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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 interplay between optimization and privacy has become a central theme in privacy-preserving machine learning. Noisy stochastic gradient descent (SGD) has emerged as a cornerstone algorithm, particularly in large-scale settings. These…

Machine Learning · Computer Science 2025-10-21 Shurong Lin , Eric D. Kolaczyk , Adam Smith , Elliot Paquette

Stochastic gradient descent (SGD) is a popular algorithm for minimizing objective functions that arise in machine learning. For constant step-sized SGD, the iterates form a Markov chain on a general state space. Focusing on a class of…

Optimization and Control · Mathematics 2025-03-26 David Shirokoff , Philip Zaleski

Natural gradient descent (NGD) is a powerful optimization technique for machine learning, but the computational complexity of the inverse Fisher information matrix limits its application in training deep neural networks. To overcome this…

Machine Learning · Computer Science 2024-12-11 Weihua Liu , Said Boumaraf , Jianwu Li , Chaochao Lin , Xiabi Liu , Lijuan Niu , Naoufel Werghi

Deep neural networks (DNNs) have achieved remarkable success in computer vision; however, training DNNs for satisfactory performance remains challenging and suffers from sensitivity to empirical selections of an optimization algorithm for…

Computer Vision and Pattern Recognition · Computer Science 2020-12-22 Haichao Zhang , Kuangrong Hao , Lei Gao , Bing Wei , Xuesong Tang

Stochastic Gradient Descent Langevin Dynamics (SGLD) algorithms, which add noise to the classic gradient descent, are known to improve the training of neural networks in some cases where the neural network is very deep. In this paper we…

Computational Finance · Quantitative Finance 2023-01-16 Pierre Bras , Gilles Pagès

The gradient noise (GN) in the stochastic gradient descent (SGD) algorithm is often considered to be Gaussian in the large data regime by assuming that the \emph{classical} central limit theorem (CLT) kicks in. This assumption is often made…

Machine Learning · Statistics 2019-12-03 Umut Şimşekli , Mert Gürbüzbalaban , Thanh Huy Nguyen , Gaël Richard , Levent Sagun

Large-scale distributed optimization is of great importance in various applications. For data-parallel based distributed learning, the inter-node gradient communication often becomes the performance bottleneck. In this paper, we propose the…

Computer Vision and Pattern Recognition · Computer Science 2018-06-22 Jiaxiang Wu , Weidong Huang , Junzhou Huang , Tong Zhang

Recent results in the literature suggest that the penultimate (second-to-last) layer representations of neural networks that are trained for classification exhibit a clustering property called neural collapse (NC). We study the implicit…

Machine Learning · Computer Science 2022-09-29 Tomer Galanti , Liane Galanti , Ido Ben-Shaul

Synchronous stochastic gradient descent (SGD) is the most common method used for distributed training of deep learning models. In this algorithm, each worker shares its local gradients with others and updates the parameters using the…

Machine Learning · Computer Science 2020-09-22 Negar Foroutan Eghlidi , Martin Jaggi

The capacity of deep learning models is often large enough to both learn the underlying statistical signal and overfit to noise in the training set. This noise memorization can be harmful especially for data with a low signal-to-noise ratio…

Machine Learning · Computer Science 2025-10-21 Wei Huang , Andi Han , Yujin Song , Yilan Chen , Denny Wu , Difan Zou , Taiji Suzuki

Deep neural networks with remarkably strong generalization performances are usually over-parameterized. Despite explicit regularization strategies are used for practitioners to avoid over-fitting, the impacts are often small. Some…

Computation and Language · Computer Science 2018-11-05 Deren Lei , Zichen Sun , Yijun Xiao , William Yang Wang

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 propose a new stochastic optimization framework for empirical risk minimization problems such as those that arise in machine learning. The traditional approaches, such as (mini-batch) stochastic gradient descent (SGD), utilize an…

Machine Learning · Statistics 2020-02-04 Kenji Kawaguchi , Haihao Lu

The success of deep learning has led to a rising interest in the generalization property of the stochastic gradient descent (SGD) method, and stability is one popular approach to study it. Existing works based on stability have studied…

Machine Learning · Statistics 2019-03-08 Yi Zhou , Yingbin Liang , Huishuai Zhang

Stochastic Gradient Langevin Dynamics (SGLD) is a popular variant of Stochastic Gradient Descent, where properly scaled isotropic Gaussian noise is added to an unbiased estimate of the gradient at each iteration. This modest change allows…

Machine Learning · Computer Science 2017-06-06 Maxim Raginsky , Alexander Rakhlin , Matus Telgarsky

The impact of gradient noise on training deep models is widely acknowledged but not well understood. In this context, we study the distribution of gradients during training. We introduce a method, Gradient Clustering, to minimize the…

Machine Learning · Computer Science 2020-07-10 Fartash Faghri , David Duvenaud , David J. Fleet , Jimmy Ba

The stability and generalization of stochastic gradient-based methods provide valuable insights into understanding the algorithmic performance of machine learning models. As the main workhorse for deep learning, stochastic gradient descent…

Machine Learning · Statistics 2021-02-24 Tao Sun , Dongsheng Li , Bao Wang

First-order methods such as stochastic gradient descent (SGD) are currently the standard algorithm for training deep neural networks. Second-order methods, despite their better convergence rate, are rarely used in practice due to the…

Machine Learning · Computer Science 2019-09-26 Tianle Cai , Ruiqi Gao , Jikai Hou , Siyu Chen , Dong Wang , Di He , Zhihua Zhang , Liwei Wang

We study the complexity of training neural network models with one hidden nonlinear activation layer and an output weighted sum layer. We analyze Gradient Descent applied to learning a bounded target function on $n$ real-valued inputs. We…

Machine Learning · Computer Science 2019-05-28 Santosh Vempala , John Wilmes