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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

The question of how to parallelize the stochastic gradient descent (SGD) method has received much attention in the literature. In this paper, we focus instead on batch methods that use a sizeable fraction of the training set at each…

Optimization and Control · Mathematics 2016-10-26 Albert S. Berahas , Jorge Nocedal , Martin Takáč

Stochastic gradient descent (SGD) is a premium optimization method for training neural networks, especially for learning objectively defined labels such as image objects and events. When a neural network is instead faced with subjectively…

Neural and Evolutionary Computing · Computer Science 2022-04-15 Kosmas Pinitas , Konstantinos Makantasis , Antonios Liapis , Georgios N. Yannakakis

With rise of machine learning (ML) and the proliferation of smart mobile devices, recent years have witnessed a surge of interest in performing ML in wireless edge networks. In this paper, we consider the problem of jointly improving data…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-03-31 Xin Zhang , Minghong Fang , Jia Liu , Zhengyuan Zhu

We present and analyze several strategies for improving the performance of stochastic variance-reduced gradient (SVRG) methods. We first show that the convergence rate of these methods can be preserved under a decreasing sequence of errors…

Machine Learning · Computer Science 2016-08-06 Reza Babanezhad , Mohamed Osama Ahmed , Alim Virani , Mark Schmidt , Jakub Konečný , Scott Sallinen

Stochastic gradient descent (SGD) algorithm is the method of choice in many machine learning tasks thanks to its scalability and efficiency in dealing with large-scale problems. In this paper, we focus on the shuffling version of SGD which…

Machine Learning · Computer Science 2023-10-27 Lam M. Nguyen , Trang H. Tran

Stochastic Gradient Descent (SGD) is an important algorithm in machine learning. With constant learning rates, it is a stochastic process that, after an initial phase of convergence, generates samples from a stationary distribution. We show…

Machine Learning · Statistics 2017-09-12 Stephan Mandt , Matthew D. Hoffman , David M. Blei

Sampling from an unnormalized target distribution is an essential problem with many applications in probabilistic inference. Stein Variational Gradient Descent (SVGD) has been shown to be a powerful method that iteratively updates a set of…

Machine Learning · Computer Science 2023-02-13 Hoang Phan , Ngoc Tran , Trung Le , Toan Tran , Nhat Ho , Dinh Phung

We develop methods for parameter estimation in settings with large-scale data sets, where traditional methods are no longer tenable. Our methods rely on stochastic approximations, which are computationally efficient as they maintain one…

Computation · Statistics 2015-09-23 Dustin Tran , Panos Toulis , Edoardo M. Airoldi

We consider distributed gradient descent in the presence of stragglers. Recent work on \em gradient coding \em and \em approximate gradient coding \em have shown how to add redundancy in distributed gradient descent to guarantee convergence…

Information Theory · Computer Science 2019-05-15 Rawad Bitar , Mary Wootters , Salim El Rouayheb

Stochastic coordinate descent algorithms are efficient methods in which each iterate is obtained by fixing most coordinates at their values from the current iteration, and approximately minimizing the objective with respect to the remaining…

Machine Learning · Statistics 2025-04-02 Eméric Gbaguidi

Decentralized stochastic gradient method emerges as a promising solution for solving large-scale machine learning problems. This paper studies the decentralized Markov chain gradient descent (DMGD) algorithm - a variant of the decentralized…

Optimization and Control · Mathematics 2021-04-14 Tao Sun , Dongsheng Li

Understanding the implicit bias of training algorithms is of crucial importance in order to explain the success of overparametrised neural networks. In this paper, we study the dynamics of stochastic gradient descent over diagonal linear…

Machine Learning · Computer Science 2021-12-08 Scott Pesme , Loucas Pillaud-Vivien , Nicolas Flammarion

Distributed stochastic gradient descent (SGD) algorithms are widely deployed in training large-scale deep learning models, while the communication overhead among workers becomes the new system bottleneck. Recently proposed gradient…

Machine Learning · Computer Science 2019-11-21 Shaohuai Shi , Xiaowen Chu , Ka Chun Cheung , Simon See

Stochastic gradient descent (SGD) has become the most attractive optimization method in training large-scale deep neural networks due to its simplicity, low computational cost in each updating step, and good performance. Standard excess…

Machine Learning · Computer Science 2021-05-14 Yi Xu , Qi Qian , Hao Li , Rong Jin

We investigate the convergence rates and data sample sizes required for training a machine learning model using a stochastic gradient descent (SGD) algorithm, where data points are sampled based on either their loss value or uncertainty…

Machine Learning · Computer Science 2024-11-26 Daniel Haimovich , Dima Karamshuk , Fridolin Linder , Niek Tax , Milan Vojnovic

With huge amounts of training data, deep learning has made great breakthroughs in many artificial intelligence (AI) applications. However, such large-scale data sets present computational challenges, requiring training to be distributed on…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-11-01 Shaohuai Shi , Qiang Wang , Xiaowen Chu , Bo Li

Deep neural networks (DNN) are typically optimized using stochastic gradient descent (SGD). However, the estimation of the gradient using stochastic samples tends to be noisy and unreliable, resulting in large gradient variance and bad…

Machine Learning · Computer Science 2021-05-18 Xingyi Yang

Stochastic descent methods (of the gradient and mirror varieties) have become increasingly popular in optimization. In fact, it is now widely recognized that the success of deep learning is not only due to the special deep architecture of…

Machine Learning · Computer Science 2019-01-21 Navid Azizan , Babak Hassibi

This paper develops a communication-efficient algorithm to solve the stochastic optimization problem defined over a distributed network, aiming at reducing the burdensome communication in applications such as distributed machine…

Machine Learning · Statistics 2020-01-06 Weiyu Li , Tianyi Chen , Liping Li , Zhaoxian Wu , Qing Ling