongly convex objectives, establishing tight, uniform-in-time…

Optimization and Control · Mathematics 2026-03-19 Kang Chen , Yasong Feng , Tianyu Wang

This paper studies distributed nonconvex optimization problems with stochastic gradients for a multi-agent system, in which each agent aims to minimize the sum of all agents' cost functions by using local compressed information exchange. We…

Optimization and Control · Mathematics 2024-03-05 Antai Xie , Xinlei Yi , Xiaofan Wang , Ming Cao , Xiaoqiang Ren

Stochastic gradient descent (SGD) algorithm is the method of choice in many machine learning tasks thanks to its scalability and efficiency in dealing with large-scale problems. In this paper, we focus on the shuffling version of SGD which…

Machine Learning · Computer Science 2023-10-27 Lam M. Nguyen , Trang H. Tran

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

Many popular learning-rate schedules for deep neural networks combine a decaying trend with local perturbations that attempt to escape saddle points and bad local minima. We derive convergence guarantees for bandwidth-based step-sizes, a…

Machine Learning · Computer Science 2021-10-13 Xiaoyu Wang , Mikael Johansson

The learning rate is an important tuning parameter for stochastic gradient descent (SGD) and can greatly influence its performance. However, appropriate selection of a learning rate schedule across all iterations typically requires a…

Machine Learning · Computer Science 2025-05-29 Nikola Surjanovic , Alexandre Bouchard-Côté , Trevor Campbell

In this paper, we study the convergence properties of the Stochastic Gradient Descent (SGD) method for finding a stationary point of a given objective function $J(\cdot)$. The objective function is not required to be convex. Rather, our…

Machine Learning · Statistics 2024-09-24 Rajeeva L. Karandikar , M. Vidyasagar