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Differentially Private Stochastic Gradient Descent (DP-SGD) is a widely adopted technique for privacy-preserving deep learning. A critical challenge in DP-SGD is selecting the optimal clipping threshold C, which involves balancing the…

Machine Learning · Computer Science 2025-04-02 Chengkun Wei , Weixian Li , Chen Gong , Wenzhi Chen

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

Although the distributed machine learning methods can speed up the training of large deep neural networks, the communication cost has become the non-negligible bottleneck to constrain the performance. To address this challenge, the gradient…

Machine Learning · Computer Science 2022-01-25 An Xu , Zhouyuan Huo , Heng Huang

Distributed learning, particularly Federated Learning (FL), faces a significant bottleneck in the communication cost, particularly the uplink transmission of client-to-server updates, which is often constrained by asymmetric bandwidth…

Machine Learning · Computer Science 2026-02-19 Tomas Ortega , Chun-Yin Huang , Xiaoxiao Li , Hamid Jafarkhani

Stochastic Gradient Descent (SGD) is one of the most popular algorithms in statistical and machine learning due to its computational and memory efficiency. Various averaging schemes have been proposed to accelerate the convergence of SGD in…

Machine Learning · Statistics 2025-04-08 Ziyang Wei , Wanrong Zhu , Wei Biao Wu

When scaling distributed training, the communication overhead is often the bottleneck. In this paper, we propose a novel SGD variant with reduced communication and adaptive learning rates. We prove the convergence of the proposed algorithm…

Machine Learning · Computer Science 2020-12-08 Cong Xie , Oluwasanmi Koyejo , Indranil Gupta , Haibin Lin

This paper considers smooth convex optimization problems with many functional constraints. To solve this general class of problems we propose a new stochastic perturbed augmented Lagrangian method, called SGDPA, where a perturbation is…

Optimization and Control · Mathematics 2025-04-01 Nitesh Kumar Singh , Ion Necoara

It is well-known that the reparameterisation gradient estimator, which exhibits low variance in practice, is biased for non-differentiable models. This may compromise correctness of gradient-based optimisation methods such as stochastic…

Machine Learning · Computer Science 2024-02-21 Dominik Wagner , Basim Khajwal , C. -H. Luke Ong

We propose a stochastic optimization method for minimizing loss functions, expressed as an expected value, that adaptively controls the batch size used in the computation of gradient approximations and the step size used to move along such…

Machine Learning · Computer Science 2020-03-04 Achraf Bahamou , Donald Goldfarb

Stochastic Gradient Descent (SGD) with gradient clipping is a powerful technique for enabling differentially private optimization. Although prior works extensively investigated clipping with a constant threshold, private training remains…

Machine Learning · Computer Science 2024-12-31 Egor Shulgin , Peter Richtárik

The implementation of a vast majority of machine learning (ML) algorithms boils down to solving a numerical optimization problem. In this context, Stochastic Gradient Descent (SGD) methods have long proven to provide good results, both in…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-10-06 Janis Keuper , Franz-Josef Pfreundt

We study gradient compression methods to alleviate the communication bottleneck in data-parallel distributed optimization. Despite the significant attention received, current compression schemes either do not scale well or fail to achieve…

Machine Learning · Computer Science 2020-02-19 Thijs Vogels , Sai Praneeth Karimireddy , Martin Jaggi

Distributed learning algorithms, such as the ones employed in Federated Learning (FL), require communication compression to reduce the cost of client uploads. The compression methods used in practice are often biased, making error feedback…

Machine Learning · Computer Science 2025-09-12 Tomas Ortega , Chun-Yin Huang , Xiaoxiao Li , Hamid Jafarkhani

We consider stochastic strongly convex optimization with a complex inequality constraint. This complex inequality constraint may lead to computationally expensive projections in algorithmic iterations of the stochastic gradient…

Machine Learning · Computer Science 2016-05-25 Jianhui Chen , Tianbao Yang , Qihang Lin , Lijun Zhang , Yi Chang

Decentralized Stochastic Gradient Descent (SGD) is an emerging neural network training approach that enables multiple agents to train a model collaboratively and simultaneously. Rather than using a central parameter server to collect…

Machine Learning · Computer Science 2023-06-02 Lisang Ding , Kexin Jin , Bicheng Ying , Kun Yuan , Wotao Yin

The stochastic gradient descent (SGD) algorithm has been widely used in statistical estimation for large-scale data due to its computational and memory efficiency. While most existing works focus on the convergence of the objective function…

Machine Learning · Statistics 2023-11-02 Xi Chen , Jason D. Lee , Xin T. Tong , Yichen Zhang

Variance reduction (VR) methods boost the performance of stochastic gradient descent (SGD) by enabling the use of larger, constant stepsizes and preserving linear convergence rates. However, current variance reduced SGD methods require…

Machine Learning · Computer Science 2017-04-10 Soham De , Gavin Taylor , Tom Goldstein

On-device memory concerns in distributed deep learning have become severe due to (i) the growth of model size in multi-GPU training, and (ii) the wide adoption of deep neural networks for federated learning on IoT devices which have limited…

Machine Learning · Computer Science 2023-12-15 Bingcong Li , Shuai Zheng , Parameswaran Raman , Anshumali Shrivastava , Georgios B. Giannakis

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

Various gradient compression schemes have been proposed to mitigate the communication cost in distributed training of large scale machine learning models. Sign-based methods, such as signSGD, have recently been gaining popularity because of…

Optimization and Control · Mathematics 2021-06-25 Mher Safaryan , Peter Richtárik
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