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Multi-layer neural networks are among the most powerful models in machine learning, yet the fundamental reasons for this success defy mathematical understanding. Learning a neural network requires to optimize a non-convex high-dimensional…

Machine Learning · Statistics 2022-06-08 Song Mei , Andrea Montanari , Phan-Minh Nguyen

Sparse neural networks have been widely applied to reduce the computational demands of training and deploying over-parameterized deep neural networks. For inference acceleration, methods that discover a sparse network from a pre-trained…

Machine Learning · Computer Science 2021-06-16 Shiwei Liu , Decebal Constantin Mocanu , Yulong Pei , Mykola Pechenizkiy

Stochastic variance-reduced gradient (SVRG) is a classical optimization method. Although it is theoretically proved to have better convergence performance than stochastic gradient descent (SGD), the generalization performance of SVRG…

Machine Learning · Statistics 2019-08-20 Hao Jin , Dachao Lin , Zhihua Zhang

Deep unfolding networks have recently gained popularity in the context of solving imaging inverse problems. However, the computational and memory complexity of data-consistency layers within traditional deep unfolding networks scales with…

Image and Video Processing · Electrical Eng. & Systems 2021-06-04 Jiaming Liu , Yu Sun , Weijie Gan , Xiaojian Xu , Brendt Wohlberg , Ulugbek S. Kamilov

This paper studies the performance of a recently proposed preconditioned stochastic gradient descent (PSGD) algorithm on recurrent neural network (RNN) training. PSGD adaptively estimates a preconditioner to accelerate gradient descent, and…

Machine Learning · Statistics 2016-12-09 Xi-Lin Li

In this work we investigate the practicality of stochastic gradient descent and recently introduced variants with variance-reduction techniques in imaging inverse problems. Such algorithms have been shown in the machine learning literature…

Optimization and Control · Mathematics 2021-01-26 Junqi Tang , Karen Egiazarian , Mohammad Golbabaee , Mike Davies

Balancing convergence speed, generalization capability, and computational efficiency remains a core challenge in deep learning optimization. First-order gradient descent methods, epitomized by stochastic gradient descent (SGD) and Adam,…

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

Deep neural networks (DNNs) have demonstrated dominating performance in many fields; since AlexNet, networks used in practice are going wider and deeper. On the theoretical side, a long line of works has been focusing on training neural…

Machine Learning · Computer Science 2019-06-18 Zeyuan Allen-Zhu , Yuanzhi Li , Zhao Song

Stochastic gradient descent (SGD) still is the workhorse for many practical problems. However, it converges slow, and can be difficult to tune. It is possible to precondition SGD to accelerate its convergence remarkably. But many attempts…

Machine Learning · Statistics 2017-02-23 Xi-Lin Li

Momentum plays a crucial role in stochastic gradient-based optimization algorithms for accelerating or improving training deep neural networks (DNNs). In deep learning practice, the momentum is usually weighted by a well-calibrated…

Machine Learning · Computer Science 2020-12-04 Bao Wang , Qiang Ye

Two aspects of neural networks that have been extensively studied in the recent literature are their function approximation properties and their training by gradient descent methods. The approximation problem seeks accurate approximations…

Machine Learning · Computer Science 2022-09-20 R. Gentile , G. Welper

Training Deep Neural Networks (DNNs) with small batches using Stochastic Gradient Descent (SGD) yields superior test performance compared to larger batches. The specific noise structure inherent to SGD is known to be responsible for this…

Machine Learning · Statistics 2024-02-14 Tom Sander , Maxime Sylvestre , Alain Durmus

Large-scale distributed optimization is of great importance in various applications. For data-parallel based distributed learning, the inter-node gradient communication often becomes the performance bottleneck. In this paper, we propose the…

Computer Vision and Pattern Recognition · Computer Science 2018-06-22 Jiaxiang Wu , Weidong Huang , Junzhou Huang , Tong Zhang

Deep neural networks (DNN) have achieved remarkable success in various fields, including computer vision and natural language processing. However, training an effective DNN model still poses challenges. This paper aims to propose a method…

Machine Learning · Computer Science 2024-07-03 Hejie Ying , Mengmeng Song , Yaohong Tang , Shungen Xiao , Zimin Xiao

Non-convex optimization problems are ubiquitous in machine learning, especially in Deep Learning. While such complex problems can often be successfully optimized in practice by using stochastic gradient descent (SGD), theoretical analysis…

Machine Learning · Computer Science 2022-02-21 Harsh Vardhan , Sebastian U. Stich

The optimization algorithms are crucial in training physics-informed neural networks (PINNs), as unsuitable methods may lead to poor solutions. Compared to the common gradient descent (GD) algorithm, implicit gradient descent (IGD)…

Machine Learning · Computer Science 2025-08-04 Xianliang Xu , Ting Du , Wang Kong , Bin Shan , Ye Li , Zhongyi Huang

Distributionally robust optimization (DRO) problems are increasingly seen as a viable method to train machine learning models for improved model generalization. These min-max formulations, however, are more difficult to solve. We therefore…

Machine Learning · Statistics 2020-11-03 Soumyadip Ghosh , Mark Squillante , Ebisa Wollega

LLM training is resource-intensive. Quantized training improves computational and memory efficiency but introduces quantization noise, which can hinder convergence and degrade model accuracy. Stochastic Rounding (SR) has emerged as a…

Machine Learning · Computer Science 2025-11-04 Taowen Liu , Marta Andronic , Deniz Gündüz , George A. Constantinides

Stochastic dual dynamic programming (SDDP) is a state-of-the-art method for solving multi-stage stochastic optimization, widely used for modeling real-world process optimization tasks. Unfortunately, SDDP has a worst-case complexity that…

Machine Learning · Computer Science 2021-12-03 Hanjun Dai , Yuan Xue , Zia Syed , Dale Schuurmans , Bo Dai
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