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Distributed Stochastic Gradient Descent (SGD) when run in a synchronous manner, suffers from delays in runtime as it waits for the slowest workers (stragglers). Asynchronous methods can alleviate stragglers, but cause gradient staleness…

Machine Learning · Statistics 2020-03-25 Sanghamitra Dutta , Jianyu Wang , Gauri Joshi

Stochastic Gradient Descent (SGD) is a workhorse in machine learning, yet its slow convergence can be a computational bottleneck. Variance reduction techniques such as SAG, SVRG and SAGA have been proposed to overcome this weakness,…

Machine Learning · Computer Science 2016-02-29 Thomas Hofmann , Aurelien Lucchi , Simon Lacoste-Julien , Brian McWilliams

Variance reduction (VR) methods boost the performance of stochastic gradient descent (SGD) by enabling the use of larger, constant stepsizes and preserving linear convergence rates. However, current variance reduced SGD methods require…

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

In this work, we explore the capabilities of multiplexed gradient descent (MGD), a scalable and efficient perturbative zeroth-order training method for estimating the gradient of a loss function in hardware and training it via stochastic…

Machine Learning · Computer Science 2025-05-01 Bakhrom G. Oripov , Andrew Dienstfrey , Adam N. McCaughan , Sonia M. Buckley

With the increase in the amount of data and the expansion of model scale, distributed parallel training becomes an important and successful technique to address the optimization challenges. Nevertheless, although distributed stochastic…

Machine Learning · Computer Science 2019-09-23 Shuheng Shen , Linli Xu , Jingchang Liu , Xianfeng Liang , Yifei Cheng

Humans are able to accelerate their learning by selecting training materials that are the most informative and at the appropriate level of difficulty. We propose a framework for distributing deep learning in which one set of workers search…

Machine Learning · Statistics 2016-04-19 Guillaume Alain , Alex Lamb , Chinnadhurai Sankar , Aaron Courville , Yoshua Bengio

Graph neural networks (GNNs) model nonlinear representations in graph data with applications in distributed agent coordination, control, and planning among others. Current GNN architectures assume ideal scenarios and ignore link…

Signal Processing · Electrical Eng. & Systems 2021-09-01 Zhan Gao , Elvin Isufi , Alejandro Ribeiro

Stochastic gradient descent~(SGD) and its variants have been the dominating optimization methods in machine learning. Compared to SGD with small-batch training, SGD with large-batch training can better utilize the computational power of…

Machine Learning · Statistics 2024-04-16 Shen-Yi Zhao , Chang-Wei Shi , Yin-Peng Xie , Wu-Jun Li

Stochastic Gradient Descent (SGD) is an important algorithm in machine learning. With constant learning rates, it is a stochastic process that, after an initial phase of convergence, generates samples from a stationary distribution. We show…

Machine Learning · Statistics 2017-09-12 Stephan Mandt , Matthew D. Hoffman , David M. Blei

A number of results have recently demonstrated the benefits of incorporating various constraints when training deep architectures in vision and machine learning. The advantages range from guarantees for statistical generalization to better…

Machine Learning · Computer Science 2019-05-27 Sathya N. Ravi , Tuan Dinh , Vishnu Lokhande , Vikas Singh

Recently many first and second order variants of SGD have been proposed to facilitate training of Deep Neural Networks (DNNs). A common limitation of these works stem from the fact that they use the same learning rate across all instances…

Machine Learning · Computer Science 2021-05-31 Shreyas Saxena , Nidhi Vyas , Dennis DeCoste

Stochastic gradient descent (SGD) has been a go-to algorithm for nonconvex stochastic optimization problems arising in machine learning. Its theory however often requires a strong framework to guarantee convergence properties. We hereby…

Optimization and Control · Mathematics 2025-03-11 Azar Louzi

Machine learning models trained with \emph{stochastic} gradient descent (SGD) can generalize better than those trained with deterministic gradient descent (GD). In this work, we study SGD's impact on generalization through the lens of the…

Machine Learning · Computer Science 2025-12-09 Hongjian Lan , Yucong Liu , Florian Schäfer

Stochastic differential equation (SDE) models are the foundation for pricing and hedging financial derivatives. The drift and volatility functions in SDE models are typically chosen to be algebraic functions with a small number (less than…

Computational Finance · Quantitative Finance 2024-06-04 Lei Fan , Justin Sirignano

Motivated by extreme multi-label classification applications, we consider training deep learning models over sparse data in multi-GPU servers. The variance in the number of non-zero features across training batches and the intrinsic GPU…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-10-15 Yujing Ma , Florin Rusu , Kesheng Wu , Alexander Sim

This paper studies a risk minimization problem with decision dependent data distribution. The problem pertains to the performative prediction setting in which a trained model can affect the outcome estimated by the model. Such dependency…

Optimization and Control · Mathematics 2025-01-07 Qiang Li , Hoi-To Wai

Distributed stochastic gradient descent (SGD) algorithms are widely deployed in training large-scale deep learning models, while the communication overhead among workers becomes the new system bottleneck. Recently proposed gradient…

Machine Learning · Computer Science 2019-11-21 Shaohuai Shi , Xiaowen Chu , Ka Chun Cheung , Simon See

Gradient clipping is commonly used in training deep neural networks partly due to its practicability in relieving the exploding gradient problem. Recently, \citet{zhang2019gradient} show that clipped (stochastic) Gradient Descent (GD)…

Machine Learning · Computer Science 2020-10-30 Bohang Zhang , Jikai Jin , Cong Fang , Liwei Wang

Stochastic gradient descent (SGD) is commonly used for optimization in large-scale machine learning problems. Langford et al. (2009) introduce a sparse online learning method to induce sparsity via truncated gradient. With high-dimensional…

Machine Learning · Statistics 2017-05-10 Yuting Ma , Tian Zheng

Present day machine learning is computationally intensive and processes large amounts of data. It is implemented in a distributed fashion in order to address these scalability issues. The work is parallelized across a number of computing…

Machine Learning · Computer Science 2017-03-28 Alexander Ulanov , Andrey Simanovsky , Manish Marwah