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There are several applications of stochastic optimization where one can benefit from a robust estimate of the gradient. For example, domains such as distributed learning with corrupted nodes, the presence of large outliers in the training…

Machine Learning · Statistics 2025-10-30 Fabian Schaipp , Guillaume Garrigos , Umut Simsekli , Robert Gower

Stochastic gradient descent updates parameters with summation gradient computed from a random data batch. This summation will lead to unbalanced training process if the data we obtained is unbalanced. To address this issue, this paper takes…

Machine Learning · Computer Science 2019-05-22 Tao Yi , Xingxuan Wang

Stochastic gradient algorithms are often unstable when applied to functions that do not have Lipschitz-continuous and/or bounded gradients. Gradient clipping is a simple and effective technique to stabilize the training process for problems…

Optimization and Control · Mathematics 2021-06-11 Vien V. Mai , Mikael Johansson

This paper targets solving distributed machine learning problems such as federated learning in a communication-efficient fashion. A class of new stochastic gradient descent (SGD) approaches have been developed, which can be viewed as the…

Optimization and Control · Mathematics 2020-02-27 Tianyi Chen , Yuejiao Sun , Wotao Yin

Distributed machine learning has recently become a critical paradigm for training large models on vast datasets. We examine the stochastic optimization problem for deep learning within synchronous parallel computing environments under…

Machine Learning · Computer Science 2024-11-07 Yoni Choukroun , Shlomi Azoulay , Pavel Kisilev

Stochastic convex optimization algorithms are the most popular way to train machine learning models on large-scale data. Scaling up the training process of these models is crucial, but the most popular algorithm, Stochastic Gradient Descent…

Machine Learning · Statistics 2018-10-30 Ashok Cutkosky , Robert Busa-Fekete

Distributed learning has gained significant attention due to its advantages in scalability, privacy, and fault tolerance.In this paradigm, multiple agents collaboratively train a global model by exchanging parameters only with their…

Machine Learning · Computer Science 2026-03-31 Ziqin Chen , Yongqiang Wang

Large scale distributed optimization has become the default tool for the training of supervised machine learning models with a large number of parameters and training data. Recent advancements in the field provide several mechanisms for…

Machine Learning · Computer Science 2021-02-16 Mher Safaryan , Filip Hanzely , Peter Richtárik

We study distributed optimization algorithms for minimizing the average of convex functions. The applications include empirical risk minimization problems in statistical machine learning where the datasets are large and have to be stored on…

Optimization and Control · Mathematics 2016-01-07 Jason D. Lee , Qihang Lin , Tengyu Ma , Tianbao Yang

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…

Distributed stochastic gradient descent (SGD) has attracted considerable recent attention due to its potential for scaling computational resources, reducing training time, and helping protect user privacy in machine learning. However, the…

Machine Learning · Computer Science 2025-02-27 Siyuan Yu , Wei Chen , H. Vincent Poor

Recent empirical work on stochastic gradient descent (SGD) applied to over-parameterized deep learning has shown that most gradient components over epochs are quite small. Inspired by such observations, we rigorously study properties of…

Machine Learning · Computer Science 2021-10-19 Yingxue Zhou , Xinyan Li , Arindam Banerjee

Stochastic Gradient Descent (SGD) methods see many uses in optimization problems. Modifications to the algorithm, such as momentum-based SGD methods have been known to produce better results in certain cases. Much of this, however, is due…

Machine Learning · Computer Science 2025-04-22 Eric Lu

Deep neural networks have been shown to achieve state-of-the-art performance in several machine learning tasks. Stochastic Gradient Descent (SGD) is the preferred optimization algorithm for training these networks and asynchronous SGD…

Machine Learning · Computer Science 2016-04-06 Wei Zhang , Suyog Gupta , Xiangru Lian , Ji Liu

We present and analyze several strategies for improving the performance of stochastic variance-reduced gradient (SVRG) methods. We first show that the convergence rate of these methods can be preserved under a decreasing sequence of errors…

Machine Learning · Computer Science 2016-08-06 Reza Babanezhad , Mohamed Osama Ahmed , Alim Virani , Mark Schmidt , Jakub Konečný , Scott Sallinen

To address the communication bottleneck challenge in distributed learning, our work introduces a novel two-stage quantization strategy designed to enhance the communication efficiency of distributed Stochastic Gradient Descent (SGD). The…

Machine Learning · Computer Science 2024-02-05 Guangfeng Yan , Tan Li , Yuanzhang Xiao , Congduan Li , Linqi Song

Large-scale distributed training of Deep Neural Networks (DNNs) on state-of-the-art platforms is expected to be severely communication constrained. To overcome this limitation, numerous gradient compression techniques have been proposed and…

We study the generalization properties of the popular stochastic optimization method known as stochastic gradient descent (SGD) for optimizing general non-convex loss functions. Our main contribution is providing upper bounds on the…

Machine Learning · Computer Science 2021-08-17 Gergely Neu , Gintare Karolina Dziugaite , Mahdi Haghifam , Daniel M. Roy

Large-scale distributed training of deep neural networks results in models with worse generalization performance as a result of the increase in the effective mini-batch size. Previous approaches attempt to address this problem by varying…

Machine Learning · Computer Science 2020-02-17 Kazuki Osawa , Yohei Tsuji , Yuichiro Ueno , Akira Naruse , Chuan-Sheng Foo , Rio Yokota

Communication has been seen as a significant bottleneck in industrial applications over large-scale networks. To alleviate the communication burden, sign-based optimization algorithms have gained popularity recently in both industrial and…

Optimization and Control · Mathematics 2021-09-07 Xiuxian Li , Kuo-Yi Lin , Li Li , Yiguang Hong , Jie Chen