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Convergence detection of iterative stochastic optimization methods is of great practical interest. This paper considers stochastic gradient descent (SGD) with a constant learning rate and momentum. We show that there exists a transient…

Machine Learning · Computer Science 2020-08-28 Jerry Chee , Ping Li

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

We propose a projected semi-stochastic gradient descent method with mini-batch for improving both the theoretical complexity and practical performance of the general stochastic gradient descent method (SGD). We are able to prove linear…

Machine Learning · Computer Science 2017-05-08 Jie Liu , Martin Takac

Anomaly generation is often framed as few-shot fine-tuning with anomalous samples, which contradicts the scarcity that motivates generation and tends to overfit category priors. We tackle the setting where no real anomaly samples or…

Computer Vision and Pattern Recognition · Computer Science 2025-11-24 Chaoran Xu , Chengkan Lv , Qiyu Chen , Yunkang Cao , Feng Zhang , Zhengtao Zhang

The stochastic gradient descent (SGD) algorithm is the algorithm we use to train neural networks. However, it remains poorly understood how the SGD navigates the highly nonlinear and degenerate loss landscape of a neural network. In this…

Machine Learning · Computer Science 2025-06-13 Liu Ziyin , Hongchao Li , Masahito Ueda

A very large number of communications are typically required to solve distributed learning tasks, and this critically limits scalability and convergence speed in wireless communications applications. In this paper, we devise a Gradient…

Machine Learning · Computer Science 2022-02-08 Yicheng Chen , Rick S. Blum , Martin Takac , Brian M. Sadler

Neural networks are usually trained by some form of stochastic gradient descent (SGD)). A number of strategies are in common use intended to improve SGD optimization, such as learning rate schedules, momentum, and batching. These are…

Neural and Evolutionary Computing · Computer Science 2015-08-13 Thomas M. Breuel

Stochastic gradient descent (SGD) is the main algorithm behind a large body of work in machine learning. In many cases, constraints are enforced via projections, leading to projected stochastic gradient algorithms. In recent years, a large…

Optimization and Control · Mathematics 2025-10-06 Yuping Zheng , Andrew Lamperski

We study statistical inverse learning in the context of nonlinear inverse problems under random design. Specifically, we address a class of nonlinear problems by employing gradient descent (GD) and stochastic gradient descent (SGD) with…

Machine Learning · Statistics 2024-12-24 Abhishake , Nicole Mücke , Tapio Helin

Stochastic gradient descent (SGD) is a standard optimization method to minimize a training error with respect to network parameters in modern neural network learning. However, it typically suffers from proliferation of saddle points in the…

Machine Learning · Computer Science 2017-11-23 Haiping Huang , Taro Toyoizumi

Stochastic Gradient Descent (SGD) is a known stochastic iterative method popular for large-scale convex optimization problems due to its simple implementation and scalability. Some objectives, such as those found in complex-valued neural…

Machine Learning · Computer Science 2026-05-26 Natanael Alpay , Emeric Battaglia

Structured non-convex learning problems, for which critical points have favorable statistical properties, arise frequently in statistical machine learning. Algorithmic convergence and statistical estimation rates are well-understood for…

Machine Learning · Statistics 2020-07-31 Lu Yu , Krishnakumar Balasubramanian , Stanislav Volgushev , Murat A. Erdogdu

Most of today's distributed machine learning systems assume {\em reliable networks}: whenever two machines exchange information (e.g., gradients or models), the network should guarantee the delivery of the message. At the same time, recent…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-05-17 Chen Yu , Hanlin Tang , Cedric Renggli , Simon Kassing , Ankit Singla , Dan Alistarh , Ce Zhang , Ji Liu

Stochastic Gradient Descent (SGD) is one of the simplest and most popular stochastic optimization methods. While it has already been theoretically studied for decades, the classical analysis usually required non-trivial smoothness…

Machine Learning · Computer Science 2013-01-01 Ohad Shamir , Tong Zhang

Theoretical works on supervised transfer learning (STL) -- where the learner has access to labeled samples from both source and target distributions -- have for the most part focused on statistical aspects of the problem, while efficient…

Machine Learning · Statistics 2025-07-08 Yuyang Deng , Samory Kpotufe

Distributed consensus optimization has received considerable attention in recent years; several distributed consensus-based algorithms have been proposed for (nonsmooth) convex and (smooth) nonconvex objective functions. However, the…

Optimization and Control · Mathematics 2019-11-05 Vyacheslav Kungurtsev

We study the asynchronous stochastic gradient descent algorithm for distributed training over $n$ workers which have varying computation and communication frequency over time. In this algorithm, workers compute stochastic gradients in…

Machine Learning · Computer Science 2022-06-17 Anastasia Koloskova , Sebastian U. Stich , Martin Jaggi

The success of neural networks over the past decade has established them as effective models for many relevant data generating processes. Statistical theory on neural networks indicates graceful scaling of sample complexity. For example,…

Machine Learning · Computer Science 2023-03-28 Yifan Zhu , Hong Jun Jeon , Benjamin Van Roy

A variant of consensus based distributed gradient descent (\textbf{DGD}) is studied for finite sums of smooth but possibly non-convex functions. In particular, the local gradient term in the fixed step-size iteration of each agent is…

Optimization and Control · Mathematics 2026-05-27 Lei Qin , Michael Cantoni , Ye Pu

Stochastic gradient descent (SGD) is a popular algorithm for minimizing objective functions that arise in machine learning. For constant step-sized SGD, the iterates form a Markov chain on a general state space. Focusing on a class of…

Optimization and Control · Mathematics 2025-03-26 David Shirokoff , Philip Zaleski