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In this paper we analyze the behaviour of the stochastic gradient descent (SGD), a widely used method in supervised learning for optimizing neural network weights via a minimization of non-convex loss functions. Since the pioneering work of…

Machine Learning · Computer Science 2025-05-13 Davide Barbieri , Matteo Bonforte , Peio Ibarrondo

We consider distributed learning using constant stepsize SGD (DSGD) over several devices, each sending a final model update to a central server. In a final step, the local estimates are aggregated. We prove in the setting of…

Machine Learning · Statistics 2022-10-24 Mike Nguyen , Charly Kirst , Nicole Mücke

Stochastic gradient descent (SGD) and its variants enable modern artificial intelligence. However, theoretical understanding lags far behind their empirical success. It is widely believed that SGD has a curious ability to avoid sharp local…

Machine Learning · Computer Science 2025-10-27 Xingyu Wang , Chang-Han Rhee

Stochastic gradient descent (SGD) is a popular and efficient method with wide applications in training deep neural nets and other nonconvex models. While the behavior of SGD is well understood in the convex learning setting, the existing…

Machine Learning · Computer Science 2019-12-16 Yunwen Lei , Ting Hu , Guiying Li , Ke Tang

Stochastic Gradient Descent (SGD) is a popular optimization method which has been applied to many important machine learning tasks such as Support Vector Machines and Deep Neural Networks. In order to parallelize SGD, minibatch training is…

Machine Learning · Statistics 2014-05-14 Peilin Zhao , Tong Zhang

This paper studies the convergence of clipped stochastic gradient descent (SGD) algorithms with decision-dependent data distribution. Our setting is motivated by privacy preserving optimization algorithms that interact with performative…

Optimization and Control · Mathematics 2025-01-31 Qiang Li , Michal Yemini , Hoi-To Wai

Synchronous local stochastic gradient descent (local SGD) suffers from some workers being idle and random delays due to slow and straggling workers, as it waits for the workers to complete the same amount of local updates. In this paper, to…

Machine Learning · Computer Science 2023-05-30 Feng Zhu , Jingjing Zhang , Xin Wang

Stochastic gradient descent (SGD) is a ubiquitous algorithm for a variety of machine learning problems. Researchers and industry have developed several techniques to optimize SGD's runtime performance, including asynchronous execution and…

Machine Learning · Computer Science 2015-10-06 Christopher De Sa , Ce Zhang , Kunle Olukotun , Christopher Ré

This paper proposes a new optimization algorithm called Entropy-SGD for training deep neural networks that is motivated by the local geometry of the energy landscape. Local extrema with low generalization error have a large proportion of…

Stochastic gradient descent (SGD) has been widely studied in the literature from different angles, and is commonly employed for solving many big data machine learning problems. However, the averaging technique, which combines all iterative…

Machine Learning · Computer Science 2020-05-28 Zhishuai Guo , Yan Yan , Tianbao Yang

The distributed nonconvex optimization problem of minimizing a global cost function formed by a sum of $n$ local cost functions by using local information exchange is considered. This problem is an important component of many machine…

Optimization and Control · Mathematics 2022-01-11 Xinlei Yi , Shengjun Zhang , Tao Yang , Tianyou Chai , Karl H. Johansson

Machine learning has made tremendous progress in recent years, with models matching or even surpassing humans on a series of specialized tasks. One key element behind the progress of machine learning in recent years has been the ability to…

Machine Learning · Computer Science 2020-06-30 Giorgi Nadiradze , Ilia Markov , Bapi Chatterjee , Vyacheslav Kungurtsev , Dan Alistarh

We provide the first convergence analysis of local gradient descent for minimizing the average of smooth and convex but otherwise arbitrary functions. Problems of this form and local gradient descent as a solution method are of importance…

Machine Learning · Computer Science 2020-03-19 Ahmed Khaled , Konstantin Mishchenko , Peter Richtárik

Stochastic gradient descent (SGD) is a popular stochastic optimization method in machine learning. Traditional parallel SGD algorithms, e.g., SimuParallel SGD, often require all nodes to have the same performance or to consume equal…

Machine Learning · Computer Science 2017-08-17 Cheng Daning , Li Shigang , Zhang Yunquan

The growing privacy concerns in distributed learning have led to the widespread adoption of secure aggregation techniques in distributed machine learning systems, such as federated learning. Motivated by a coded gradient aggregation problem…

Information Theory · Computer Science 2025-04-25 Qinyi Lu , Jiale Cheng , Wei Kang , Nan Liu

Federated Learning (FL) makes a large amount of edge computing devices (e.g., mobile phones) jointly learn a global model without data sharing. In FL, data are generated in a decentralized manner with high heterogeneity. This paper studies…

Machine Learning · Statistics 2021-12-20 Xiang Li , Jiadong Liang , Xiangyu Chang , Zhihua Zhang

Stochastic Gradient Descent (SGD) is among the simplest and most popular methods in optimization. The convergence rate for SGD has been extensively studied and tight analyses have been established for the running average scheme, but the…

Optimization and Control · Mathematics 2021-06-29 Daogao Liu , Zhou Lu

Distributed-memory implementations of numerical optimization algorithm, such as stochastic gradient descent (SGD), require interprocessor communication at every iteration of the algorithm. On modern distributed-memory clusters where…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-01-14 Aditya Devarakonda , Ramakrishnan Kannan

In decentralized optimization, $m$ agents form a network and only communicate with their neighbors, which gives advantages in data ownership, privacy, and scalability. At the same time, decentralized stochastic gradient descent…

Optimization and Control · Mathematics 2022-12-13 Haishan Ye , Xiangyu Chang

Stochastic Gradient Descent (SGD) plays a central role in modern machine learning. While there is extensive work on providing error upper bound for SGD, not much is known about SGD error lower bound. In this paper, we study the convergence…

Optimization and Control · Mathematics 2019-10-21 Zhiyan Ding , Yiding Chen , Qin Li , Xiaojin Zhu