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Stochastic gradient descent (SGD) algorithm and its variations have been effectively used to optimize neural network models. However, with the rapid growth of big data and deep learning, SGD is no longer the most suitable choice due to its…

Machine Learning · Computer Science 2024-02-13 Anuraganand Sharma

Distributed Deep Learning (DDL) is essential for large-scale Deep Learning (DL) training. Synchronous Stochastic Gradient Descent (SSGD) 1 is the de facto DDL optimization method. Using a sufficiently large batch size is critical to…

Machine Learning · Computer Science 2021-12-03 Wei Zhang , Mingrui Liu , Yu Feng , Xiaodong Cui , Brian Kingsbury , Yuhai Tu

This work studies the generalization error of gradient methods. More specifically, we focus on how training steps $T$ and step-size $\eta$ might affect generalization in smooth stochastic convex optimization (SCO) problems. We first provide…

Machine Learning · Computer Science 2023-05-11 Peiyuan Zhang , Jiaye Teng , Jingzhao Zhang

The mini-batch stochastic gradient descent (SGD) algorithm is widely used in training machine learning models, in particular deep learning models. We study SGD dynamics under linear regression and two-layer linear networks, with an easy…

Optimization and Control · Mathematics 2020-04-29 Xin Qian , Diego Klabjan

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

We analyze the learning properties of the stochastic gradient method when multiple passes over the data and mini-batches are allowed. We study how regularization properties are controlled by the step-size, the number of passes and the…

Machine Learning · Computer Science 2019-03-18 Junhong Lin , Lorenzo Rosasco

The performance of fully synchronized distributed systems has faced a bottleneck due to the big data trend, under which asynchronous distributed systems are becoming a major popularity due to their powerful scalability. In this paper, we…

Machine Learning · Statistics 2019-10-01 Jayanth Regatti , Gaurav Tendolkar , Yi Zhou , Abhishek Gupta , Yingbin Liang

Modern deep neural network training is typically based on mini-batch stochastic gradient optimization. While the use of large mini-batches increases the available computational parallelism, small batch training has been shown to provide…

Machine Learning · Computer Science 2018-04-23 Dominic Masters , Carlo Luschi

Stochastic Gradient Boosting (SGB) is a widely used approach to regularization of boosting models based on decision trees. It was shown that, in many cases, random sampling at each iteration can lead to better generalization performance of…

Machine Learning · Statistics 2019-10-30 Bulat Ibragimov , Gleb Gusev

In current deep learning tasks, Adam style optimizers such as Adam, Adagrad, RMSProp, Adafactor, and Lion have been widely used as alternatives to SGD style optimizers. These optimizers typically update model parameters using the sign of…

Machine Learning · Computer Science 2024-10-29 Shuaipeng Li , Penghao Zhao , Hailin Zhang , Xingwu Sun , Hao Wu , Dian Jiao , Weiyan Wang , Chengjun Liu , Zheng Fang , Jinbao Xue , Yangyu Tao , Bin Cui , Di Wang

What enables Stochastic Gradient Descent (SGD) to achieve better generalization than Gradient Descent (GD) in Neural Network training? This question has attracted much attention. In this paper, we study the distribution of the Stochastic…

Machine Learning · Computer Science 2019-10-28 Abhishek Panigrahi , Raghav Somani , Navin Goyal , Praneeth Netrapalli

Stochastic gradient descent updates parameters with summation gradient computed from a random data batch. This summation will lead to unbalanced training process if the data we obtained is unbalanced. To address this issue, this paper takes…

Machine Learning · Computer Science 2019-05-22 Tao Yi , Xingxuan Wang

Conventional wisdom holds that large-batch training is fundamentally incompatible with Reinforcement Learning (RL) - beyond a modest threshold, increasing batch sizes typically yields diminishing returns or performance degradation due to…

Machine Learning · Statistics 2026-05-22 Jongchan Park

In this paper, we investigate the impact of stochasticity and large stepsizes on the implicit regularisation of gradient descent (GD) and stochastic gradient descent (SGD) over diagonal linear networks. We prove the convergence of GD and…

Machine Learning · Computer Science 2023-10-26 Mathieu Even , Scott Pesme , Suriya Gunasekar , Nicolas Flammarion

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 popularity of bi-level optimization (BO) in deep learning has spurred a growing interest in studying gradient-based BO algorithms. However, existing algorithms involve two coupled learning rates that can be affected by approximation…

Machine Learning · Computer Science 2023-11-03 Chen Fan , Gaspard Choné-Ducasse , Mark Schmidt , Christos Thrampoulidis

Recent work has established an empirically successful framework for adapting learning rates for stochastic gradient descent (SGD). This effectively removes all needs for tuning, while automatically reducing learning rates over time on…

Machine Learning · Computer Science 2013-03-28 Tom Schaul , Yann LeCun

We propose a stochastic variant of the classical Polyak step-size (Polyak, 1987) commonly used in the subgradient method. Although computing the Polyak step-size requires knowledge of the optimal function values, this information is readily…

Optimization and Control · Mathematics 2021-03-23 Nicolas Loizou , Sharan Vaswani , Issam Laradji , Simon Lacoste-Julien

Training Deep Neural Networks (DNNs) with small batches using Stochastic Gradient Descent (SGD) yields superior test performance compared to larger batches. The specific noise structure inherent to SGD is known to be responsible for this…

Machine Learning · Statistics 2024-02-14 Tom Sander , Maxime Sylvestre , Alain Durmus

Deep neural networks (DNNs) are typically optimized using various forms of mini-batch gradient descent algorithm. A major motivation for mini-batch gradient descent is that with a suitably chosen batch size, available computing resources…

Machine Learning · Computer Science 2022-10-25 Oyebade K. Oyedotun , Konstantinos Papadopoulos , Djamila Aouada
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