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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…
Stochastic gradient algorithms have been the main focus of large-scale learning problems and they led to important successes in machine learning. The convergence of SGD depends on the careful choice of learning rate and the amount of the…
Stochastic Gradient Descent (SGD) is the workhorse algorithm of deep learning technology. At each step of the training phase, a mini batch of samples is drawn from the training dataset and the weights of the neural network are adjusted…
When training deep neural networks, it is typically assumed that the training examples are uniformly difficult to learn. Or, to restate, it is assumed that the training error will be uniformly distributed across the training examples. Based…
We consider chance-constrained problems with discrete random distribution. We aim for problems with a large number of scenarios. We propose a novel method based on the stochastic gradient descent method which performs updates of the…
Modern deep networks are trained with stochastic gradient descent (SGD) whose key hyperparameters are the number of data considered at each step or batch size $B$, and the step size or learning rate $\eta$. For small $B$ and large $\eta$,…
Deep learning networks are typically trained by Stochastic Gradient Descent (SGD) methods that iteratively improve the model parameters by estimating a gradient on a very small fraction of the training data. A major roadblock faced when…
In federated distributed learning, the goal is to optimize a global training objective defined over distributed devices, where the data shard at each device is sampled from a possibly different distribution (a.k.a., heterogeneous or non…
Neural networks are usually trained by some form of stochastic gradient descent (SGD)). A number of strategies are in common use intended to improve SGD optimization, such as learning rate schedules, momentum, and batching. These are…
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…
Developing efficient numerical algorithms for the solution of high dimensional random Partial Differential Equations (PDEs) has been a challenging task due to the well-known curse of dimensionality. We present a new solution framework for…
We study the asynchronous stochastic gradient descent algorithm for distributed training over $n$ workers which have varying computation and communication frequency over time. In this algorithm, workers compute stochastic gradients in…
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).…
The stochastic gradient descent (SGD) algorithm is the algorithm we use to train neural networks. However, it remains poorly understood how the SGD navigates the highly nonlinear and degenerate loss landscape of a neural network. In this…
Gradient descent and its many variants, including mini-batch stochastic gradient descent, form the algorithmic foundation of modern large-scale machine learning. Due to the size and scale of modern data, gradient computations are often…
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…
It has been experimentally observed that distributed implementations of mini-batch stochastic gradient descent (SGD) algorithms exhibit speedup saturation and decaying generalization ability beyond a particular batch-size. In this work, we…
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…
While machine learning has achieved remarkable results in a wide variety of domains, the training of models often requires large datasets that may need to be collected from different individuals. As sensitive information may be contained in…
The training of machine learning models is typically carried out using some form of gradient descent, often with great success. However, non-asymptotic analyses of first-order optimization algorithms typically employ a gradient smoothness…