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The mini-batch stochastic gradient descent (SGD) algorithm is widely used in training machine learning models, in particular deep learning models. We study SGD dynamics under linear regression and two-layer linear networks, with an easy…

Optimization and Control · Mathematics 2020-04-29 Xin Qian , Diego Klabjan

We propose a stochastic modified equations (SME) for modeling the asynchronous stochastic gradient descent (ASGD) algorithms. The resulting SME of Langevin type extracts more information about the ASGD dynamics and elucidates the…

Machine Learning · Statistics 2020-03-04 Jing An , Jianfeng Lu , Lexing Ying

Deep neural networks (DNN) are typically optimized using stochastic gradient descent (SGD). However, the estimation of the gradient using stochastic samples tends to be noisy and unreliable, resulting in large gradient variance and bad…

Machine Learning · Computer Science 2021-05-18 Xingyi Yang

With the recent proliferation of large-scale learning problems,there have been a lot of interest on distributed machine learning algorithms, particularly those that are based on stochastic gradient descent (SGD) and its variants. However,…

Machine Learning · Computer Science 2015-12-07 Ruiliang Zhang , Shuai Zheng , James T. Kwok

Stochastic gradient descent (SGD) with stochastic momentum is popular in nonconvex stochastic optimization and particularly for the training of deep neural networks. In standard SGD, parameters are updated by improving along the path of the…

Machine Learning · Computer Science 2021-06-08 Jun-Kun Wang , Chi-Heng Lin , Jacob Abernethy

Stochastic gradient descent (SGD) has been a go-to algorithm for nonconvex stochastic optimization problems arising in machine learning. Its theory however often requires a strong framework to guarantee convergence properties. We hereby…

Optimization and Control · Mathematics 2025-03-11 Azar Louzi

In this paper, we propose a generic and simple strategy for utilizing stochastic gradient information in optimization. The technique essentially contains two consecutive steps in each iteration: 1) computing and normalizing each block…

Machine Learning · Computer Science 2018-04-24 Adams Wei Yu , Lei Huang , Qihang Lin , Ruslan Salakhutdinov , Jaime Carbonell

Stochastic gradient descent (SGD) on a low-rank factorization is commonly employed to speed up matrix problems including matrix completion, subspace tracking, and SDP relaxation. In this paper, we exhibit a step size scheme for SGD on a…

Machine Learning · Computer Science 2015-02-11 Christopher De Sa , Kunle Olukotun , Christopher Ré

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

Training time on large datasets for deep neural networks is the principal workflow bottleneck in a number of important applications of deep learning, such as object classification and detection in automatic driver assistance systems (ADAS).…

Machine Learning · Computer Science 2016-11-15 Peter H. Jin , Qiaochu Yuan , Forrest Iandola , Kurt Keutzer

Modern machine learning often requires training with large batch size, distributed data, and massively parallel compute hardware (like mobile and other edge devices or distributed data centers). Communication becomes a major bottleneck in…

Machine Learning · Computer Science 2025-12-12 Ahmed Khaled , Satyen Kale , Arthur Douillard , Chi Jin , Rob Fergus , Manzil Zaheer

This paper theoretically reanalyzes the convergence of the mini-batch stochastic gradient descent (SGD) for a structured minimization problem involving a finite-sum function with its gradient being stochastically approximated, and an…

Optimization and Control · Mathematics 2026-04-07 Runze Li , Jintao Xu , Wenxun Xing

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

The representation of functions by artificial neural networks depends on a large number of parameters in a non-linear fashion. Suitable parameters of these are found by minimizing a 'loss functional', typically by stochastic gradient…

Machine Learning · Computer Science 2021-09-16 Stephan Wojtowytsch

Although neural machine translation has achieved promising results, it suffers from slow translation speed. The direct consequence is that a trade-off has to be made between translation quality and speed, thus its performance can not come…

Computation and Language · Computer Science 2018-09-11 Wen Zhang , Liang Huang , Yang Feng , Lei Shen , Qun Liu

While distributed training significantly speeds up the training process of the deep neural network (DNN), the utilization of the cluster is relatively low due to the time-consuming data synchronizing between workers. To alleviate this…

Machine Learning · Computer Science 2020-12-01 Yuhao Zhou , Qing Ye , Hailun Zhang , Jiancheng Lv

This paper presents fault-tolerant asynchronous Stochastic Gradient Descent (SGD) algorithms. SGD is widely used for approximating the minimum of a cost function $Q$, as a core part of optimization and learning algorithms. Our algorithms…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-06-14 Hagit Attiya , Noa Schiller

Asynchronous parallel implementations of stochastic gradient (SG) have been broadly used in solving deep neural network and received many successes in practice recently. However, existing theories cannot explain their convergence and…

Optimization and Control · Mathematics 2019-04-22 Xiangru Lian , Yijun Huang , Yuncheng Li , Ji Liu

Large-batch SGD is important for scaling training of deep neural networks. However, without fine-tuning hyperparameter schedules, the generalization of the model may be hampered. We propose to use batch augmentation: replicating instances…

Machine Learning · Computer Science 2019-01-29 Elad Hoffer , Tal Ben-Nun , Itay Hubara , Niv Giladi , Torsten Hoefler , Daniel Soudry

Stochastic gradient descent (SGD) performed in an asynchronous manner plays a crucial role in training large-scale machine learning models. However, the generalization performance of asynchronous delayed SGD, which is an essential metric…

Machine Learning · Computer Science 2025-05-27 Xiaoge Deng , Li Shen , Shengwei Li , Tao Sun , Dongsheng Li , Dacheng Tao
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