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Second-order optimization methods have the ability to accelerate convergence by modifying the gradient through the curvature matrix. There have been many attempts to use second-order optimization methods for training deep neural networks.…

Machine Learning · Computer Science 2020-11-24 Kai-Xin Gao , Xiao-Lei Liu , Zheng-Hai Huang , Min Wang , Zidong Wang , Dachuan Xu , Fan Yu

Training deep neural networks with Stochastic Gradient Descent, or its variants, requires careful choice of both learning rate and batch size. While smaller batch sizes generally converge in fewer training epochs, larger batch sizes offer…

Machine Learning · Computer Science 2018-02-15 Aditya Devarakonda , Maxim Naumov , Michael Garland

The choice of batch-size in a stochastic optimization algorithm plays a substantial role for both optimization and generalization. Increasing the batch-size used typically improves optimization but degrades generalization. To address the…

Machine Learning · Computer Science 2020-03-03 Yeming Wen , Kevin Luk , Maxime Gazeau , Guodong Zhang , Harris Chan , Jimmy Ba

Second-order optimization methods for training neural networks, such as KFAC, exhibit superior convergence by utilizing curvature information of loss landscape. However, it comes at the expense of high computational burden. In this work, we…

Machine Learning · Computer Science 2025-11-12 Hyunseok Seung , Jaewoo Lee , Hyunsuk Ko

Variance reduced stochastic gradient (SGD) methods converge significantly faster than the vanilla SGD counterpart. However, these methods are not very practical on large scale problems, as they either i) require frequent passes over the…

Optimization and Control · Mathematics 2018-10-17 Anant Raj , Sebastian U. Stich

Recent advances in the theoretical understanding of SGD led to a formula for the optimal batch size minimizing the number of effective data passes, i.e., the number of iterations times the batch size. However, this formula is of no…

Machine Learning · Computer Science 2021-11-22 Motasem Alfarra , Slavomir Hanzely , Alyazeed Albasyoni , Bernard Ghanem , Peter Richtarik

Classical stochastic gradient methods for optimization rely on noisy gradient approximations that become progressively less accurate as iterates approach a solution. The large noise and small signal in the resulting gradients makes it…

Machine Learning · Computer Science 2017-04-10 Soham De , Abhay Yadav , David Jacobs , Tom Goldstein

Stochastic Gradient Descent (SGD) based training of neural networks with a large learning rate or a small batch-size typically ends in well-generalizing, flat regions of the weight space, as indicated by small eigenvalues of the Hessian of…

Machine Learning · Statistics 2019-12-24 Stanisław Jastrzębski , Zachary Kenton , Nicolas Ballas , Asja Fischer , Yoshua Bengio , Amos Storkey

Stochastic gradient descent (SGD) with mini-batching is a standard tool in large-scale optimization, yet its theoretical properties under heavy-tailed gradient noise remain largely unexplored. In this paper we study SGD with increasing…

Probability · Mathematics 2026-05-11 Bartosz Glowacki , Rafal Kulik , Philippe Soulier

The goal of this paper is to accelerate the training of machine learning models, a critical challenge since the training of large-scale deep neural models can be computationally expensive. Stochastic gradient descent (SGD) and its variants…

Machine Learning · Computer Science 2025-09-22 Yuen Chen , Yian Wang , Hari Sundaram

Despite their popularity, the practical performance of asynchronous stochastic gradient descent methods (ASGD) for solving large scale machine learning problems are not as good as theoretical results indicate. We adopt and analyze a…

Machine Learning · Computer Science 2019-11-05 Fan Zhou , Guojing Cong

Modern deep neural networks often require distributed training with many workers due to their large size. As the number of workers increases, communication overheads become the main bottleneck in data-parallel minibatch stochastic gradient…

Machine Learning · Statistics 2024-11-07 Tim Tsz-Kit Lau , Weijian Li , Chenwei Xu , Han Liu , Mladen Kolar

We study the statistical properties of the dynamic trajectory of stochastic gradient descent (SGD). We approximate the mini-batch SGD and the momentum SGD as stochastic differential equations (SDEs). We exploit the continuous formulation of…

Machine Learning · Computer Science 2021-12-03 Xiaowu Dai , Yuhua Zhu

Mini-batch stochastic gradient descent (SGD) is state of the art in large scale distributed training. The scheme can reach a linear speedup with respect to the number of workers, but this is rarely seen in practice as the scheme often…

Optimization and Control · Mathematics 2019-05-06 Sebastian U. Stich

The choice of batch sizes in minibatch stochastic gradient optimizers is critical in large-scale model training for both optimization and generalization performance. Although large-batch training is arguably the dominant training paradigm…

Machine Learning · Computer Science 2024-05-29 Tim Tsz-Kit Lau , Han Liu , Mladen Kolar

This study investigates the impact of gradient compression on distributed training performance, focusing on sparsification and quantization techniques, including top-k, DGC, and QSGD. In baseline experiments, random-k compression results in…

Machine Learning · Computer Science 2025-02-12 Shruti Singh , Shantanu Kumar

SketchySGD improves upon existing stochastic gradient methods in machine learning by using randomized low-rank approximations to the subsampled Hessian and by introducing an automated stepsize that works well across a wide range of convex…

Optimization and Control · Mathematics 2024-02-22 Zachary Frangella , Pratik Rathore , Shipu Zhao , Madeleine Udell

In the context of deep learning, many optimization methods use gradient covariance information in order to accelerate the convergence of Stochastic Gradient Descent. In particular, starting with Adagrad, a seemingly endless line of research…

Machine Learning · Computer Science 2020-12-08 Nikolaos Tselepidis , Jonas Kohler , Antonio Orvieto

Deep learning thrives with large neural networks and large datasets. However, larger networks and larger datasets result in longer training times that impede research and development progress. Distributed synchronous SGD offers a potential…

Computer Vision and Pattern Recognition · Computer Science 2018-05-02 Priya Goyal , Piotr Dollár , Ross Girshick , Pieter Noordhuis , Lukasz Wesolowski , Aapo Kyrola , Andrew Tulloch , Yangqing Jia , Kaiming He

We analyze online and mini-batch k-means variants. Both scale up the widely used Lloyd 's algorithm via stochastic approximation, and have become popular for large-scale clustering and unsupervised feature learning. We show, for the first…

Machine Learning · Computer Science 2016-11-08 Cheng Tang , Claire Monteleoni