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We consider a variant of the stochastic gradient descent (SGD) with a random learning rate and reveal its convergence properties. SGD is a widely used stochastic optimization algorithm in machine learning, especially deep learning. Numerous…

Machine Learning · Statistics 2025-09-09 Naoki Yoshida , Shogo Nakakita , Masaaki Imaizumi

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

Stochastic gradient descent (SGD) is a widely adopted iterative method for optimizing differentiable objective functions. In this paper, we propose and discuss a novel approach to scale up SGD in applications involving non-convex functions…

Machine Learning · Statistics 2022-10-07 Saad Mohamad , Hamad Alamri , Abdelhamid Bouchachia

Stochastic gradient descent (SGD) holds as a classical method to build large scale machine learning models over big data. A stochastic gradient is typically calculated from a limited number of samples (known as mini-batch), so it…

Machine Learning · Computer Science 2016-01-14 Yadong Mu , Wei Liu , Wei Fan

Gradient descent (GD) and stochastic gradient descent (SGD) are the workhorses of large-scale machine learning. While classical theory focused on analyzing the performance of these methods in convex optimization problems, the most notable…

Machine Learning · Computer Science 2019-09-05 Chi Jin , Praneeth Netrapalli , Rong Ge , Sham M. Kakade , Michael I. Jordan

Stochastic gradient descent (SGD) is a standard optimization method to minimize a training error with respect to network parameters in modern neural network learning. However, it typically suffers from proliferation of saddle points in the…

Machine Learning · Computer Science 2017-11-23 Haiping Huang , Taro Toyoizumi

In this paper, we focus on the decentralized stochastic subgradient-based methods in minimizing nonsmooth nonconvex functions without Clarke regularity, especially in the decentralized training of nonsmooth neural networks. We propose a…

Optimization and Control · Mathematics 2026-01-07 Siyuan Zhang , Nachuan Xiao , Xin Liu

In this paper we study the stability and its trade-off with optimization error for stochastic gradient descent (SGD) algorithms in the pairwise learning setting. Pairwise learning refers to a learning task which involves a loss function…

Machine Learning · Computer Science 2019-04-29 Wei Shen , Zhenhuan Yang , Yiming Ying , Xiaoming Yuan

We consider decentralized machine learning over a network where the training data is distributed across $n$ agents, each of which can compute stochastic model updates on their local data. The agent's common goal is to find a model that…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-02-09 Anastasia Koloskova , Tao Lin , Sebastian U. Stich

An influential line of recent work has focused on the generalization properties of unregularized gradient-based learning procedures applied to separable linear classification with exponentially-tailed loss functions. The ability of such…

Machine Learning · Computer Science 2022-06-24 Matan Schliserman , Tomer Koren

Stochastic gradient descent (SGD) is a foundational algorithm for large-scale statistical learning and stochastic optimization. However, statistical inference based on SGD iterates remains challenging when stochastic gradients have infinite…

Machine Learning · Statistics 2026-05-26 Jose Blanchet , Peter Glynn , Wenhao Yang

Decentralized learning offers privacy and communication efficiency when data are naturally distributed among agents communicating over an underlying graph. Motivated by overparameterized learning settings, in which models are trained to…

Machine Learning · Computer Science 2023-03-28 Hossein Taheri , Christos Thrampoulidis

Stochastic Gradient Descent (SGD) stands as a cornerstone optimization algorithm with proven real-world empirical successes but relatively limited theoretical understanding. Recent research has illuminated a key factor contributing to its…

Machine Learning · Computer Science 2024-01-24 Gregory Dexter , Borja Ocejo , Sathiya Keerthi , Aman Gupta , Ayan Acharya , Rajiv Khanna

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

Generalization analyses of deep learning typically assume that the training converges to a fixed point. But, recent results indicate that in practice, the weights of deep neural networks optimized with stochastic gradient descent often…

Machine Learning · Computer Science 2022-08-22 Nisha Chandramoorthy , Andreas Loukas , Khashayar Gatmiry , Stefanie Jegelka

In the vanishing learning rate regime, stochastic gradient descent (SGD) is now relatively well understood. In this work, we propose to study the basic properties of SGD and its variants in the non-vanishing learning rate regime. The focus…

Machine Learning · Statistics 2021-06-14 Kangqiao Liu , Liu Ziyin , Masahito Ueda

Decentralized solutions to finite-sum minimization are of significant importance in many signal processing, control, and machine learning applications. In such settings, the data is distributed over a network of arbitrarily-connected nodes…

Machine Learning · Computer Science 2019-11-14 Ran Xin , Soummya Kar , Usman A. Khan

Stochastic Gradient Descent (SGD) is a widely deployed optimization procedure throughout data-driven and simulation-driven disciplines, which has drawn a substantial interest in understanding its global behavior across a broad class of…

Optimization and Control · Mathematics 2021-04-02 Vivak Patel , Shushu Zhang

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

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