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Classical stochastic gradient methods are well suited for minimizing expected-value objective functions. However, they do not apply to the minimization of a nonlinear function involving expected values or a composition of two expected-value…

Machine Learning · Statistics 2014-11-17 Mengdi Wang , Ethan X. Fang , Han Liu

It is widely believed that stochastic gradient descent (SGD) performs significantly worse than adaptive optimizers such as Adam in pre-training Large Language Models (LLMs). Yet the underlying reason for this gap remains unclear. In this…

Machine Learning · Computer Science 2026-05-19 Athanasios Glentis , Dawei Li , Chung-Yiu Yau , Mingyi Hong

While stochastic gradient descent (SGD) is one of the major workhorses in machine learning, the learning properties of many practically used variants are poorly understood. In this paper, we consider least squares learning in a…

Machine Learning · Statistics 2019-05-28 Nicole Mücke , Gergely Neu , Lorenzo Rosasco

Stochastic Gradient Descent (SGD) with gradient clipping is a powerful technique for enabling differentially private optimization. Although prior works extensively investigated clipping with a constant threshold, private training remains…

Machine Learning · Computer Science 2024-12-31 Egor Shulgin , Peter Richtárik

This paper proposes a novel parallel stochastic gradient descent (SGD) method that is obtained by applying parallel sets of SGD iterations (each set operating on one node using the data residing in it) for finding the direction in each…

Machine Learning · Computer Science 2013-11-05 Dhruv Mahajan , S. Sathiya Keerthi , S. Sundararajan , Leon Bottou

Stochastic Gradient Descent (SGD) has become one of the most popular optimization methods for training machine learning models on massive datasets. However, SGD suffers from two main drawbacks: (i) The noisy gradient updates have high…

Machine Learning · Computer Science 2017-04-10 Soham De , Tom Goldstein

The unprecedented growth of deep learning models has enabled remarkable advances but introduced substantial computational bottlenecks. A key factor contributing to training efficiency is batch-size and learning-rate scheduling in stochastic…

Machine Learning · Computer Science 2025-08-08 Hikaru Umeda , Hideaki Iiduka

Local stochastic gradient descent (Local-SGD), also referred to as federated averaging, is an approach to distributed optimization where each device performs more than one SGD update per communication. This work presents an empirical study…

Stochastic gradient descent (SGD) is one of the most popular algorithms in modern machine learning. The noise encountered in these applications is different from that in many theoretical analyses of stochastic gradient algorithms. In this…

Machine Learning · Statistics 2021-09-16 Stephan Wojtowytsch

We consider a variant of the stochastic gradient descent (SGD) with a random learning rate and reveal its convergence properties. SGD is a widely used stochastic optimization algorithm in machine learning, especially deep learning. Numerous…

Machine Learning · Statistics 2025-09-09 Naoki Yoshida , Shogo Nakakita , Masaaki Imaizumi

We study the learning dynamics of a multi-pass, mini-batch Stochastic Gradient Descent (SGD) procedure for empirical risk minimization in high-dimensional multi-index models with isotropic random data. In an asymptotic regime where the…

Machine Learning · Statistics 2026-02-19 Zhou Fan , Leda Wang

In distributed training of deep neural networks, parallel mini-batch SGD is widely used to speed up the training process by using multiple workers. It uses multiple workers to sample local stochastic gradient in parallel, aggregates all…

Optimization and Control · Mathematics 2018-11-19 Hao Yu , Sen Yang , Shenghuo Zhu

We study the dynamics of stochastic gradient descent (SGD) for a class of sequence models termed Sequence Single-Index (SSI) models, where the target depends on a single direction in input space applied to a sequence of tokens. This setting…

Machine Learning · Statistics 2025-11-13 Luca Arnaboldi , Bruno Loureiro , Ludovic Stephan , Florent Krzakala , Lenka Zdeborova

Stochastic gradient descent (SGD) is an inherently sequential training algorithm--computing the gradient at batch $i$ depends on the model parameters learned from batch $i-1$. Prior approaches that break this dependence do not honor them…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-06-05 Saeed Maleki , Madan Musuvathi , Todd Mytkowicz , Olli Saarikivi , Tianju Xu , Vadim Eksarevskiy , Jaliya Ekanayake , Emad Barsoum

This work is substituted by the paper in arXiv:2011.14066. Stochastic gradient descent is the de facto algorithm for training deep neural networks (DNNs). Despite its popularity, it still requires fine tuning in order to achieve its best…

Machine Learning · Statistics 2020-12-02 Vatsal Shah , Anastasios Kyrillidis , Sujay Sanghavi

Motivated by neural network training in finite-precision arithmetic environments, this work studies the convergence of perturbed iterate SGD using adaptive step sizes in an environment with numerical error. Considering a general stochastic…

Optimization and Control · Mathematics 2025-09-10 Michael R. Metel

In machine learning, stochastic gradient descent (SGD) is widely deployed to train models using highly non-convex objectives with equally complex noise models. Unfortunately, SGD theory often makes restrictive assumptions that fail to…

Machine Learning · Computer Science 2022-10-11 Vivak Patel , Shushu Zhang , Bowen Tian

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

Large-batch stochastic gradient descent (SGD) is widely used for training in distributed deep learning because of its training-time efficiency, however, extremely large-batch SGD leads to poor generalization and easily converges to sharp…

Machine Learning · Computer Science 2019-06-27 Kosuke Haruki , Taiji Suzuki , Yohei Hamakawa , Takeshi Toda , Ryuji Sakai , Masahiro Ozawa , Mitsuhiro Kimura

Distributed training of massive machine learning models, in particular deep neural networks, via Stochastic Gradient Descent (SGD) is becoming commonplace. Several families of communication-reduction methods, such as quantization,…

Machine Learning · Computer Science 2018-09-28 Dan Alistarh , Torsten Hoefler , Mikael Johansson , Sarit Khirirat , Nikola Konstantinov , Cédric Renggli
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