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We study the inverse problem of radiative transfer equation (RTE) using stochastic gradient descent method (SGD) in this paper. Mathematically, optical tomography amounts to recovering the optical parameters in RTE using the…

Optimization and Control · Mathematics 2018-07-04 Ke Chen , Qin Li , Jian-Guo Liu

Stochastic convex optimization algorithms are the most popular way to train machine learning models on large-scale data. Scaling up the training process of these models is crucial, but the most popular algorithm, Stochastic Gradient Descent…

Machine Learning · Statistics 2018-10-30 Ashok Cutkosky , Robert Busa-Fekete

The training of modern deep learning neural network calls for large amounts of computation, which is often provided by GPUs or other specific accelerators. To scale out to achieve faster training speed, two update algorithms are mainly…

Machine Learning · Computer Science 2020-05-15 Yemao Xu , Dezun Dong , Weixia Xu , Xiangke Liao

Stochastic gradient descent (SGD) holds as a classical method to build large scale machine learning models over big data. A stochastic gradient is typically calculated from a limited number of samples (known as mini-batch), so it…

Machine Learning · Computer Science 2016-01-14 Yadong Mu , Wei Liu , Wei Fan

As models for nature language processing (NLP), computer vision (CV) and recommendation systems (RS) require surging computation, a large number of GPUs/TPUs are paralleled as a large batch (LB) to improve training throughput. However,…

Machine Learning · Computer Science 2023-09-26 Guo-qing Jiang , Jinlong Liu , Zixiang Ding , Lin Guo , Wei Lin

Stochastic gradient descent (SGD) is commonly used for optimization in large-scale machine learning problems. Langford et al. (2009) introduce a sparse online learning method to induce sparsity via truncated gradient. With high-dimensional…

Machine Learning · Statistics 2017-05-10 Yuting Ma , Tian Zheng

Stochastic gradient-based descent (SGD), have long been central to training large language models (LLMs). However, their effectiveness is increasingly being questioned, particularly in large-scale applications where empirical evidence…

Machine Learning · Computer Science 2025-07-03 Di Zhang , Yihang Zhang

It is known that the standard stochastic gradient descent (SGD) optimization method, as well as accelerated and adaptive SGD optimization methods such as the Adam optimizer fail to converge if the learning rates do not converge to zero (as,…

Optimization and Control · Mathematics 2024-06-21 Steffen Dereich , Arnulf Jentzen , Adrian Riekert

Adaptive gradient methods, e.g. \textsc{Adam}, have achieved tremendous success in machine learning. Scaling the learning rate element-wisely by a certain form of second moment estimate of gradients, such methods are able to attain rapid…

Machine Learning · Computer Science 2022-02-10 Yizhou Wang , Yue Kang , Can Qin , Huan Wang , Yi Xu , Yulun Zhang , Yun Fu

In this paper, we propose Nesterov Accelerated Shuffling Gradient (NASG), a new algorithm for the convex finite-sum minimization problems. Our method integrates the traditional Nesterov's acceleration momentum with different shuffling…

Optimization and Control · Mathematics 2022-06-14 Trang H. Tran , Katya Scheinberg , Lam M. Nguyen

We study stochastic algorithms for solving nonconvex optimization problems with a convex yet possibly nonsmooth regularizer, which find wide applications in many practical machine learning applications. However, compared to asynchronous…

Machine Learning · Computer Science 2018-09-18 Rui Zhu , Di Niu , Zongpeng Li

In this work, we consider the problem of a network of agents collectively minimizing a sum of convex functions. The agents in our setting can only access their local objective functions and exchange information with their immediate…

Optimization and Control · Mathematics 2019-10-01 Charikleia Iakovidou , Ermin Wei

Many supervised learning tasks have intrinsic symmetries, such as translational and rotational symmetry in image classifications. These symmetries can be exploited to enhance performance. We formulate the symmetry constraints into a concise…

Quantum Physics · Physics 2024-08-14 Kaiming Bian , Shitao Zhang , Fei Meng , Wen Zhang , Oscar Dahlsten

To enable learning on edge devices with fast convergence and low memory, we present a novel backpropagation-free optimization algorithm dubbed Target Projection Stochastic Gradient Descent (tpSGD). tpSGD generalizes direct random target…

Machine Learning · Computer Science 2022-09-19 Michael Lomnitz , Zachary Daniels , David Zhang , Michael Piacentino

Stochastic Gradient Descent (SGD) has proven to be remarkably effective in optimizing deep neural networks that employ ever-larger numbers of parameters. Yet, improving the efficiency of large-scale optimization remains a vital and highly…

Machine Learning · Computer Science 2020-11-11 Frithjof Gressmann , Zach Eaton-Rosen , Carlo Luschi

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…

Machine Learning · Computer Science 2022-06-17 Anastasia Koloskova , Sebastian U. Stich , Martin Jaggi

In this work, we propose a novel adaptive stochastic gradient-free (ASGF) approach for solving high-dimensional nonconvex optimization problems based on function evaluations. We employ a directional Gaussian smoothing of the target function…

Optimization and Control · Mathematics 2022-01-19 Anton Dereventsov , Clayton G. Webster , Joseph D. Daws

Stochastic gradient descent (SGD), which dates back to the 1950s, is one of the most popular and effective approaches for performing stochastic optimization. Research on SGD resurged recently in machine learning for optimizing convex loss…

Machine Learning · Computer Science 2019-12-24 Jie Chen , Ronny Luss

In many modern machine learning applications, structures of underlying mathematical models often yield nonconvex optimization problems. Due to the intractability of nonconvexity, there is a rising need to develop efficient methods for…

Machine Learning · Computer Science 2017-05-16 Qunwei Li , Yi Zhou , Yingbin Liang , Pramod K. Varshney

There are several applications of stochastic optimization where one can benefit from a robust estimate of the gradient. For example, domains such as distributed learning with corrupted nodes, the presence of large outliers in the training…

Machine Learning · Statistics 2025-10-30 Fabian Schaipp , Guillaume Garrigos , Umut Simsekli , Robert Gower