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(Stochastic) bilevel optimization is a frequently encountered problem in machine learning with a wide range of applications such as meta-learning, hyper-parameter optimization, and reinforcement learning. Most of the existing studies on…

Machine Learning · Computer Science 2023-03-16 Meng Ding , Mingxi Lei , Yunwen Lei , Di Wang , Jinhui Xu

The learning rate in stochastic gradient methods is a critical hyperparameter that is notoriously costly to tune via standard grid search, especially for training modern large-scale models with billions of parameters. We identify a…

Machine Learning · Computer Science 2026-02-17 Amit Attia , Tomer Koren

With the recent proliferation of large-scale learning problems,there have been a lot of interest on distributed machine learning algorithms, particularly those that are based on stochastic gradient descent (SGD) and its variants. However,…

Machine Learning · Computer Science 2015-12-07 Ruiliang Zhang , Shuai Zheng , James T. Kwok

In this article we study the stochastic gradient descent (SGD) optimization method in the training of fully-connected feedforward artificial neural networks with ReLU activation. The main result of this work proves that the risk of the SGD…

Numerical Analysis · Mathematics 2022-09-28 Arnulf Jentzen , Adrian Riekert

The success of deep learning has led to a rising interest in the generalization property of the stochastic gradient descent (SGD) method, and stability is one popular approach to study it. Existing works based on stability have studied…

Machine Learning · Statistics 2019-03-08 Yi Zhou , Yingbin Liang , Huishuai Zhang

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

Optimizing noisy functions online, when evaluating the objective requires experiments on a deployed system, is a crucial task arising in manufacturing, robotics and many others. Often, constraints on safe inputs are unknown ahead of time,…

Optimization and Control · Mathematics 2023-06-06 Ilnura Usmanova , Yarden As , Maryam Kamgarpour , Andreas Krause

Stochastic gradient descent (SGD) is an essential element in Machine Learning (ML) algorithms. Asynchronous parallel shared-memory SGD (AsyncSGD), including synchronization-free algorithms, e.g. HOGWILD!, have received interest in certain…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-02-19 Karl Bäckström , Ivan Walulya , Marina Papatriantafilou , Philippas Tsigas

Learning with a {\it convex loss} function has been a dominating paradigm for many years. It remains an interesting question how non-convex loss functions help improve the generalization of learning with broad applicability. In this paper,…

Machine Learning · Computer Science 2018-05-22 Yi Xu , Shenghuo Zhu , Sen Yang , Chi Zhang , Rong Jin , Tianbao Yang

In this paper, we propose a generalized framework for developing learning-rate-free momentum stochastic gradient descent (SGD) methods in the minimization of nonsmooth nonconvex functions, especially in training nonsmooth neural networks.…

Optimization and Control · Mathematics 2024-06-27 Xiaoyin Hu , Nachuan Xiao , Xin Liu , Kim-Chuan Toh

We propose an approach to construction of robust non-Euclidean iterative algorithms for convex composite stochastic optimization based on truncation of stochastic gradients. For such algorithms, we establish sub-Gaussian confidence bounds…

Statistics Theory · Mathematics 2019-07-08 Anatoli Juditsky , Alexander Nazin , Arkadi Nemirovsky , Alexandre Tsybakov

The present article studies the minimization of convex, L-smooth functions defined on a separable real Hilbert space. We analyze regularized stochastic gradient descent (reg-SGD), a variant of stochastic gradient descent that uses a…

Optimization and Control · Mathematics 2025-10-24 Sebastian Kassing , Simon Weissmann , Leif Döring

Recently many first and second order variants of SGD have been proposed to facilitate training of Deep Neural Networks (DNNs). A common limitation of these works stem from the fact that they use the same learning rate across all instances…

Machine Learning · Computer Science 2021-05-31 Shreyas Saxena , Nidhi Vyas , Dennis DeCoste

Classical machine learning models such as deep neural networks are usually trained by using Stochastic Gradient Descent-based (SGD) algorithms. The classical SGD can be interpreted as a discretization of the stochastic gradient flow. In…

Optimization and Control · Mathematics 2023-10-03 Valentin Leplat , Daniil Merkulov , Aleksandr Katrutsa , Daniel Bershatsky , Olga Tsymboi , Ivan Oseledets

Stochastic momentum methods have been widely adopted in training deep neural networks. However, their theoretical analysis of convergence of the training objective and the generalization error for prediction is still under-explored. This…

Machine Learning · Computer Science 2018-08-31 Yan Yan , Tianbao Yang , Zhe Li , Qihang Lin , Yi Yang

Numerous empirical evidence has corroborated that the noise plays a crucial rule in effective and efficient training of neural networks. The theory behind, however, is still largely unknown. This paper studies this fundamental problem…

Machine Learning · Computer Science 2019-09-10 Mo Zhou , Tianyi Liu , Yan Li , Dachao Lin , Enlu Zhou , Tuo Zhao

Despite exceptional achievements, training neural networks remains computationally expensive and is often plagued by instabilities that can degrade convergence. While learning rate schedules can help mitigate these issues, finding optimal…

Machine Learning · Computer Science 2026-03-30 Benoit Dherin , Benny Avelin , Anders Karlsson , Hanna Mazzawi , Javier Gonzalvo , Michael Munn

Designing learning algorithms that are resistant to perturbations of the underlying data distribution is a problem of wide practical and theoretical importance. We present a general approach to this problem focusing on unsupervised…

Machine Learning · Computer Science 2021-02-22 Andreas Maurer , Daniela A. Parletta , Andrea Paudice , Massimiliano Pontil

In distributed training of deep neural networks, people usually run Stochastic Gradient Descent (SGD) or its variants on each machine and communicate with other machines periodically. However, SGD might converge slowly in training some deep…

Machine Learning · Computer Science 2022-10-14 Mingrui Liu , Zhenxun Zhuang , Yunwei Lei , Chunyang Liao

Generative Flow Networks (GFlowNets) learn to sample states proportional to an unnormalized reward. Despite their theoretical promise, practical training is often unstable, exhibiting severe loss spikes and mode collapse. To tackle this, we…