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Stochastic gradient descent (SGD) and its many variants are the widespread optimization algorithms for training deep neural networks. However, SGD suffers from inevitable drawbacks, including vanishing gradients, lack of theoretical…

Machine Learning · Computer Science 2024-01-09 Zeinab Ebrahimi , Gustavo Batista , Mohammad Deghat

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

In many numerical simulations stochastic gradient descent (SGD) type optimization methods perform very effectively in the training of deep neural networks (DNNs) but till this day it remains an open problem of research to provide a…

Machine Learning · Computer Science 2023-06-26 Martin Hutzenthaler , Arnulf Jentzen , Katharina Pohl , Adrian Riekert , Luca Scarpa

The vast majority of successful deep neural networks are trained using variants of stochastic gradient descent (SGD) algorithms. Recent attempts to improve SGD can be broadly categorized into two approaches: (1) adaptive learning rate…

Machine Learning · Computer Science 2019-12-04 Michael R. Zhang , James Lucas , Geoffrey Hinton , Jimmy Ba

Stochastic Gradient Descent (SGD) is the workhorse algorithm of deep learning technology. At each step of the training phase, a mini batch of samples is drawn from the training dataset and the weights of the neural network are adjusted…

Disordered Systems and Neural Networks · Physics 2022-09-07 Francesca Mignacco , Pierfrancesco Urbani

Stochastic gradient descent (SGD) is an inherently sequential training algorithm--computing the gradient at batch $i$ depends on the model parameters learned from batch $i-1$. Prior approaches that break this dependence do not honor them…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-06-05 Saeed Maleki , Madan Musuvathi , Todd Mytkowicz , Olli Saarikivi , Tianju Xu , Vadim Eksarevskiy , Jaliya Ekanayake , Emad Barsoum

Stochastic Gradient Descent (SGD) is arguably the most popular of the machine learning methods applied to training deep neural networks (DNN) today. It has recently been demonstrated that SGD can be statistically biased so that certain…

Machine Learning · Computer Science 2015-09-21 Andrew J. R. Simpson

Understanding the algorithmic bias of \emph{stochastic gradient descent} (SGD) is one of the key challenges in modern machine learning and deep learning theory. Most of the existing works, however, focus on \emph{very small or even…

Machine Learning · Computer Science 2021-03-30 Jingfeng Wu , Difan Zou , Vladimir Braverman , Quanquan Gu

Momentum Stochastic Gradient Descent (MSGD) algorithm has been widely applied to many nonconvex optimization problems in machine learning, e.g., training deep neural networks, variational Bayesian inference, and etc. Despite its empirical…

Machine Learning · Computer Science 2021-03-09 Tianyi Liu , Zhehui Chen , Enlu Zhou , Tuo Zhao

Stochastic gradient algorithms have been the main focus of large-scale learning problems and they led to important successes in machine learning. The convergence of SGD depends on the careful choice of learning rate and the amount of the…

Machine Learning · Computer Science 2015-11-03 Caglar Gulcehre , Marcin Moczulski , Yoshua Bengio

Stochastic gradient descent with momentum (SGDM), in which a momentum term is added to SGD, has been well studied in both theory and practice. The theoretical studies show that the settings of the learning rate and momentum weight affect…

Machine Learning · Computer Science 2025-09-25 Keisuke Kamo , Hideaki Iiduka

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

Adaptive gradient methods, especially Adam-type methods (such as Adam, AMSGrad, and AdaBound), have been proposed to speed up the training process with an element-wise scaling term on learning rates. However, they often generalize poorly…

Machine Learning · Computer Science 2021-07-20 Zhou Shao , Tong Lin

A scaled conjugate gradient method that accelerates existing adaptive methods utilizing stochastic gradients is proposed for solving nonconvex optimization problems with deep neural networks. It is shown theoretically that, whether with…

Machine Learning · Computer Science 2024-12-17 Naoki Sato , Koshiro Izumi , Hideaki Iiduka

This work is a part of ICLR Reproducibility Challenge 2019, we try to reproduce the results in the conference submission PADAM: Closing The Generalization Gap of Adaptive Gradient Methods In Training Deep Neural Networks. Adaptive gradient…

Machine Learning · Computer Science 2019-01-29 Harshal Mittal , Kartikey Pandey , Yash Kant

SGD with momentum is one of the key components for improving the performance of neural networks. For decentralized learning, a straightforward approach using momentum is Distributed SGD (DSGD) with momentum (DSGDm). However, DSGDm performs…

Machine Learning · Computer Science 2023-09-26 Yuki Takezawa , Han Bao , Kenta Niwa , Ryoma Sato , Makoto Yamada

Neural networks are trained by optimizing multi-dimensional sets of fitting parameters on non-convex loss landscapes. Low-loss regions of the landscapes correspond to the parameter sets that perform well on the training data. A key issue in…

Machine Learning · Computer Science 2026-02-26 Jianneng Yu , Alexandre V. Morozov

Stochastic gradient descent with momentum (SGDM) methods have become fundamental optimization tools in machine learning, combining the computational efficiency of stochastic gradients with the acceleration benefits of momentum. Despite…

Optimization and Control · Mathematics 2026-03-02 Zimeng Wang , Alp Yurtsever

We study the problem of how to distribute the training of large-scale deep learning models in the parallel computing environment. We propose a new distributed stochastic optimization method called Elastic Averaging SGD (EASGD). We analyze…

Machine Learning · Computer Science 2016-05-10 Sixin Zhang

Deep neural networks are usually trained with stochastic gradient descent (SGD), which minimizes objective function using very rough approximations of gradient, only averaging to the real gradient. Standard approaches like momentum or ADAM…

Machine Learning · Computer Science 2023-03-14 Jarek Duda