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Stochastic Gradient Descent (SGD) is an out-of-equilibrium algorithm used extensively to train artificial neural networks. However very little is known on to what extent SGD is crucial for to the success of this technology and, in…

Machine Learning · Computer Science 2023-12-19 Persia Jana Kamali , Pierfrancesco Urbani

First-order methods like stochastic gradient descent(SGD) are recently the popular optimization method to train deep neural networks (DNNs), but second-order methods are scarcely used because of the overpriced computing cost in getting the…

Machine Learning · Computer Science 2021-04-01 Jingcheng Zhou , Wei Wei , Zhiming Zheng

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

Asynchronous distributed stochastic gradient descent methods have trouble converging because of stale gradients. A gradient update sent to a parameter server by a client is stale if the parameters used to calculate that gradient have since…

Machine Learning · Statistics 2016-01-18 Augustus Odena

In many applications involving large dataset or online updating, stochastic gradient descent (SGD) provides a scalable way to compute parameter estimates and has gained increasing popularity due to its numerical convenience and memory…

Machine Learning · Statistics 2017-07-04 Yixin Fang , Jinfeng Xu , Lei Yang

We propose Multi-Level Local SGD, a distributed gradient method for learning a smooth, non-convex objective in a heterogeneous multi-level network. Our network model consists of a set of disjoint sub-networks, with a single hub and multiple…

Machine Learning · Computer Science 2022-02-21 Timothy Castiglia , Anirban Das , Stacy Patterson

We study the problem of how to distribute the training of large-scale deep learning models in the parallel computing environment. We propose a new distributed stochastic optimization method called Elastic Averaging SGD (EASGD). We analyze…

Machine Learning · Computer Science 2016-05-10 Sixin Zhang

Distributed training is an effective way to accelerate the training process of large-scale deep learning models. However, the parameter exchange and synchronization of distributed stochastic gradient descent introduce a large amount of…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-08-16 LingFei Dai , Boyu Diao , Chao Li , Yongjun Xu

Stochastic Gradient Descent (SGD) methods see many uses in optimization problems. Modifications to the algorithm, such as momentum-based SGD methods have been known to produce better results in certain cases. Much of this, however, is due…

Machine Learning · Computer Science 2025-04-22 Eric Lu

We consider the stochastic gradient descent (SGD) algorithm driven by a general stochastic sequence, including i.i.d noise and random walk on an arbitrary graph, among others; and analyze it in the asymptotic sense. Specifically, we employ…

Machine Learning · Computer Science 2022-09-16 Jie Hu , Vishwaraj Doshi , Do Young Eun

Stochastic Gradient Descent (SGD) and its variants are the most used algorithms in machine learning applications. In particular, SGD with adaptive learning rates and momentum is the industry standard to train deep networks. Despite the…

Machine Learning · Statistics 2020-07-29 Xiaoyu Li , Francesco Orabona

Driven by the need to solve increasingly complex optimization problems in signal processing and machine learning, there has been increasing interest in understanding the behavior of gradient-descent algorithms in non-convex environments.…

Optimization and Control · Mathematics 2019-07-04 Stefan Vlaski , Ali H. Sayed

Minimizing empirical risk subject to a set of constraints can be a useful strategy for learning restricted classes of functions, such as monotonic functions, submodular functions, classifiers that guarantee a certain class label for some…

Machine Learning · Computer Science 2016-10-26 Andrew Cotter , Maya Gupta , Jan Pfeifer

Although distributed computing can significantly reduce the training time of deep neural networks, scaling the training process while maintaining high efficiency and final accuracy is challenging. Distributed asynchronous training enjoys…

Machine Learning · Computer Science 2020-10-15 Ido Hakimi , Saar Barkai , Moshe Gabel , Assaf Schuster

Non-convex optimization problems are ubiquitous in machine learning, especially in Deep Learning. While such complex problems can often be successfully optimized in practice by using stochastic gradient descent (SGD), theoretical analysis…

Machine Learning · Computer Science 2022-02-21 Harsh Vardhan , Sebastian U. Stich

We consider distributed optimization under communication constraints for training deep learning models. We propose a new algorithm, whose parameter updates rely on two forces: a regular gradient step, and a corrective direction dictated by…

Machine Learning · Computer Science 2022-04-29 Yunfei Teng , Wenbo Gao , Francois Chalus , Anna Choromanska , Donald Goldfarb , Adrian Weller

When training deep neural networks, it is typically assumed that the training examples are uniformly difficult to learn. Or, to restate, it is assumed that the training error will be uniformly distributed across the training examples. Based…

Machine Learning · Computer Science 2015-10-09 Andrew J. R. Simpson

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

Stochastic Gradient Descent (SGD) is a popular optimization method which has been applied to many important machine learning tasks such as Support Vector Machines and Deep Neural Networks. In order to parallelize SGD, minibatch training is…

Machine Learning · Statistics 2014-05-14 Peilin Zhao , Tong Zhang

In large-scale time series forecasting, one often encounters the situation where the temporal patterns of time series, while drifting over time, differ from one another in the same dataset. In this paper, we provably show under such…

Machine Learning · Computer Science 2021-06-14 Yucheng Lu , Youngsuk Park , Lifan Chen , Yuyang Wang , Christopher De Sa , Dean Foster