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Adam has been shown to outperform gradient descent on large language models by a larger margin than on other tasks, but it is unclear why. We show that a key factor in this performance gap is the heavy-tailed class imbalance found in…

Machine Learning · Computer Science 2024-07-15 Frederik Kunstner , Robin Yadav , Alan Milligan , Mark Schmidt , Alberto Bietti

Deep neural networks are usually trained with stochastic gradient descent (SGD), which minimizes objective function using very rough approximations of gradient, only averaging to the real gradient. Standard approaches like momentum or ADAM…

Machine Learning · Computer Science 2023-03-14 Jarek Duda

It is often observed that stochastic gradient descent (SGD) and its variants implicitly select a solution with good generalization performance; such implicit bias is often characterized in terms of the sharpness of the minima. Kleinberg et…

Machine Learning · Statistics 2024-05-28 Atsushi Nitanda , Ryuhei Kikuchi , Shugo Maeda , Denny Wu

The study of first-order optimization is sensitive to the assumptions made on the objective functions. These assumptions induce complexity classes which play a key role in worst-case analysis, including the fundamental concept of algorithm…

Optimization and Control · Mathematics 2024-05-30 Charles Guille-Escuret , Adam Ibrahim , Baptiste Goujaud , Ioannis Mitliagkas

Optimization problem, which is aimed at finding the global minimal value of a given cost function, is one of the central problem in science and engineering. Various numerical methods have been proposed to solve this problem, among which the…

Optimization and Control · Mathematics 2022-10-07 Shaojun Dong , Fengyu Le , Meng Zhang , Si-Jing Tao , Chao Wang , Yong-Jian Han , Guo-Ping Guo

Stochastic gradient descent (SGD) is the main approach for training deep networks: it moves towards the optimum of the cost function by iteratively updating the parameters of a model in the direction of the gradient of the loss evaluated on…

Machine Learning · Computer Science 2021-03-30 Loris Nanni , Gianluca Maguolo , Alessandra Lumini

There has been a growing effort in studying the distributed optimization problem over a network. The objective is to optimize a global function formed by a sum of local functions, using only local computation and communication. Literature…

Optimization and Control · Mathematics 2017-05-02 Guannan Qu , Na Li

Stochastic gradient descent (SGD) is a premium optimization method for training neural networks, especially for learning objectively defined labels such as image objects and events. When a neural network is instead faced with subjectively…

Neural and Evolutionary Computing · Computer Science 2022-04-15 Kosmas Pinitas , Konstantinos Makantasis , Antonios Liapis , Georgios N. Yannakakis

Despite the recent growth of theoretical studies and empirical successes of neural networks, gradient backpropagation is still the most widely used algorithm for training such networks. On the one hand, we have deterministic or full…

Machine Learning · Computer Science 2023-10-20 Pascal Junior Tikeng Notsawo

Averaging scheme has attracted extensive attention in deep learning as well as traditional machine learning. It achieves theoretically optimal convergence and also improves the empirical model performance. However, there is still a lack of…

Machine Learning · Computer Science 2021-01-19 Wei Tao , Wei Li , Zhisong Pan , Qing Tao

Decentralized stochastic gradient descent (D-SGD) allows collaborative learning on massive devices simultaneously without the control of a central server. However, existing theories claim that decentralization invariably undermines…

Machine Learning · Computer Science 2023-11-10 Tongtian Zhu , Fengxiang He , Kaixuan Chen , Mingli Song , Dacheng Tao

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…

Gaussian processes are a powerful framework for quantifying uncertainty and for sequential decision-making but are limited by the requirement of solving linear systems. In general, this has a cubic cost in dataset size and is sensitive to…

In distributed training of deep neural networks, people usually run Stochastic Gradient Descent (SGD) or its variants on each machine and communicate with other machines periodically. However, SGD might converge slowly in training some deep…

Machine Learning · Computer Science 2022-10-14 Mingrui Liu , Zhenxun Zhuang , Yunwei Lei , Chunyang Liao

Recently there are a considerable amount of work devoted to the study of the algorithmic stability and generalization for stochastic gradient descent (SGD). However, the existing stability analysis requires to impose restrictive assumptions…

Machine Learning · Computer Science 2020-06-16 Yunwen Lei , Yiming Ying

We present a new class of gradient-type optimization methods that extends vanilla gradient descent, mirror descent, Riemannian gradient descent, and natural gradient descent. Our approach involves constructing a surrogate for the objective…

Optimization and Control · Mathematics 2023-06-13 Flavien Léger , Pierre-Cyril Aubin-Frankowski

The gradient descent (GD) has been one of the most common optimizer in machine learning. In particular, the loss landscape of a neural network is typically sharpened during the initial phase of training, making the training dynamics hover…

Machine Learning · Statistics 2025-10-14 Han Bao , Shinsaku Sakaue , Yuki Takezawa

Stochastic gradient descent (SGD) is a popular algorithm for optimization problems arising in high-dimensional inference tasks. Here one produces an estimator of an unknown parameter from independent samples of data by iteratively…

Machine Learning · Statistics 2023-06-23 Gerard Ben Arous , Reza Gheissari , Aukosh Jagannath

Classical optimisation theory guarantees monotonic objective decrease for gradient descent (GD) when employed in a small step size, or ``stable", regime. In contrast, gradient descent on neural networks is frequently performed in a large…

Machine Learning · Computer Science 2025-10-21 Lachlan Ewen MacDonald , Hancheng Min , Leandro Palma , Salma Tarmoun , Ziqing Xu , René Vidal