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Stochastic gradient descent (SGD) type optimization schemes are fundamental ingredients in a large number of machine learning based algorithms. In particular, SGD type optimization schemes are frequently employed in applications involving…

Numerical Analysis · Mathematics 2020-07-22 Aritz Bercher , Lukas Gonon , Arnulf Jentzen , Diyora Salimova

Cardiovascular diseases (CVDs) are any serious illness of the heart, which require accurate diagnosis to prevent fatal consequences. Hyperparameter tuning plays a critical role in optimizing machine learning model performance by selecting…

Machine Learning · Computer Science 2026-05-19 Abhay Kumar Pathak , Mrityunjay Chaubey , Manjari Gupta

This paper investigates the stochastic optimization problem with a focus on developing scalable parallel algorithms for deep learning tasks. Our solution involves a reformation of the objective function for stochastic optimization in neural…

Machine Learning · Computer Science 2020-04-09 Pengzhan Guo , Zeyang Ye , Keli Xiao , Wei Zhu

With the vigorous development of artificial intelligence technology, various engineering technology applications have been implemented one after another. The gradient descent method plays an important role in solving various optimization…

Machine Learning · Computer Science 2021-04-27 Jinhuan Duan , Xianxian Li , Shiqi Gao , Jinyan Wang , Zili Zhong

Neural networks are trained by optimizing multi-dimensional sets of fitting parameters on non-convex loss landscapes. Low-loss regions of the landscapes correspond to the parameter sets that perform well on the training data. A key issue in…

Machine Learning · Computer Science 2026-02-26 Jianneng Yu , Alexandre V. Morozov

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

Stochastic gradient descent (SGD) is a cornerstone algorithm for high-dimensional optimization, renowned for its empirical successes. Recent theoretical advances have provided a deep understanding of how SGD enables feature learning in…

Machine Learning · Statistics 2026-02-23 Nived Rajaraman , Yanjun Han

In this work, we study an optimizer, Grad-Avg to optimize error functions. We establish the convergence of the sequence of iterates of Grad-Avg mathematically to a minimizer (under boundedness assumption). We apply Grad-Avg along with some…

Machine Learning · Computer Science 2020-12-11 Saugata Purkayastha , Sukannya Purkayastha

Stochastic gradient descent (SGD) provides a simple and efficient way to solve a broad range of machine learning problems. Here, we focus on distribution regression (DR), involving two stages of sampling: Firstly, we regress from…

Machine Learning · Statistics 2021-03-08 Nicole Mücke

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

Many machine learning applications and tasks rely on the stochastic gradient descent (SGD) algorithm and its variants. Effective step length selection is crucial for the success of these algorithms, which has motivated the development of…

Machine Learning · Computer Science 2023-05-18 Shigeng Sun , Yuchen Xie

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

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

Machine learning models trained with \emph{stochastic} gradient descent (SGD) can generalize better than those trained with deterministic gradient descent (GD). In this work, we study SGD's impact on generalization through the lens of the…

Machine Learning · Computer Science 2025-12-09 Hongjian Lan , Yucong Liu , Florian Schäfer

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

We propose a new metaheuristic training scheme that combines Stochastic Gradient Descent (SGD) and Discrete Optimization in an unconventional way. Our idea is to define a discrete neighborhood of the current SGD point containing a number of…

Machine Learning · Computer Science 2019-06-05 Matteo Fischetti , Matteo Stringher

Distributed stochastic gradient descent (SGD) with gradient compression has become a popular communication-efficient solution for accelerating distributed learning. One commonly used method for gradient compression is Top-K sparsification,…

Machine Learning · Computer Science 2023-09-12 Mengzhe Ruan , Guangfeng Yan , Yuanzhang Xiao , Linqi Song , Weitao Xu

Stochastic gradient descent (SGD) still is the workhorse for many practical problems. However, it converges slow, and can be difficult to tune. It is possible to precondition SGD to accelerate its convergence remarkably. But many attempts…

Machine Learning · Statistics 2017-02-23 Xi-Lin Li

This paper proposes a novel parameter selection strategy for kernel-based gradient descent (KGD) algorithms, integrating bias-variance analysis with the splitting method. We introduce the concept of empirical effective dimension to quantify…

Machine Learning · Statistics 2026-03-05 Xiaotong Liu , Yunwen Lei , Xiangyu Chang , Shao-Bo Lin

Stein variational gradient descent (SVGD) is a kernel-based and non-parametric particle method for sampling from a target distribution, such as in Bayesian inference and other machine learning tasks. Different from other particle methods,…

Optimization and Control · Mathematics 2025-10-02 Viktor Stein , Wuchen Li
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