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In this paper some methods to use the empirical bootstrap approach for stochastic gradient descent (SGD) to minimize the empirical risk over a separable Hilbert space are investigated from the view point of algorithmic stability and…

Machine Learning · Statistics 2024-09-04 Andreas Christmann , Yunwen Lei

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

In federated distributed learning, the goal is to optimize a global training objective defined over distributed devices, where the data shard at each device is sampled from a possibly different distribution (a.k.a., heterogeneous or non…

Machine Learning · Computer Science 2019-12-10 Farzin Haddadpour , Mehrdad Mahdavi

Modern machine learning (ML) models are capable of impressive performances. However, their prowess is not due only to the improvements in their architecture and training algorithms but also to a drastic increase in computational power used…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-04-27 Andrei Kucharavy , Matteo Monti , Rachid Guerraoui , Ljiljana Dolamic

We investigate the stochastic gradient descent (SGD) method where the step size lies within a banded region instead of being given by a fixed formula. The optimal convergence rate under mild conditions and large initial step size is proved.…

Optimization and Control · Mathematics 2023-04-10 Xiaoyu Wang , Ya-xiang Yuan

With the recent proliferation of large-scale learning problems,there have been a lot of interest on distributed machine learning algorithms, particularly those that are based on stochastic gradient descent (SGD) and its variants. However,…

Machine Learning · Computer Science 2015-12-07 Ruiliang Zhang , Shuai Zheng , James T. Kwok

How to achieve precise distributed optimization despite unknown attacks, especially the Byzantine attacks, is one of the critical challenges for multiagent systems. This paper addresses a distributed resilient optimization for linear…

Systems and Control · Electrical Eng. & Systems 2024-10-18 Chenhang Yan , Liping Yan , Yuezu Lv , Bolei Dong , Yuanqing Xia

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

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

Gradient descent algorithms are widely used in machine learning. In order to deal with huge volume of data, we consider the implementation of gradient descent algorithms in a distributed computing setting where multiple workers compute the…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-01-29 Haozhao Wang , Song Guo , Bin Tang , Ruixuan Li , Chengjie Li

In this work, we propose a stochastic gradient descent (SGD) framework to design data-driven policy gradient descent algorithms for the linear quadratic regulator problem. Two alternative schemes are considered to estimate the policy…

Systems and Control · Electrical Eng. & Systems 2026-02-24 Bowen Song , Simon Weissmann , Mathias Staudigl , Andrea Iannelli

Distributed learning has become a promising computational parallelism paradigm that enables a wide scope of intelligent applications from the Internet of Things (IoT) to autonomous driving and the healthcare industry. This paper studies…

Signal Processing · Electrical Eng. & Systems 2024-10-28 Yuhan Yang , Youlong Wu , Yuning Jiang , Yuanming Shi

Byzantine machine learning has garnered considerable attention in light of the unpredictable faults that can occur in large-scale distributed learning systems. The key to secure resilience against Byzantine machines in distributed learning…

Machine Learning · Computer Science 2024-04-02 Yuhao Yi , Ronghui You , Hong Liu , Changxin Liu , Yuan Wang , Jiancheng Lv

In this paper, we investigate the theoretical properties of stochastic gradient descent (SGD) for statistical inference in the context of nonconvex optimization problems, which have been relatively unexplored compared to convex settings.…

Machine Learning · Statistics 2023-06-06 Yanjie Zhong , Todd Kuffner , Soumendra Lahiri

We present two stochastic descent algorithms that apply to unconstrained optimization and are particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained…

Optimization and Control · Mathematics 2019-04-30 David Kozak , Stephen Becker , Alireza Doostan , Luis Tenorio

We study to what extent may stochastic gradient descent (SGD) be understood as a "conventional" learning rule that achieves generalization performance by obtaining a good fit to training data. We consider the fundamental stochastic convex…

Machine Learning · Computer Science 2023-01-13 Tomer Koren , Roi Livni , Yishay Mansour , Uri Sherman

We consider the setting where a master wants to run a distributed stochastic gradient descent (SGD) algorithm on $n$ workers each having a subset of the data. Distributed SGD may suffer from the effect of stragglers, i.e., slow or…

Machine Learning · Computer Science 2023-10-18 Serge Kas Hanna , Rawad Bitar , Parimal Parag , Venkat Dasari , Salim El Rouayheb

We study a distributed consensus-based stochastic gradient descent (SGD) algorithm and show that the rate of convergence involves the spectral properties of two matrices: the standard spectral gap of a weight matrix from the network…

Optimization and Control · Mathematics 2016-09-02 Avleen S. Bijral , Anand D. Sarwate , Nathan Srebro

Privacy leakage and Byzantine failures are two adverse factors to the intelligent decision-making process of multi-agent systems (MASs). Considering the presence of these two issues, this paper targets the resolution of a class of nonconvex…

Optimization and Control · Mathematics 2025-05-23 Jinhui Hu , Guo Chen , Huaqing Li , Huqiang Cheng , Xiaoyu Guo , Tingwen Huang

This paper aims at jointly addressing two seemly conflicting issues in federated learning: differential privacy (DP) and Byzantine-robustness, which are particularly challenging when the distributed data are non-i.i.d. (independent and…

Machine Learning · Computer Science 2022-08-03 Heng Zhu , Qing Ling