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We study stochastic optimization of nonconvex loss functions, which are typical objectives for training neural networks. We propose stochastic approximation algorithms which optimize a series of regularized, nonlinearized losses on large…

Machine Learning · Computer Science 2019-03-12 Weiran Wang , Nathan Srebro

The performance of stochastic gradient descent (SGD), which is the simplest first-order optimizer for training deep neural networks, depends on not only the learning rate but also the batch size. They both affect the number of iterations…

Machine Learning · Statistics 2024-02-26 Kento Imaizumi , Hideaki Iiduka

Stagewise training strategy is widely used for learning neural networks, which runs a stochastic algorithm (e.g., SGD) starting with a relatively large step size (aka learning rate) and geometrically decreasing the step size after a number…

Machine Learning · Statistics 2019-02-05 Zhuoning Yuan , Yan Yan , Rong Jin , Tianbao Yang

Mini-batch stochastic gradient descent and variants thereof have become standard for large-scale empirical risk minimization like the training of neural networks. These methods are usually used with a constant batch size chosen by simple…

Machine Learning · Computer Science 2017-06-29 Lukas Balles , Javier Romero , Philipp Hennig

We study the Stochastic Gradient Descent (SGD) method in nonconvex optimization problems from the point of view of approximating diffusion processes. We prove rigorously that the diffusion process can approximate the SGD algorithm weakly…

Machine Learning · Statistics 2018-03-06 Wenqing Hu , Chris Junchi Li , Lei Li , Jian-Guo Liu

Compressed Stochastic Gradient Descent (SGD) algorithms have been recently proposed to address the communication bottleneck in distributed and decentralized optimization problems, such as those that arise in federated machine learning.…

Machine Learning · Statistics 2022-07-21 Adarsh M. Subramaniam , Akshayaa Magesh , Venugopal V. Veeravalli

We study the role of batch size in stochastic conditional gradient methods under a $\mu$-Kurdyka-{\L}ojasiewicz ($\mu$-KL) condition. Focusing on momentum-based stochastic conditional gradient algorithms (e.g., Scion), we derive a new…

Machine Learning · Computer Science 2026-03-24 Rustem Islamov , Roman Machacek , Aurelien Lucchi , Antonio Silveti-Falls , Eduard Gorbunov , Volkan Cevher

LLM training is resource-intensive. Quantized training improves computational and memory efficiency but introduces quantization noise, which can hinder convergence and degrade model accuracy. Stochastic Rounding (SR) has emerged as a…

Machine Learning · Computer Science 2025-11-04 Taowen Liu , Marta Andronic , Deniz Gündüz , George A. Constantinides

This paper addresses the problem of optimizing partition functions in a stochastic learning setting. We propose a stochastic variant of the bound majorization algorithm that relies on upper-bounding the partition function with a quadratic…

Machine Learning · Computer Science 2020-11-04 Jing Wang , Anna Choromanska

Bilevel optimization (BO) is widely applicable to many machine learning problems. Scaling BO, however, requires repeatedly computing hypergradients, which involves solving inverse Hessian-vector products (IHVPs). In practice, these…

Machine Learning · Computer Science 2026-04-01 Disen Liao , Felix Dangel , Yaoliang Yu

Commonly used optimization algorithms often show a trade-off between good generalization and fast training times. For instance, stochastic gradient descent (SGD) tends to have good generalization; however, adaptive gradient methods have…

Machine Learning · Computer Science 2023-06-14 Aditya Cowsik , Tankut Can , Paolo Glorioso

Recent works have demonstrated great success in pre-training large-scale autoregressive language models on massive GPUs. To reduce the wall-clock training time, a common practice is to increase the batch size and learning rate. However,…

Machine Learning · Computer Science 2022-10-18 Conglong Li , Minjia Zhang , Yuxiong He

Adam is known to perform significantly better than Stochastic Gradient Descent (SGD) in language models, a phenomenon for which a number of explanations have been proposed. In this work, we revisit this "optimizer gap" through a series of…

Machine Learning · Computer Science 2025-06-17 Teodora Srećković , Jonas Geiping , Antonio Orvieto

It has been experimentally observed that the efficiency of distributed training with stochastic gradient (SGD) depends decisively on the batch size and -- in asynchronous implementations -- on the gradient staleness. Especially, it has been…

Machine Learning · Computer Science 2021-03-04 Sebastian U. Stich , Amirkeivan Mohtashami , Martin Jaggi

Stochastic gradient descent (SGD) is an estimation tool for large data employed in machine learning and statistics. Due to the Markovian nature of the SGD process, inference is a challenging problem. An underlying asymptotic normality of…

Computation · Statistics 2025-03-27 Rahul Singh , Abhinek Shukla , Dootika Vats

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

Using second-order optimization methods for training deep neural networks (DNNs) has attracted many researchers. A recently proposed method, Eigenvalue-corrected Kronecker Factorization (EKFAC) (George et al., 2018), proposes an…

Machine Learning · Computer Science 2020-11-30 Kai-Xin Gao , Xiao-Lei Liu , Zheng-Hai Huang , Min Wang , Shuangling Wang , Zidong Wang , Dachuan Xu , Fan Yu

Huge scale machine learning problems are nowadays tackled by distributed optimization algorithms, i.e. algorithms that leverage the compute power of many devices for training. The communication overhead is a key bottleneck that hinders…

Machine Learning · Computer Science 2018-11-30 Sebastian U. Stich , Jean-Baptiste Cordonnier , Martin Jaggi

Attention encoder-decoder model architecture is the backbone of several recent top performing foundation speech models: Whisper, Seamless, OWSM, and Canary-1B. However, the reported data and compute requirements for their training are…

We theoretically analyzed the convergence behavior of Riemannian stochastic gradient descent (RSGD) and found that using an increasing batch size leads to faster convergence than using a constant batch size, not only with a constant…

Machine Learning · Computer Science 2025-10-14 Kanata Oowada , Hideaki Iiduka