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In this paper, we introduce StochGradAdam, a novel optimizer designed as an extension of the Adam algorithm, incorporating stochastic gradient sampling techniques to improve computational efficiency while maintaining robust performance.…

Machine Learning · Computer Science 2025-03-19 Juyoung Yun

Stochastic gradient descent (SGD) is almost ubiquitously used for training non-convex optimization tasks. Recently, a hypothesis proposed by Keskar et al. [2017] that large batch methods tend to converge to sharp minimizers has received…

Machine Learning · Statistics 2018-12-04 Xiaowu Dai , Yuhua Zhu

With the rapid increase of big data, distributed Machine Learning (ML) has been widely applied in training large-scale models. Stochastic Gradient Descent (SGD) is arguably the workhorse algorithm of ML. Distributed ML models trained by SGD…

Machine Learning · Computer Science 2021-12-09 Keyu Yang , Lu Chen , Zhihao Zeng , Yunjun Gao

Due to its simplicity and outstanding ability to generalize, stochastic gradient descent (SGD) is still the most widely used optimization method despite its slow convergence. Meanwhile, adaptive methods have attracted rising attention of…

Optimization and Control · Mathematics 2020-06-15 Xunpeng Huang , Runxin Xu , Hao Zhou , Zhe Wang , Zhengyang Liu , Lei Li

Stochastic-gradient-based optimization has been a core enabling methodology in applications to large-scale problems in machine learning and related areas. Despite the progress, the gap between theory and practice remains significant, with…

Optimization and Control · Mathematics 2021-01-01 Lihua Lei , Michael I. Jordan

Training deep neural networks requires intricate initialization and careful selection of learning rates. The emergence of stochastic gradient optimization methods that use adaptive learning rates based on squared past gradients, e.g.,…

Machine Learning · Computer Science 2019-10-29 Jianbang Ding , Xuancheng Ren , Ruixuan Luo , Xu Sun

Adaptive gradient methods have been widely adopted in training large-scale deep neural networks, especially large foundation models. Despite the huge success in practice, their theoretical advantages over classical gradient methods with…

Machine Learning · Computer Science 2024-10-15 Yuxing Liu , Rui Pan , Tong Zhang

Stochastic gradient descent (SGD) is a powerful optimization technique that is particularly useful in online learning scenarios. Its convergence analysis is relatively well understood under the assumption that the data samples are…

Machine Learning · Computer Science 2024-10-03 Ethan Che , Jing Dong , Xin T. Tong

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

Accelerated gradient-based methods are being extensively used for solving non-convex machine learning problems, especially when the data points are abundant or the available data is distributed across several agents. Two of the prominent…

Machine Learning · Computer Science 2021-10-04 Kushal Chakrabarti , Nikhil Chopra

We propose a stochastic modified equations (SME) for modeling the asynchronous stochastic gradient descent (ASGD) algorithms. The resulting SME of Langevin type extracts more information about the ASGD dynamics and elucidates the…

Machine Learning · Statistics 2020-03-04 Jing An , Jianfeng Lu , Lexing Ying

The stochastic gradient descent (SGD) algorithm has achieved remarkable success in training deep learning models. However, it has several limitations, including susceptibility to vanishing gradients, sensitivity to input data, and a lack of…

Machine Learning · Computer Science 2025-03-14 Chengcheng Yan , Jiawei Xu , Qingsong Wang , Zheng Peng

This paper targets solving distributed machine learning problems such as federated learning in a communication-efficient fashion. A class of new stochastic gradient descent (SGD) approaches have been developed, which can be viewed as the…

Optimization and Control · Mathematics 2020-02-27 Tianyi Chen , Yuejiao Sun , Wotao Yin

One of the most common methods to train machine learning algorithms today is the stochastic gradient descent (SGD). In a distributed setting, SGD-based algorithms have been shown to converge theoretically under specific circumstances. A…

Machine Learning · Computer Science 2025-08-22 Soumya Sarkar , Shweta Jain

A framework previously introduced in [3] for solving a sequence of stochastic optimization problems with bounded changes in the minimizers is extended and applied to machine learning problems such as regression and classification. The…

Machine Learning · Computer Science 2019-04-08 Craig Wilson , Yuheng Bu , Venugopal Veeravalli

Adaptive Moment Estimation (ADAM) is a very popular training algorithm for deep neural networks and belongs to the family of adaptive gradient descent optimizers. However to the best of the authors knowledge no complete convergence analysis…

Machine Learning · Computer Science 2021-02-22 Sebastian Bock , Martin Georg Weiß

In the paper, we propose a class of faster adaptive Gradient Descent Ascent (GDA) methods for solving the nonconvex-strongly-concave minimax problems by using the unified adaptive matrices, which include almost all existing coordinate-wise…

Optimization and Control · Mathematics 2023-02-22 Feihu Huang , Xidong Wu , Zhengmian Hu

Averaging techniques such as Ruppert--Polyak averaging and exponential movering averaging (EMA) are powerful approaches to accelerate optimization procedures of stochastic gradient descent (SGD) optimization methods such as the popular ADAM…

Optimization and Control · Mathematics 2025-05-29 Arnulf Jentzen , Julian Kranz , Adrian Riekert

A popular approach to minimize a finite-sum of convex functions is stochastic gradient descent (SGD) and its variants. Fundamental research questions associated with SGD include: (i) To find a lower bound on the number of times that the…

Optimization and Control · Mathematics 2022-08-16 Nuozhou Wang , Shuzhong Zhang

Most commonly used distributed machine learning systems are either synchronous or centralized asynchronous. Synchronous algorithms like AllReduce-SGD perform poorly in a heterogeneous environment, while asynchronous algorithms using a…

Optimization and Control · Mathematics 2018-09-26 Xiangru Lian , Wei Zhang , Ce Zhang , Ji Liu