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In this paper, we aim at providing an introduction to the gradient descent based optimization algorithms for learning deep neural network models. Deep learning models involving multiple nonlinear projection layers are very challenging to…

Machine Learning · Computer Science 2019-03-12 Jiawei Zhang

The learning rate is an important tuning parameter for stochastic gradient descent (SGD) and can greatly influence its performance. However, appropriate selection of a learning rate schedule across all iterations typically requires a…

Machine Learning · Computer Science 2025-05-29 Nikola Surjanovic , Alexandre Bouchard-Côté , Trevor Campbell

Normalization techniques are a boon for modern deep learning. They let weights converge more quickly with often better generalization performances. It has been argued that the normalization-induced scale invariance among the weights…

Machine Learning · Computer Science 2021-01-19 Byeongho Heo , Sanghyuk Chun , Seong Joon Oh , Dongyoon Han , Sangdoo Yun , Gyuwan Kim , Youngjung Uh , Jung-Woo Ha

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

In this paper, we revisit stochastic gradient descent (SGD) with AdaGrad-type preconditioning. Our contributions are twofold. First, we develop a unified convergence analysis of SGD with adaptive preconditioning under anisotropic or matrix…

Machine Learning · Computer Science 2025-07-01 Dmitry Kovalev

Stochastic Gradient Descent (SGD) is a workhorse in machine learning, yet its slow convergence can be a computational bottleneck. Variance reduction techniques such as SAG, SVRG and SAGA have been proposed to overcome this weakness,…

Machine Learning · Computer Science 2016-02-29 Thomas Hofmann , Aurelien Lucchi , Simon Lacoste-Julien , Brian McWilliams

There is an increased interest in building data analytics frameworks with advanced algebraic capabilities both in industry and academia. Many of these frameworks, e.g., TensorFlow and BIDMach, implement their compute-intensive primitives in…

Databases · Computer Science 2018-02-27 Yujing Ma , Florin Rusu , Martin Torres

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

Stochastic gradient descent (SGD) has achieved great success in training deep neural network, where the gradient is computed through back-propagation. However, the back-propagated values of different layers vary dramatically. This…

Machine Learning · Statistics 2018-02-28 Huishuai Zhang , Wei Chen , Tie-Yan Liu

Stochastic gradient descent (SGD) or stochastic approximation has been widely used in model training and stochastic optimization. While there is a huge literature on analyzing its convergence, inference on the obtained solutions from SGD…

Machine Learning · Statistics 2026-04-01 Henry Lam , Zitong Wang

Training deep neural networks requires intricate initialization and careful selection of learning rates. The emergence of stochastic gradient optimization methods that use adaptive learning rates based on squared past gradients, e.g.,…

Machine Learning · Computer Science 2019-10-29 Jianbang Ding , Xuancheng Ren , Ruixuan Luo , Xu Sun

In recent years, spiking neural networks (SNNs) have gained momentum due to their high potential in time-series processing combined with minimal energy consumption. However, they still lack a dedicated and efficient training algorithm. The…

Machine Learning · Computer Science 2026-01-21 Giovanni Perin , Cesare Bidini , Riccardo Mazzieri , Michele Rossi

We introduce data structures for solving robust regression through stochastic gradient descent (SGD) by sampling gradients with probability proportional to their norm, i.e., importance sampling. Although SGD is widely used for large scale…

Machine Learning · Computer Science 2022-07-19 Sepideh Mahabadi , David P. Woodruff , Samson Zhou

This paper presents a novel adaptation of the Stochastic Gradient Descent (SGD), termed AdaBatchGrad. This modification seamlessly integrates an adaptive step size with an adjustable batch size. An increase in batch size and a decrease in…

Machine Learning · Computer Science 2024-02-09 Petr Ostroukhov , Aigerim Zhumabayeva , Chulu Xiang , Alexander Gasnikov , Martin Takáč , Dmitry Kamzolov

Adaptive gradient approaches that automatically adjust the learning rate on a per-feature basis have been very popular for training deep networks. This rich class of algorithms includes Adagrad, RMSprop, Adam, and recent extensions. All…

Machine Learning · Computer Science 2019-05-28 Jihun Yun , Aurelie C. Lozano , Eunho Yang

In this work, we question the necessity of adaptive gradient methods for training deep neural networks. SGD-SaI is a simple yet effective enhancement to stochastic gradient descent with momentum (SGDM). SGD-SaI performs learning rate…

Machine Learning · Computer Science 2024-12-18 Minghao Xu , Lichuan Xiang , Xu Cai , Hongkai Wen

Gradient descent based optimization methods are the methods of choice to train deep neural networks in machine learning. Beyond the standard gradient descent method, also suitable modified variants of standard gradient descent involving…

Optimization and Control · Mathematics 2025-04-29 Steffen Dereich , Arnulf Jentzen , Adrian Riekert

The stochastic gradient descent (SGD) algorithm has achieved remarkable success in training deep learning models. However, it has several limitations, including susceptibility to vanishing gradients, sensitivity to input data, and a lack of…

Machine Learning · Computer Science 2025-03-14 Chengcheng Yan , Jiawei Xu , Qingsong Wang , Zheng Peng

The mini-batch stochastic gradient descent (SGD) algorithm is widely used in training machine learning models, in particular deep learning models. We study SGD dynamics under linear regression and two-layer linear networks, with an easy…

Optimization and Control · Mathematics 2020-04-29 Xin Qian , Diego Klabjan

Adaptive gradient methods such as RMSProp and Adam use exponential moving estimate of the squared gradient to compute adaptive step sizes, achieving better convergence than SGD in face of noisy objectives. However, Adam can have undesirable…

Machine Learning · Computer Science 2021-07-06 Chen Zhu , Yu Cheng , Zhe Gan , Furong Huang , Jingjing Liu , Tom Goldstein