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Inference for spatial generalized linear mixed models (SGLMMs) for high-dimensional non-Gaussian spatial data is computationally intensive. The computational challenge is due to the high-dimensional random effects and because Markov chain…

Computation · Statistics 2018-10-09 Yawen Guan , Murali Haran

Federated Learning is a popular distributed learning paradigm in machine learning. Meanwhile, composition optimization is an effective hierarchical learning model, which appears in many machine learning applications such as meta learning…

Machine Learning · Computer Science 2023-03-31 Feihu Huang

Stochastic gradient methods are central to large-scale learning, yet their generalization theory typically relies on independent sampling assumptions. In many practical applications, data are generated by Markov chains and learning is…

Machine Learning · Computer Science 2026-05-05 Jiahuan Wang , Ziqing Wen , Ping Luo , Dongsheng Li , Tao Sun

Federated learning (FL) has emerged as a prominent distributed learning paradigm. FL entails some pressing needs for developing novel parameter estimation approaches with theoretical guarantees of convergence, which are also communication…

Machine Learning · Computer Science 2024-01-24 Richeng Jin , Yufan Huang , Xiaofan He , Huaiyu Dai , Tianfu Wu

Recent years have seen advances in generalization bounds for noisy stochastic algorithms, especially stochastic gradient Langevin dynamics (SGLD) based on stability (Mou et al., 2018; Li et al., 2020) and information theoretic approaches…

Machine Learning · Computer Science 2022-11-02 Arindam Banerjee , Tiancong Chen , Xinyan Li , Yingxue Zhou

Although Federated Learning has been widely studied in recent years, there are still high overhead expenses in each communication round for large-scale models such as Vision Transformer. To lower the communication complexity, we propose a…

Machine Learning · Computer Science 2026-04-21 Junkang Liu , Fanhua Shang , Yuanyuan Liu , Hongying Liu , Yuangang Li , YunXiang Gong

Stochastic gradient MCMC (SG-MCMC) algorithms have proven useful in scaling Bayesian inference to large datasets under an assumption of i.i.d data. We instead develop an SG-MCMC algorithm to learn the parameters of hidden Markov models…

Machine Learning · Statistics 2017-06-16 Yi-An Ma , Nicholas J. Foti , Emily B. Fox

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

Mean-field Langevin dynamics (MLFD) is a class of interacting particle methods that tackle convex optimization over probability measures on a manifold, which are scalable, versatile, and enjoy computational guarantees. However, some…

Optimization and Control · Mathematics 2025-01-03 Guillaume Wang , Alireza Mousavi-Hosseini , Lénaïc Chizat

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

Deep neural networks (DNN) are typically optimized using stochastic gradient descent (SGD). However, the estimation of the gradient using stochastic samples tends to be noisy and unreliable, resulting in large gradient variance and bad…

Machine Learning · Computer Science 2021-05-18 Xingyi Yang

Distributed parallel stochastic gradient descent algorithms are workhorses for large scale machine learning tasks. Among them, local stochastic gradient descent (Local SGD) has attracted significant attention due to its low communication…

Machine Learning · Computer Science 2020-12-16 Shuheng Shen , Yifei Cheng , Jingchang Liu , Linli Xu

We analyse the privacy leakage of noisy stochastic gradient descent by modeling R\'enyi divergence dynamics with Langevin diffusions. Inspired by recent work on non-stochastic algorithms, we derive similar desirable properties in the…

Machine Learning · Statistics 2022-02-08 Théo Ryffel , Francis Bach , David Pointcheval

Bayesian approaches have been successfully integrated into training deep neural networks. One popular family is stochastic gradient Markov chain Monte Carlo methods (SG-MCMC), which have gained increasing interest due to their scalability…

Numerical Analysis · Mathematics 2021-03-17 Yating Wang , Wei Deng , Guang Lin

Stochastic gradient descent (SGD) is a fundamental optimization algorithm widely used in modern machine learning. In this paper, we propose Factor-Augmented SGD (FSGD), a new optimization method that leverages latent factor representations…

Machine Learning · Statistics 2026-05-20 Shubo Li , Yuefeng Han , Xiufan Yu

We analyze (stochastic) gradient descent (SGD) with delayed updates on smooth quasi-convex and non-convex functions and derive concise, non-asymptotic, convergence rates. We show that the rate of convergence in all cases consists of two…

Machine Learning · Computer Science 2021-06-17 Sebastian U. Stich , Sai Praneeth Karimireddy

Speculative decoding has emerged as a promising technique to accelerate the inference of Large Language Models (LLMs) by employing a small language model to draft a hypothesis sequence, which is then validated by the LLM. The effectiveness…

Computation and Language · Computer Science 2024-07-24 Zhuocheng Gong , Jiahao Liu , Ziyue Wang , Pengfei Wu , Jingang Wang , Xunliang Cai , Dongyan Zhao , Rui Yan

This paper proposes a novel analysis for the Scaffold algorithm, a popular method for dealing with data heterogeneity in federated learning. While its convergence in deterministic settings--where local control variates mitigate client…

Machine Learning · Statistics 2025-03-11 Paul Mangold , Alain Durmus , Aymeric Dieuleveut , Eric Moulines

Fourier acceleration has been successfully applied to the simulation of lattice field theories for more than a decade. In this paper, we extend the method to the dynamics of discrete particles moving in continuum. Although our method is…

Statistical Mechanics · Physics 2009-10-31 Francis J. Alexander , Bruce M. Boghosian , Richard C. Brower , S. Roy Kimura

We propose a Stochastic Gradient Descent (SGD)-type algorithm for Personalized Federated Learning which can be particularly attractive for mobile energy-limited regimes due to its low per-client computational cost. The model to be trained…

Machine Learning · Computer Science 2025-12-15 Sotirios Nikoloutsopoulos , Iordanis Koutsopoulos , Michalis K. Titsias