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The stochastic gradient descent (SGD) optimization algorithm plays a central role in a series of machine learning applications. The scientific literature provides a vast amount of upper error bounds for the SGD method. Much less attention…

Numerical Analysis · Mathematics 2020-10-05 Arnulf Jentzen , Philippe von Wurstemberger

Many popular distributed optimization methods for training machine learning models fit the following template: a local gradient estimate is computed independently by each worker, then communicated to a master, which subsequently performs…

Machine Learning · Computer Science 2019-06-05 Konstantin Mishchenko , Filip Hanzely , Peter Richtárik

This paper considers decentralized optimization with application to machine learning on graphs. The growing size of neural network (NN) models has motivated prior works on decentralized stochastic gradient algorithms to incorporate…

Optimization and Control · Mathematics 2021-10-12 Arjun Ashok Rao , Hoi-To Wai

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 commonly used for optimization in large-scale machine learning problems. Langford et al. (2009) introduce a sparse online learning method to induce sparsity via truncated gradient. With high-dimensional…

Machine Learning · Statistics 2017-05-10 Yuting Ma , Tian Zheng

We propose a new stochastic optimization framework for empirical risk minimization problems such as those that arise in machine learning. The traditional approaches, such as (mini-batch) stochastic gradient descent (SGD), utilize an…

Machine Learning · Statistics 2020-02-04 Kenji Kawaguchi , Haihao Lu

We propose a general framework for distributed stochastic optimization under delayed gradient models. In this setting, $n$ local agents leverage their own data and computation to assist a central server in minimizing a global objective…

Optimization and Control · Mathematics 2026-03-04 Xinran Zheng , Tara Javidi , Behrouz Touri

This study investigates the impact of gradient compression on distributed training performance, focusing on sparsification and quantization techniques, including top-k, DGC, and QSGD. In baseline experiments, random-k compression results in…

Machine Learning · Computer Science 2025-02-12 Shruti Singh , Shantanu Kumar

Stochastic Gradient Descent (SGD) is a workhorse in machine learning, yet its slow convergence can be a computational bottleneck. Variance reduction techniques such as SAG, SVRG and SAGA have been proposed to overcome this weakness,…

Machine Learning · Computer Science 2016-02-29 Thomas Hofmann , Aurelien Lucchi , Simon Lacoste-Julien , Brian McWilliams

Stochastic gradient descent (SGD) method is popular for solving non-convex optimization problems in machine learning. This work investigates SGD from a viewpoint of graduated optimization, which is a widely applied approach for non-convex…

Optimization and Control · Mathematics 2023-08-15 Da Li , Jingjing Wu , Qingrun Zhang

Decentralized strategies are of interest for learning from large-scale data over networks. This paper studies learning over a network of geographically distributed nodes/agents subject to quantization. Each node possesses a private local…

Systems and Control · Electrical Eng. & Systems 2025-01-13 Mohammadreza Doostmohammadian , Muhammad I. Qureshi , Mohammad Hossein Khalesi , Hamid R. Rabiee , Usman A. Khan

As the size and complexity of models and datasets grow, so does the need for communication-efficient variants of stochastic gradient descent that can be deployed to perform parallel model training. One popular communication-compression…

Machine Learning · Computer Science 2021-05-05 Ali Ramezani-Kebrya , Fartash Faghri , Ilya Markov , Vitalii Aksenov , Dan Alistarh , Daniel M. Roy

As the size and complexity of models and datasets grow, so does the need for communication-efficient variants of stochastic gradient descent that can be deployed to perform parallel model training. One popular communication-compression…

Machine Learning · Computer Science 2021-05-24 Ali Ramezani-Kebrya , Fartash Faghri , Ilya Markov , Vitalii Aksenov , Dan Alistarh , Daniel M. Roy

Modern large scale machine learning applications require stochastic optimization algorithms to be implemented on distributed computational architectures. A key bottleneck is the communication overhead for exchanging information, such as…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-10-25 Zijie Yan

Distributed training of massive machine learning models, in particular deep neural networks, via Stochastic Gradient Descent (SGD) is becoming commonplace. Several families of communication-reduction methods, such as quantization,…

Machine Learning · Computer Science 2018-09-28 Dan Alistarh , Torsten Hoefler , Mikael Johansson , Sarit Khirirat , Nikola Konstantinov , Cédric Renggli

Communication efficiency and privacy protection are two critical issues in distributed machine learning. Existing methods tackle these two issues separately and may have a high implementation complexity that constrains their application in…

Machine Learning · Computer Science 2023-04-27 Guangfeng Yan , Tan Li , Kui Wu , Linqi Song

With the fast development of deep learning, it has become common to learn big neural networks using massive training data. Asynchronous Stochastic Gradient Descent (ASGD) is widely adopted to fulfill this task for its efficiency, which is,…

Machine Learning · Computer Science 2020-02-19 Shuxin Zheng , Qi Meng , Taifeng Wang , Wei Chen , Nenghai Yu , Zhi-Ming Ma , Tie-Yan Liu

When scaling distributed training, the communication overhead is often the bottleneck. In this paper, we propose a novel SGD variant with reduced communication and adaptive learning rates. We prove the convergence of the proposed algorithm…

Machine Learning · Computer Science 2020-12-08 Cong Xie , Oluwasanmi Koyejo , Indranil Gupta , Haibin Lin

Stochastic gradient descent (SGD) is a fundamental optimization algorithm widely used in modern machine learning. In this paper, we propose Factor-Augmented SGD (FSGD), a new optimization method that leverages latent factor representations…

Machine Learning · Statistics 2026-05-20 Shubo Li , Yuefeng Han , Xiufan Yu

In this paper, we consider minimizing a sum of local convex objective functions in a distributed setting, where communication can be costly. We propose and analyze a class of nested distributed gradient methods with adaptive quantized…

Optimization and Control · Mathematics 2019-08-28 Albert S. Berahas , Charikleia Iakovidou , Ermin Wei