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Distributed Stochastic Gradient Descent (SGD) when run in a synchronous manner, suffers from delays in runtime as it waits for the slowest workers (stragglers). Asynchronous methods can alleviate stragglers, but cause gradient staleness…

Machine Learning · Statistics 2020-03-25 Sanghamitra Dutta , Jianyu Wang , Gauri Joshi

Theoretically understanding stochastic gradient descent (SGD) in overparameterized models has led to the development of several optimization algorithms that are widely used in practice today. Recent work by~\citet{zou2021benign} provides…

Machine Learning · Computer Science 2025-06-19 Alexandru Meterez , Depen Morwani , Costin-Andrei Oncescu , Jingfeng Wu , Cengiz Pehlevan , Sham Kakade

A stochastic gradient method for synchronous distributed optimization is studied. For reducing communication cost, we particularly focus on utilization of compression of communicated gradients. Several work has shown that {\it{sparsified}}…

Optimization and Control · Mathematics 2020-06-22 Tomoya Murata , Taiji Suzuki

While machine learning has achieved remarkable results in a wide variety of domains, the training of models often requires large datasets that may need to be collected from different individuals. As sensitive information may be contained in…

Machine Learning · Computer Science 2023-02-07 Richeng Jin , Xiaofan He , Huaiyu Dai

State-of-the-art training algorithms for deep learning models are based on stochastic gradient descent (SGD). Recently, many variations have been explored: perturbing parameters for better accuracy (such as in Extragradient), limiting SGD…

Machine Learning · Computer Science 2022-03-23 Amirkeivan Mohtashami , Martin Jaggi , Sebastian U. Stich

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

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

Stochastic gradient descent (SGD) with stochastic momentum is popular in nonconvex stochastic optimization and particularly for the training of deep neural networks. In standard SGD, parameters are updated by improving along the path of the…

Machine Learning · Computer Science 2021-06-08 Jun-Kun Wang , Chi-Heng Lin , Jacob Abernethy

While distributed training significantly speeds up the training process of the deep neural network (DNN), the utilization of the cluster is relatively low due to the time-consuming data synchronizing between workers. To alleviate this…

Machine Learning · Computer Science 2020-12-01 Yuhao Zhou , Qing Ye , Hailun Zhang , Jiancheng Lv

Stochastic Gradient Descent is used for large datasets to train models to reduce the training time. On top of that data parallelism is widely used as a method to efficiently train neural networks using multiple worker nodes in parallel.…

Machine Learning · Computer Science 2024-07-02 Aakash Sudhirbhai Vora , Dhrumil Chetankumar Joshi , Aksh Kantibhai Patel

We consider the stochastic gradient descent (SGD) algorithm driven by a general stochastic sequence, including i.i.d noise and random walk on an arbitrary graph, among others; and analyze it in the asymptotic sense. Specifically, we employ…

Machine Learning · Computer Science 2022-09-16 Jie Hu , Vishwaraj Doshi , Do Young Eun

Decentralized optimization has become vital for leveraging distributed data without central control, enhancing scalability and privacy. However, practical deployments face fundamental challenges due to heterogeneous computation speeds and…

Machine Learning · Computer Science 2025-05-16 Yijie Zhou , Shi Pu

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

Stochastic Gradient Langevin Dynamics (SGLD) ensures strong guarantees with regards to convergence in measure for sampling log-concave posterior distributions by adding noise to stochastic gradient iterates. Given the size of many practical…

Machine Learning · Computer Science 2020-06-15 Vyacheslav Kungurtsev , Bapi Chatterjee , Dan Alistarh

We propose an algorithm for the adaptation of the learning rate for stochastic gradient descent (SGD) that avoids the need for validation set use. The idea for the adaptiveness comes from the technique of extrapolation: to get an estimate…

Machine Learning · Statistics 2020-08-28 Antti Koskela , Antti Honkela

We classified the decoupled stochastic parallel gradient descent (SPGD) optimization model into two different types: software and hardware decoupling methods. A kind of software decoupling method is then proposed and a kind of hardware…

Instrumentation and Methods for Astrophysics · Physics 2015-06-19 Qiang Fu , Jörg-Uwe Pott , Feng Shen , Changhui Rao , Xinyang Li

The stochastic gradient descent (SGD) algorithm is widely used for parameter estimation, especially for huge data sets and online learning. While this recursive algorithm is popular for computation and memory efficiency, quantifying…

Machine Learning · Statistics 2021-06-23 Wanrong Zhu , Xi Chen , Wei Biao Wu

Stochastic Gradient Descent (SGD) has become popular for solving large scale supervised machine learning optimization problems such as SVM, due to their strong theoretical guarantees. While the closely related Dual Coordinate Ascent (DCA)…

Machine Learning · Statistics 2015-03-20 Shai Shalev-Shwartz , Tong Zhang

Effective training of deep neural networks suffers from two main issues. The first is that the parameter spaces of these models exhibit pathological curvature. Recent methods address this problem by using adaptive preconditioning for…

Machine Learning · Statistics 2015-12-25 Chunyuan Li , Changyou Chen , David Carlson , Lawrence Carin

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