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Online learning algorithms require to often recompute least squares regression estimates of parameters. We study improving the computational complexity of such algorithms by using stochastic gradient descent (SGD) type schemes in place of…

Machine Learning · Computer Science 2014-11-21 Nathaniel Korda , Prashanth L. A. , Rémi Munos

We consider stochastic optimization of a smooth non-convex loss function with a convex non-smooth regularizer. In the online setting, where a single sample of the stochastic gradient of the loss is available at every iteration, the problem…

Optimization and Control · Mathematics 2021-09-01 Basil M. Idrees , Javed Akhtar , Ketan Rajawat

Recent developments on large-scale distributed machine learning applications, e.g., deep neural networks, benefit enormously from the advances in distributed non-convex optimization techniques, e.g., distributed Stochastic Gradient Descent…

Optimization and Control · Mathematics 2019-05-13 Hao Yu , Rong Jin , Sen Yang

Stochastic gradient descent (SGD) is a fundamental optimization algorithm widely used in modern machine learning. In this paper, we propose Factor-Augmented SGD (FSGD), a new optimization method that leverages latent factor representations…

Machine Learning · Statistics 2026-05-20 Shubo Li , Yuefeng Han , Xiufan Yu

Stochastic gradient descent (SGD) is a powerful optimization technique that is particularly useful in online learning scenarios. Its convergence analysis is relatively well understood under the assumption that the data samples are…

Machine Learning · Computer Science 2024-10-03 Ethan Che , Jing Dong , Xin T. Tong

Stochastic Gradient Descent (SGD) is a central tool in machine learning. We prove that SGD converges to zero loss, even with a fixed (non-vanishing) learning rate - in the special case of homogeneous linear classifiers with smooth monotone…

Machine Learning · Statistics 2022-04-19 Mor Shpigel Nacson , Nathan Srebro , Daniel Soudry

Communication compression is a crucial technique for modern distributed learning systems to alleviate their communication bottlenecks over slower networks. Despite recent intensive studies of gradient compression for data parallel-style…

Machine Learning · Computer Science 2023-03-08 Jue Wang , Binhang Yuan , Luka Rimanic , Yongjun He , Tri Dao , Beidi Chen , Christopher Re , Ce Zhang

We introduce a novel and efficient algorithm called the stochastic approximate gradient descent (SAGD), as an alternative to the stochastic gradient descent for cases where unbiased stochastic gradients cannot be trivially obtained.…

Machine Learning · Computer Science 2020-02-14 Yixuan Qiu , Xiao Wang

Network consensus optimization has received increasing attention in recent years and has found important applications in many scientific and engineering fields. To solve network consensus optimization problems, one of the most well-known…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-09-10 Xin Zhang , Jia Liu , Zhengyuan Zhu , Elizabeth S. Bentley

We study the generalization properties of the popular stochastic optimization method known as stochastic gradient descent (SGD) for optimizing general non-convex loss functions. Our main contribution is providing upper bounds on the…

Machine Learning · Computer Science 2021-08-17 Gergely Neu , Gintare Karolina Dziugaite , Mahdi Haghifam , Daniel M. Roy

Modern machine learning often requires training with large batch size, distributed data, and massively parallel compute hardware (like mobile and other edge devices or distributed data centers). Communication becomes a major bottleneck in…

Machine Learning · Computer Science 2025-12-12 Ahmed Khaled , Satyen Kale , Arthur Douillard , Chi Jin , Rob Fergus , Manzil Zaheer

Gradient-based optimization methods implemented on distributed computing architectures are increasingly used to tackle large-scale machine learning applications. A key bottleneck in such distributed systems is the high communication…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-06-11 Xiaoge Deng , Dongsheng Li , Tao Sun , Xicheng Lu

We propose a new stochastic optimization framework for empirical risk minimization problems such as those that arise in machine learning. The traditional approaches, such as (mini-batch) stochastic gradient descent (SGD), utilize an…

Machine Learning · Statistics 2020-02-04 Kenji Kawaguchi , Haihao Lu

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

Distributed stochastic gradient descent~(DSGD) has been widely used for optimizing large-scale machine learning models, including both convex and non-convex models. With the rapid growth of model size, huge communication cost has been the…

Machine Learning · Statistics 2019-05-31 Shen-Yi Zhao , Hao Gao , Wu-Jun Li

To lower the communication complexity of federated min-max learning, a natural approach is to utilize the idea of infrequent communications (through multiple local updates) same as in conventional federated learning. However, due to the…

Machine Learning · Computer Science 2022-12-27 Haibo Yang , Zhuqing Liu , Xin Zhang , Jia Liu

Intensive communication and synchronization cost for gradients and parameters is the well-known bottleneck of distributed deep learning training. Based on the observations that Synchronous SGD (SSGD) obtains good convergence accuracy while…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-04-12 Yemao Xu , Dezun Dong , Yawei Zhao , Weixia Xu , Xiangke Liao

Distributed training of massive machine learning models, in particular deep neural networks, via Stochastic Gradient Descent (SGD) is becoming commonplace. Several families of communication-reduction methods, such as quantization,…

Machine Learning · Computer Science 2018-09-28 Dan Alistarh , Torsten Hoefler , Mikael Johansson , Sarit Khirirat , Nikola Konstantinov , Cédric Renggli

Gradient compression with error compensation has attracted significant attention with the target of reducing the heavy communication overhead in distributed learning. However, existing compression methods either perform only unidirectional…

Machine Learning · Computer Science 2024-02-20 Yifei Cheng , Li Shen , Linli Xu , Xun Qian , Shiwei Wu , Yiming Zhou , Tie Zhang , Dacheng Tao , Enhong Chen

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
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