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Stochastic gradient descent (SGD) provides a simple and efficient way to solve a broad range of machine learning problems. Here, we focus on distribution regression (DR), involving two stages of sampling: Firstly, we regress from…

Machine Learning · Statistics 2021-03-08 Nicole Mücke

In this paper, we develop a new algorithm, Annealed Skewed SGD - AskewSGD - for training deep neural networks (DNNs) with quantized weights. First, we formulate the training of quantized neural networks (QNNs) as a smoothed sequence of…

Machine Learning · Statistics 2022-12-21 Louis Leconte , Sholom Schechtman , Eric Moulines

Stochastic Gradient Descent with a constant learning rate (constant SGD) simulates a Markov chain with a stationary distribution. With this perspective, we derive several new results. (1) We show that constant SGD can be used as an…

Machine Learning · Statistics 2018-01-23 Stephan Mandt , Matthew D. Hoffman , David M. Blei

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 one of the most widely used techniques for online optimization in machine learning. In this work, we accelerate SGD by adaptively learning how to sample the most useful training examples at each time…

Machine Learning · Computer Science 2016-03-16 Guillaume Bouchard , Théo Trouillon , Julien Perez , Adrien Gaidon

We present multiplexed gradient descent (MGD), a gradient descent framework designed to easily train analog or digital neural networks in hardware. MGD utilizes zero-order optimization techniques for online training of hardware neural…

Machine Learning · Computer Science 2023-08-17 Adam N. McCaughan , Bakhrom G. Oripov , Natesh Ganesh , Sae Woo Nam , Andrew Dienstfrey , Sonia M. Buckley

The mini-batch stochastic gradient descent (SGD) algorithm is widely used in training machine learning models, in particular deep learning models. We study SGD dynamics under linear regression and two-layer linear networks, with an easy…

Optimization and Control · Mathematics 2020-04-29 Xin Qian , Diego Klabjan

The Stochastic Gradient Descent method (SGD) and its stochastic variants have become methods of choice for solving finite-sum optimization problems arising from machine learning and data science thanks to their ability to handle large-scale…

Optimization and Control · Mathematics 2024-03-06 Trang H. Tran , Quoc Tran-Dinh , Lam M. Nguyen

Deep neural networks (DNNs) have achieved remarkable success in computer vision; however, training DNNs for satisfactory performance remains challenging and suffers from sensitivity to empirical selections of an optimization algorithm for…

Computer Vision and Pattern Recognition · Computer Science 2020-12-22 Haichao Zhang , Kuangrong Hao , Lei Gao , Bing Wei , Xuesong Tang

In distributed training of deep neural networks, people usually run Stochastic Gradient Descent (SGD) or its variants on each machine and communicate with other machines periodically. However, SGD might converge slowly in training some deep…

Machine Learning · Computer Science 2022-10-14 Mingrui Liu , Zhenxun Zhuang , Yunwei Lei , Chunyang Liao

Parallel implementations of stochastic gradient descent (SGD) have received significant research attention, thanks to excellent scalability properties of this algorithm, and to its efficiency in the context of training deep neural networks.…

Machine Learning · Computer Science 2017-12-07 Dan Alistarh , Demjan Grubic , Jerry Li , Ryota Tomioka , Milan Vojnovic

While significant theoretical progress has been achieved, unveiling the generalization mystery of overparameterized neural networks still remains largely elusive. In this paper, we study the generalization behavior of shallow neural…

Machine Learning · Computer Science 2022-09-21 Yunwen Lei , Rong Jin , Yiming Ying

In this paper, we propose a novel kernel stochastic gradient descent (SGD) algorithm for large-scale supervised learning with general losses. Compared to traditional kernel SGD, our algorithm improves efficiency and scalability through an…

Machine Learning · Computer Science 2026-04-28 Jinhui Bai , Andreas Christmann , Lei Shi

Natural gradient descent (NGD) is a powerful optimization technique for machine learning, but the computational complexity of the inverse Fisher information matrix limits its application in training deep neural networks. To overcome this…

Machine Learning · Computer Science 2024-12-11 Weihua Liu , Said Boumaraf , Jianwu Li , Chaochao Lin , Xiabi Liu , Lijuan Niu , Naoufel Werghi

The fluctuation effect of gradient expectation and variance caused by parameter update between consecutive iterations is neglected or confusing by current mainstream gradient optimization algorithms.Using this fluctuation effect, combined…

Machine Learning · Statistics 2022-02-23 Aixiang , Chen , Jinting Zhang , Zanbo Zhang , Zhihong Li

We study a variation of vanilla stochastic gradient descent where the optimizer only has access to a Markovian sampling scheme. These schemes encompass applications that range from decentralized optimization with a random walker (token…

Optimization and Control · Mathematics 2023-06-26 Mathieu Even

Applying Differentially Private Stochastic Gradient Descent (DPSGD) to training modern, large-scale neural networks such as transformer-based models is a challenging task, as the magnitude of noise added to the gradients at each iteration…

Machine Learning · Computer Science 2022-07-07 Ryuichi Ito , Seng Pei Liew , Tsubasa Takahashi , Yuya Sasaki , Makoto Onizuka

Stochastic gradient descent (SGD) has been found to be surprisingly effective in training a variety of deep neural networks. However, there is still a lack of understanding on how and why SGD can train these complex networks towards a…

Machine Learning · Computer Science 2019-01-03 Yi Zhou , Junjie Yang , Huishuai Zhang , Yingbin Liang , Vahid Tarokh

Stochastic Gradient Descent (SGD) is arguably the most popular of the machine learning methods applied to training deep neural networks (DNN) today. It has recently been demonstrated that SGD can be statistically biased so that certain…

Machine Learning · Computer Science 2015-09-21 Andrew J. R. Simpson

Stochastic Gradient Descent (SGD) and its variants underpin modern machine learning by enabling efficient optimization of large-scale models. However, their local search nature limits exploration in complex landscapes. In this paper, we…

Quantum Physics · Physics 2025-07-22 Sirui Peng , Shengminjie Chen , Xiaoming Sun , Hongyi Zhou