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In the vanishing learning rate regime, stochastic gradient descent (SGD) is now relatively well understood. In this work, we propose to study the basic properties of SGD and its variants in the non-vanishing learning rate regime. The focus…

Machine Learning · Statistics 2021-06-14 Kangqiao Liu , Liu Ziyin , Masahito Ueda

Stochastic gradient descent (SGD) is a well known method for regression and classification tasks. However, it is an inherently sequential algorithm at each step, the processing of the current example depends on the parameters learned from…

Machine Learning · Computer Science 2017-05-24 Saeed Maleki , Madanlal Musuvathi , Todd Mytkowicz

Stochastic Gradient Descent (SGD) is a popular algorithm that can achieve state-of-the-art performance on a variety of machine learning tasks. Several researchers have recently proposed schemes to parallelize SGD, but all require…

Optimization and Control · Mathematics 2011-11-14 Feng Niu , Benjamin Recht , Christopher Re , Stephen J. Wright

As learning models continue to grow in size, enabling on-device local training of these models has emerged as a critical challenge in federated learning. A popular solution is sub-model training, where the server only distributes randomly…

Machine Learning · Computer Science 2025-11-11 Yuyang Deng , Fuli Qiao , Mehrdad Mahdavi

In community detection on graphs, the semi-supervised learning problem entails inferring the ground-truth membership of each node in a graph, given the connectivity structure and a limited number of revealed node labels. Different subsets…

Disordered Systems and Neural Networks · Physics 2022-03-22 Hugo Cui , Luca Saglietti , Lenka Zdeborová

Federated learning is a distributed machine learning mechanism where local devices collaboratively train a shared global model under the orchestration of a central server, while keeping all private data decentralized. In the system, model…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-12-13 Zichen Ma , Zihan Lu , Yu Lu , Wenye Li , Jinfeng Yi , Shuguang Cui

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

We study a block-structured class of convex-concave saddle-point problems in which both the primal and dual variables admit natural separable decompositions. Motivated by large-scale applications where a full update on either side can be…

Optimization and Control · Mathematics 2026-05-19 Yiheng Xiao , Huikang Liu

Hogwild! implements asynchronous Stochastic Gradient Descent (SGD) where multiple threads in parallel access a common repository containing training data, perform SGD iterations and update shared state that represents a jointly learned…

Machine Learning · Computer Science 2021-03-02 Marten van Dijk , Nhuong V. Nguyen , Toan N. Nguyen , Lam M. Nguyen , Quoc Tran-Dinh , Phuong Ha Nguyen

The recently developed Distributed Block Proximal Method, for solving stochastic big-data convex optimization problems, is studied in this paper under the assumption of constant stepsizes and strongly convex (possibly non-smooth) local…

Optimization and Control · Mathematics 2020-03-06 Francesco Farina , Giuseppe Notarstefano

A framework is introduced for sequentially solving convex stochastic minimization problems, where the objective functions change slowly, in the sense that the distance between successive minimizers is bounded. The minimization problems are…

Optimization and Control · Mathematics 2018-03-12 Craig Wilson , Venugopal Veeravalli , Angelia Nedich

Stochastic gradient descent (SGD) is a popular algorithm for optimization problems arising in high-dimensional inference tasks. Here one produces an estimator of an unknown parameter from independent samples of data by iteratively…

Machine Learning · Statistics 2023-06-23 Gerard Ben Arous , Reza Gheissari , Aukosh Jagannath

Stochastic Gradient Descent (SGD) is a fundamental algorithm in machine learning, representing the optimization backbone for training several classic models, from regression to neural networks. Given the recent practical focus on…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-06-25 Dan Alistarh , Christopher De Sa , Nikola Konstantinov

We consider convex-concave saddle point problems with a separable structure and non-strongly convex functions. We propose an efficient stochastic block coordinate descent method using adaptive primal-dual updates, which enables flexible…

Machine Learning · Statistics 2015-11-24 Zhanxing Zhu , Amos J. Storkey

The performance of mini-batch stochastic gradient descent (SGD) strongly depends on setting the batch size and learning rate to minimize the empirical loss in training the deep neural network. In this paper, we present theoretical analyses…

Machine Learning · Computer Science 2025-02-17 Hikaru Umeda , Hideaki Iiduka

Recently, there is a growing interest in the study of median-based algorithms for distributed non-convex optimization. Two prominent such algorithms include signSGD with majority vote, an effective approach for communication reduction via…

Machine Learning · Computer Science 2019-06-07 Xiangyi Chen , Tiancong Chen , Haoran Sun , Zhiwei Steven Wu , Mingyi Hong

Graph diffusion generative models (GDGMs) have emerged as powerful tools for generating high-quality graphs. However, their broader adoption faces challenges in \emph{scalability and size generalization}. GDGMs struggle to scale to large…

Machine Learning · Computer Science 2025-08-21 Junwei Su , Shan Wu

We analyze asynchronous-type algorithms for distributed SGD in the heterogeneous setting, where each worker has its own computation and communication speeds, as well as data distribution. In these algorithms, workers compute possibly stale…

Machine Learning · Computer Science 2023-11-01 Rustem Islamov , Mher Safaryan , Dan Alistarh

Convergence detection of iterative stochastic optimization methods is of great practical interest. This paper considers stochastic gradient descent (SGD) with a constant learning rate and momentum. We show that there exists a transient…

Machine Learning · Computer Science 2020-08-28 Jerry Chee , Ping Li

Understanding the implicit bias of training algorithms is of crucial importance in order to explain the success of overparametrised neural networks. In this paper, we study the dynamics of stochastic gradient descent over diagonal linear…

Machine Learning · Computer Science 2021-12-08 Scott Pesme , Loucas Pillaud-Vivien , Nicolas Flammarion