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In this paper, we study the performance of a large family of SGD variants in the smooth nonconvex regime. To this end, we propose a generic and flexible assumption capable of accurate modeling of the second moment of the stochastic…

Optimization and Control · Mathematics 2020-06-15 Zhize Li , Peter Richtárik

We consider the problem of unconstrained minimization of finite sums of functions. We propose a simple, yet, practical way to incorporate variance reduction techniques into SignSGD, guaranteeing convergence that is similar to the full sign…

Optimization and Control · Mathematics 2023-05-23 Evgenii Chzhen , Sholom Schechtman

Stochastic descent methods (of the gradient and mirror varieties) have become increasingly popular in optimization. In fact, it is now widely recognized that the success of deep learning is not only due to the special deep architecture of…

Machine Learning · Computer Science 2019-01-21 Navid Azizan , Babak Hassibi

Communicating information, like gradient vectors, between computing nodes in distributed and federated learning is typically an unavoidable burden, resulting in scalability issues. Indeed, communication might be slow and costly. Recent…

Machine Learning · Computer Science 2020-10-08 Alyazeed Albasyoni , Mher Safaryan , Laurent Condat , Peter Richtárik

In this paper, we proposed a new technique, {\em variance controlled stochastic gradient} (VCSG), to improve the performance of the stochastic variance reduced gradient (SVRG) algorithm. To avoid over-reducing the variance of gradient by…

Machine Learning · Computer Science 2021-02-22 Jia Bi , Steve R. Gunn

Stochastic Gradient Descent (SGD) has become one of the most popular optimization methods for training machine learning models on massive datasets. However, SGD suffers from two main drawbacks: (i) The noisy gradient updates have high…

Machine Learning · Computer Science 2017-04-10 Soham De , Tom Goldstein

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

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

Decentralized training is often regarded as inferior to centralized training because the consensus errors between workers are thought to undermine convergence and generalization, even with homogeneous data distributions. This work…

Machine Learning · Computer Science 2026-02-04 Zesen Wang , Mikael Johansson

Stochastic gradient descent (SGD) is perhaps the most prevalent optimization method in modern machine learning. Contrary to the empirical practice of sampling from the datasets without replacement and with (possible) reshuffling at each…

Optimization and Control · Mathematics 2024-02-08 Xufeng Cai , Cheuk Yin Lin , Jelena Diakonikolas

Stochastic Gradient Descent (SGD) is arguably the most important single algorithm in modern machine learning. Although SGD with unbiased gradient estimators has been studied extensively over at least half a century, SGD variants relying on…

Machine Learning · Computer Science 2023-05-26 Yury Demidovich , Grigory Malinovsky , Igor Sokolov , Peter Richtárik

Communication compression has become a key strategy to speed up distributed optimization. However, existing decentralized algorithms with compression mainly focus on compressing DGD-type algorithms. They are unsatisfactory in terms of…

Machine Learning · Computer Science 2021-03-22 Xiaorui Liu , Yao Li , Rongrong Wang , Jiliang Tang , Ming Yan

We introduce a novel algorithm for gradient-based optimization of stochastic objective functions. The method may be seen as a variant of SGD with momentum equipped with an adaptive learning rate automatically adjusted by an 'energy'…

Optimization and Control · Mathematics 2022-03-24 Hailiang Liu , Xuping Tian

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…

This paper presents a new generalization error analysis for Decentralized Stochastic Gradient Descent (D-SGD) based on algorithmic stability. The obtained results overhaul a series of recent works that suggested an increased instability due…

Machine Learning · Computer Science 2024-06-14 Batiste Le Bars , Aurélien Bellet , Marc Tommasi , Kevin Scaman , Giovanni Neglia

Online learning algorithms require to often recompute least squares regression estimates of parameters. We study improving the computational complexity of such algorithms by using stochastic gradient descent (SGD) type schemes in place of…

Machine Learning · Computer Science 2014-11-21 Nathaniel Korda , Prashanth L. A. , Rémi Munos

Communication overhead severely hinders the scalability of distributed machine learning systems. Recently, there has been a growing interest in using gradient compression to reduce the communication overhead of the distributed training.…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-05-19 Yuchen Zhong , Cong Xie , Shuai Zheng , Haibin Lin

Communication is a key bottleneck in distributed training. Recently, an \emph{error-compensated} compression technology was particularly designed for the \emph{centralized} learning and receives huge successes, by showing significant…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-08-06 Hanlin Tang , Xiangru Lian , Shuang Qiu , Lei Yuan , Ce Zhang , Tong Zhang , Ji Liu

Stochastic Gradient Descent (SGD) and its momentum variants form the backbone of deep learning optimization, yet the underlying dynamics of their gradient behavior remain insufficiently understood. In this work, we reinterpret gradient…

Machine Learning · Computer Science 2026-03-09 Zhipeng Yao , Rui Yu , Guisong Chang , Ying Li , Yu Zhang , Dazhou Li

Understanding the algorithmic bias of \emph{stochastic gradient descent} (SGD) is one of the key challenges in modern machine learning and deep learning theory. Most of the existing works, however, focus on \emph{very small or even…

Machine Learning · Computer Science 2021-03-30 Jingfeng Wu , Difan Zou , Vladimir Braverman , Quanquan Gu