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The representation of functions by artificial neural networks depends on a large number of parameters in a non-linear fashion. Suitable parameters of these are found by minimizing a 'loss functional', typically by stochastic gradient…
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…
In the realm of big data and machine learning, data-parallel, distributed stochastic algorithms have drawn significant attention in the present days.~While the synchronous versions of these algorithms are well understood in terms of their…
We propose a new variant of AMSGrad, a popular adaptive gradient based optimization algorithm widely used for training deep neural networks. Our algorithm adds prior knowledge about the sequence of consecutive mini-batch gradients and…
In this work, we consider the problem of a network of agents collectively minimizing a sum of convex functions. The agents in our setting can only access their local objective functions and exchange information with their immediate…
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…
Decentralized optimization has emerged as a critical paradigm for distributed learning, enabling scalable training while preserving data privacy through peer-to-peer collaboration. However, existing methods often suffer from communication…
Theoretically understanding stochastic gradient descent (SGD) in overparameterized models has led to the development of several optimization algorithms that are widely used in practice today. Recent work by~\citet{zou2021benign} provides…
In this paper, we propose a simple variant of the original SVRG, called variance reduced stochastic gradient descent (VR-SGD). Unlike the choices of snapshot and starting points in SVRG and its proximal variant, Prox-SVRG, the two vectors…
Modern distributed optimization methods mostly rely on traditional synchronous approaches, despite substantial recent progress in asynchronous optimization. We revisit Synchronous SGD and its robust variant, called $m$-Synchronous SGD, and…
This paper investigates scaling laws for local SGD in LLM training, a distributed optimization algorithm that facilitates training on loosely connected devices. Through extensive experiments, we show that local SGD achieves competitive…
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…
Stochastic Gradient Descent (SGD) has become one of the most popular optimization methods for training machine learning models on massive datasets. However, SGD suffers from two main drawbacks: (i) The noisy gradient updates have high…
We provide a new analysis of local SGD, removing unnecessary assumptions and elaborating on the difference between two data regimes: identical and heterogeneous. In both cases, we improve the existing theory and provide values of the…
When training neural networks, it has been widely observed that a large step size is essential in stochastic gradient descent (SGD) for obtaining superior models. However, the effect of large step sizes on the success of SGD is not well…
A variant of consensus based distributed gradient descent (\textbf{DGD}) is studied for finite sums of smooth but possibly non-convex functions. In particular, the local gradient term in the fixed step-size iteration of each agent is…
We study convergence properties of Stochastic Gradient Descent (SGD) for convex objectives without assumptions on smoothness or strict convexity. We consider the question of establishing that with high probability the objective evaluated at…
In federated learning (FL), data heterogeneity is the main reason that existing theoretical analyses are pessimistic about the convergence rate. In particular, for many FL algorithms, the convergence rate grows dramatically when the number…
Stochastic Gradient Descent (SGD) has become the method of choice for solving a broad range of machine learning problems. However, some of its learning properties are still not fully understood. We consider least squares learning in…
Adaptive gradient methods, such as AdaGrad, are among the most successful optimization algorithms for neural network training. While these methods are known to achieve better dimensional dependence than stochastic gradient descent (SGD) for…