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Stochastic gradient descent is a canonical tool for addressing stochastic optimization problems, and forms the bedrock of modern machine learning and statistics. In this work, we seek to balance the fact that attenuating step-size is…

Signal Processing · Electrical Eng. & Systems 2020-07-10 Zhan Gao , Alec Koppel , Alejandro Ribeiro

We introduce a novel algorithm for gradient-based optimization of stochastic objective functions. The method may be seen as a variant of SGD with momentum equipped with an adaptive learning rate automatically adjusted by an 'energy'…

Optimization and Control · Mathematics 2022-03-24 Hailiang Liu , Xuping Tian

Deep neural networks have been shown to achieve state-of-the-art performance in several machine learning tasks. Stochastic Gradient Descent (SGD) is the preferred optimization algorithm for training these networks and asynchronous SGD…

Machine Learning · Computer Science 2016-04-06 Wei Zhang , Suyog Gupta , Xiangru Lian , Ji Liu

Adaptive gradient methods, such as AdaGrad, are among the most successful optimization algorithms for neural network training. While these methods are known to achieve better dimensional dependence than stochastic gradient descent (SGD) for…

Optimization and Control · Mathematics 2025-06-09 Ruichen Jiang , Devyani Maladkar , Aryan Mokhtari

Stochastic Gradient Decent (SGD) is one of the core techniques behind the success of deep neural networks. The gradient provides information on the direction in which a function has the steepest rate of change. The main problem with basic…

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

In the context of stochastic gradient descent(SGD) and adaptive moment estimation (Adam),researchers have recently proposed optimization techniques that transition from Adam to SGD with the goal of improving both convergence and…

Machine Learning · Computer Science 2020-07-01 Jiaxuan Wang , Jenna Wiens

Large language models (LLMs) have achieved remarkable performance across a wide range of tasks, but their increasing parameter sizes significantly slow down inference. Speculative decoding mitigates this issue by leveraging a smaller draft…

Computation and Language · Computer Science 2026-05-27 Kuan-Wei Lu , Ding-Yong Hong , Pangfeng Liu , Jan-Jan Wu

In this work, we propose new adaptive step size strategies that improve several stochastic gradient methods. Our first method (StoPS) is based on the classical Polyak step size (Polyak, 1987) and is an extension of the recent development of…

Machine Learning · Computer Science 2022-08-11 Samuel Horváth , Konstantin Mishchenko , Peter Richtárik

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

Accelerated stochastic gradient descent (ASGD) is a workhorse in deep learning and often achieves better generalization performance than SGD. However, existing optimization theory can only explain the faster convergence of ASGD, but cannot…

Machine Learning · Computer Science 2023-11-27 Xuheng Li , Yihe Deng , Jingfeng Wu , Dongruo Zhou , Quanquan Gu

Asynchronous stochastic gradient descent (SGD) enables scalable distributed training but suffers from gradient staleness. Existing mitigation strategies, such as delay-adaptive learning rates and staleness-aware filtering, typically…

Machine Learning · Computer Science 2026-05-15 Tehila Dahan , Roie Reshef , Sharon Goldstein , Kfir Y. Levy

The most straightforward method to accelerate Stochastic Gradient Descent (SGD) computation is to distribute the randomly selected batch of inputs over multiple processors. To keep the distributed processors fully utilized requires…

Machine Learning · Computer Science 2020-01-06 Zhewei Yao , Amir Gholami , Daiyaan Arfeen , Richard Liaw , Joseph Gonzalez , Kurt Keutzer , Michael Mahoney

Sharpness-aware Minimization (SAM) has been proposed recently to improve model generalization ability. However, SAM calculates the gradient twice in each optimization step, thereby doubling the computation costs compared to stochastic…

Computer Vision and Pattern Recognition · Computer Science 2024-03-15 Jiaxin Deng , Junbiao Pang , Baochang Zhang , Tian Wang

Stochastic approximation is one of the effective approach to deal with the large-scale machine learning problems and the recent research has focused on reduction of variance, caused by the noisy approximations of the gradients. In this…

Machine Learning · Computer Science 2019-04-09 Vinod Kumar Chauhan , Anuj Sharma , Kalpana Dahiya

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

We study a new aggregation operator for gradients coming from a mini-batch for stochastic gradient (SG) methods that allows a significant speed-up in the case of sparse optimization problems. We call this method AdaBatch and it only…

Machine Learning · Computer Science 2017-11-07 Alexandre Défossez , Francis Bach

Adaptive optimization methods such as AdaGrad, RMSprop and Adam have been proposed to achieve a rapid training process with an element-wise scaling term on learning rates. Though prevailing, they are observed to generalize poorly compared…

Machine Learning · Computer Science 2019-04-22 Liangchen Luo , Yuanhao Xiong , Yan Liu , Xu Sun

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) with stochastic momentum is popular in nonconvex stochastic optimization and particularly for the training of deep neural networks. In standard SGD, parameters are updated by improving along the path of the…

Machine Learning · Computer Science 2021-06-08 Jun-Kun Wang , Chi-Heng Lin , Jacob Abernethy