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Stochastic gradient methods (SGMs) are the predominant approaches to train deep learning models. The adaptive versions (e.g., Adam and AMSGrad) have been extensively used in practice, partly because they achieve faster convergence than the…

Optimization and Control · Mathematics 2022-04-14 Yangyang Xu , Yibo Xu , Yonggui Yan , Colin Sutcher-Shepard , Leopold Grinberg , Jie Chen

We study diffusion and consensus based optimization of a sum of unknown convex objective functions over distributed networks. The only access to these functions is through stochastic gradient oracles, each of which is only available at a…

Numerical Analysis · Computer Science 2015-09-01 N. Denizcan Vanli , Muhammed O. Sayin , Suleyman S. Kozat

Distributed parallel stochastic gradient descent algorithms are workhorses for large scale machine learning tasks. Among them, local stochastic gradient descent (Local SGD) has attracted significant attention due to its low communication…

Machine Learning · Computer Science 2020-12-16 Shuheng Shen , Yifei Cheng , Jingchang Liu , Linli Xu

Stochastic gradient descent (SGD) or stochastic approximation has been widely used in model training and stochastic optimization. While there is a huge literature on analyzing its convergence, inference on the obtained solutions from SGD…

Machine Learning · Statistics 2026-04-01 Henry Lam , Zitong Wang

Machine learning has made tremendous progress in recent years, with models matching or even surpassing humans on a series of specialized tasks. One key element behind the progress of machine learning in recent years has been the ability to…

Machine Learning · Computer Science 2020-06-30 Giorgi Nadiradze , Ilia Markov , Bapi Chatterjee , Vyacheslav Kungurtsev , Dan Alistarh

Modern realities and trends in learning require more and more generalization ability of models, which leads to an increase in both models and training sample size. It is already difficult to solve such tasks in a single device mode. This is…

Optimization and Control · Mathematics 2024-12-03 Dmitry Bylinkin , Kirill Degtyarev , Aleksandr Beznosikov

Stochastic Gradient Descent (SGD) is very useful in optimization problems with high-dimensional non-convex target functions, and hence constitutes an important component of several Machine Learning and Data Analytics methods. Recently there…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-11-11 Karl Bäckström , Marina Papatriantafilou , Philippas Tsigas

Understanding the convergence performance of asynchronous stochastic gradient descent method (Async-SGD) has received increasing attention in recent years due to their foundational role in machine learning. To date, however, most of the…

Machine Learning · Computer Science 2020-09-02 Xin Zhang , Jia Liu , Zhengyuan Zhu

Communication overhead severely hinders the scalability of distributed machine learning systems. Recently, there has been a growing interest in using gradient compression to reduce the communication overhead of the distributed training.…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-05-19 Yuchen Zhong , Cong Xie , Shuai Zheng , Haibin Lin

In this paper, we investigate the theoretical properties of stochastic gradient descent (SGD) for statistical inference in the context of nonconvex optimization problems, which have been relatively unexplored compared to convex settings.…

Machine Learning · Statistics 2023-06-06 Yanjie Zhong , Todd Kuffner , Soumendra Lahiri

Asynchronous distributed stochastic gradient descent methods have trouble converging because of stale gradients. A gradient update sent to a parameter server by a client is stale if the parameters used to calculate that gradient have since…

Machine Learning · Statistics 2016-01-18 Augustus Odena

Stochastic gradient descent (SGD) provides a simple and efficient way to solve a broad range of machine learning problems. Here, we focus on distribution regression (DR), involving two stages of sampling: Firstly, we regress from…

Machine Learning · Statistics 2021-03-08 Nicole Mücke

We study distributed optimization algorithms for minimizing the average of convex functions. The applications include empirical risk minimization problems in statistical machine learning where the datasets are large and have to be stored on…

Optimization and Control · Mathematics 2016-01-07 Jason D. Lee , Qihang Lin , Tengyu Ma , Tianbao Yang

We show that the convergence proof of a recent algorithm called dist-EF-SGD for distributed stochastic gradient descent with communication efficiency using error-feedback of Zheng et al. (NeurIPS 2019) is problematic mathematically.…

Optimization and Control · Mathematics 2021-05-11 Tran Thi Phuong , Le Trieu Phong

Low-rank gradient compression methods, such as PowerSGD, have gained attention in communication-efficient distributed optimization. However, the convergence guarantees of PowerSGD remain unclear, particularly in stochastic settings. In this…

Optimization and Control · Mathematics 2025-09-16 Shengping Xie , Chuyan Chen , Kun Yuan

Over the last decades, Stochastic Gradient Descent (SGD) has been intensively studied by the Machine Learning community. Despite its versatility and excellent performance, the optimization of large models via SGD still is a time-consuming…

Machine Learning · Computer Science 2025-12-01 Mauro DL Tosi , Martin Theobald

In this paper, we propose a unified view of gradient-based algorithms for stochastic convex composite optimization by extending the concept of estimate sequence introduced by Nesterov. More precisely, we interpret a large class of…

Machine Learning · Statistics 2020-09-07 Andrei Kulunchakov , Julien Mairal

Based on SGD, previous works have proposed many algorithms that have improved convergence speed and generalization in stochastic optimization, such as SGDm, AdaGrad, Adam, etc. However, their convergence analysis under non-convex conditions…

Machine Learning · Computer Science 2024-02-05 Yichuan Deng , Zhao Song , Chiwun Yang

Communicating information, like gradient vectors, between computing nodes in distributed and federated learning is typically an unavoidable burden, resulting in scalability issues. Indeed, communication might be slow and costly. Recent…

Machine Learning · Computer Science 2020-10-08 Alyazeed Albasyoni , Mher Safaryan , Laurent Condat , Peter Richtárik

In this paper, we study communication-efficient distributed stochastic gradient descent (SGD) with data sets of users distributed over a certain area and communicating through wireless channels. Since the time for one iteration in the…

Information Theory · Computer Science 2021-05-21 Jinho Choi