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Stochastic gradient descent (SGD) is perhaps the most prevalent optimization method in modern machine learning. Contrary to the empirical practice of sampling from the datasets without replacement and with (possible) reshuffling at each…

Optimization and Control · Mathematics 2024-02-08 Xufeng Cai , Cheuk Yin Lin , Jelena Diakonikolas

The plain stochastic gradient descent and momentum stochastic gradient descent have extremely wide applications in deep learning due to their simple settings and low computational complexity. The momentum stochastic gradient descent uses…

Machine Learning · Computer Science 2021-06-15 Kun Zeng , Jinlan Liu , Zhixia Jiang , Dongpo Xu

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

Stochastic gradient descent (SGD) is a popular algorithm for optimization problems arising in high-dimensional inference tasks. Here one produces an estimator of an unknown parameter from independent samples of data by iteratively…

Machine Learning · Statistics 2023-06-23 Gerard Ben Arous , Reza Gheissari , Aukosh Jagannath

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

Deep learning networks are typically trained by Stochastic Gradient Descent (SGD) methods that iteratively improve the model parameters by estimating a gradient on a very small fraction of the training data. A major roadblock faced when…

Machine Learning · Computer Science 2020-06-11 Tao Lin , Lingjing Kong , Sebastian U. Stich , Martin Jaggi

Stochastic gradient descent (SGD) has been found to be surprisingly effective in training a variety of deep neural networks. However, there is still a lack of understanding on how and why SGD can train these complex networks towards a…

Machine Learning · Computer Science 2019-01-03 Yi Zhou , Junjie Yang , Huishuai Zhang , Yingbin Liang , Vahid Tarokh

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) has proven to be remarkably effective in optimizing deep neural networks that employ ever-larger numbers of parameters. Yet, improving the efficiency of large-scale optimization remains a vital and highly…

Machine Learning · Computer Science 2020-11-11 Frithjof Gressmann , Zach Eaton-Rosen , Carlo Luschi

Stochastic gradient descent (SGD) provides a simple and efficient way to solve a broad range of machine learning problems. Here, we focus on distribution regression (DR), involving two stages of sampling: Firstly, we regress from…

Machine Learning · Statistics 2021-03-08 Nicole Mücke

Stochastic gradient descent (SGD) is a powerful optimization technique that is particularly useful in online learning scenarios. Its convergence analysis is relatively well understood under the assumption that the data samples are…

Machine Learning · Computer Science 2024-10-03 Ethan Che , Jing Dong , Xin T. Tong

This work focuses on the behavior of stochastic gradient descent (SGD) in solving least-squares regression with physics-informed neural networks (PINNs). Past work on this topic has been based on the over-parameterization regime, whose…

Machine Learning · Computer Science 2025-07-23 Zhihan Zeng , Yiqi Gu

Minimizing empirical risk subject to a set of constraints can be a useful strategy for learning restricted classes of functions, such as monotonic functions, submodular functions, classifiers that guarantee a certain class label for some…

Machine Learning · Computer Science 2016-10-26 Andrew Cotter , Maya Gupta , Jan Pfeifer

Stochastic Gradient Descent (SGD) is one of the many iterative optimization methods that are widely used in solving machine learning problems. These methods display valuable properties and attract researchers and industrial machine learning…

Machine Learning · Computer Science 2023-10-04 Farshed Abdukhakimov , Chulu Xiang , Dmitry Kamzolov , Martin Takáč

A rich body of prior work has highlighted the existence of communication bottlenecks in synchronous data-parallel training. To alleviate these bottlenecks, a long line of recent work proposes gradient and model compression methods. In this…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-07-01 Saurabh Agarwal , Hongyi Wang , Shivaram Venkataraman , Dimitris Papailiopoulos

In this paper, we first present an explanation regarding the common occurrence of spikes in the training loss when neural networks are trained with stochastic gradient descent (SGD). We provide evidence that the spikes in the training loss…

Machine Learning · Computer Science 2024-06-07 Libin Zhu , Chaoyue Liu , Adityanarayanan Radhakrishnan , Mikhail Belkin

Stochastic gradient descent (SGD) is one of the most popular algorithms in modern machine learning. The noise encountered in these applications is different from that in many theoretical analyses of stochastic gradient algorithms. In this…

Machine Learning · Statistics 2021-09-16 Stephan Wojtowytsch

This paper considers a canonical problem in kernel regression: how good are the model performances when it is trained by the popular online first-order algorithms, compared to the offline ones, such as ridge and ridgeless regression? In…

Machine Learning · Statistics 2025-05-29 Haihan Zhang , Weicheng Lin , Yuanshi Liu , Cong Fang

While significant theoretical progress has been achieved, unveiling the generalization mystery of overparameterized neural networks still remains largely elusive. In this paper, we study the generalization behavior of shallow neural…

Machine Learning · Computer Science 2022-09-21 Yunwen Lei , Rong Jin , Yiming Ying

Mini-batch stochastic gradient methods (SGD) are state of the art for distributed training of deep neural networks. Drastic increases in the mini-batch sizes have lead to key efficiency and scalability gains in recent years. However,…

Machine Learning · Computer Science 2020-02-18 Tao Lin , Sebastian U. Stich , Kumar Kshitij Patel , Martin Jaggi