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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

Stochastic gradient descent (SGD) is a prevalent optimization technique for large-scale distributed machine learning. While SGD computation can be efficiently divided between multiple machines, communication typically becomes a bottleneck…

Machine Learning · Computer Science 2021-05-24 Dmitrii Avdiukhin , Grigory Yaroslavtsev

We perform an experimental study of the dynamics of Stochastic Gradient Descent (SGD) in learning deep neural networks for several real and synthetic classification tasks. We show that in the initial epochs, almost all of the performance…

Machine Learning · Computer Science 2019-05-29 Preetum Nakkiran , Gal Kaplun , Dimitris Kalimeris , Tristan Yang , Benjamin L. Edelman , Fred Zhang , Boaz Barak

A recent line of research has shown that gradient-based algorithms with random initialization can converge to the global minima of the training loss for over-parameterized (i.e., sufficiently wide) deep neural networks. However, the…

Machine Learning · Computer Science 2019-06-12 Difan Zou , Quanquan Gu

It has been experimentally observed that distributed implementations of mini-batch stochastic gradient descent (SGD) algorithms exhibit speedup saturation and decaying generalization ability beyond a particular batch-size. In this work, we…

Machine Learning · Computer Science 2018-01-09 Dong Yin , Ashwin Pananjady , Max Lam , Dimitris Papailiopoulos , Kannan Ramchandran , Peter Bartlett

Mini-batch stochastic gradient descent (SGD) is state of the art in large scale distributed training. The scheme can reach a linear speedup with respect to the number of workers, but this is rarely seen in practice as the scheme often…

Optimization and Control · Mathematics 2019-05-06 Sebastian U. Stich

Explaining the generalization characteristics of deep learning is an emerging topic in advanced machine learning. There are several unanswered questions about how learning under stochastic optimization really works and why certain…

Machine Learning · Computer Science 2022-04-01 Mahdi S. Hosseini , Mathieu Tuli , Konstantinos N. Plataniotis

Stochastic gradient descent (SGD) is a cornerstone algorithm for high-dimensional optimization, renowned for its empirical successes. Recent theoretical advances have provided a deep understanding of how SGD enables feature learning in…

Machine Learning · Statistics 2026-02-23 Nived Rajaraman , Yanjun Han

We study the generalization performance of gradient methods in the fundamental stochastic convex optimization setting, focusing on its dimension dependence. First, for full-batch gradient descent (GD) we give a construction of a learning…

Machine Learning · Computer Science 2024-01-23 Matan Schliserman , Uri Sherman , Tomer Koren

Stochastic gradient descent (SGD) is the optimization algorithm of choice in many machine learning applications such as regularized empirical risk minimization and training deep neural networks. The classical convergence analysis of SGD is…

Optimization and Control · Mathematics 2018-07-10 Lam M. Nguyen , Phuong Ha Nguyen , Marten van Dijk , Peter Richtárik , Katya Scheinberg , Martin Takáč

We study the learning dynamics of a multi-pass, mini-batch Stochastic Gradient Descent (SGD) procedure for empirical risk minimization in high-dimensional multi-index models with isotropic random data. In an asymptotic regime where the…

Machine Learning · Statistics 2026-02-19 Zhou Fan , Leda Wang

Commonly used optimization algorithms often show a trade-off between good generalization and fast training times. For instance, stochastic gradient descent (SGD) tends to have good generalization; however, adaptive gradient methods have…

Machine Learning · Computer Science 2023-06-14 Aditya Cowsik , Tankut Can , Paolo Glorioso

Existing theory suggests that for linear regression problems categorized by capacity and source conditions, gradient descent (GD) is always minimax optimal, while both ridge regression and online stochastic gradient descent (SGD) are…

Machine Learning · Statistics 2025-09-23 Jingfeng Wu , Peter L. Bartlett , Jason D. Lee , Sham M. Kakade , Bin Yu

Synchronous stochastic gradient descent (SGD) is the most common method used for distributed training of deep learning models. In this algorithm, each worker shares its local gradients with others and updates the parameters using the…

Machine Learning · Computer Science 2020-09-22 Negar Foroutan Eghlidi , Martin Jaggi

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

Stochastic convex optimization algorithms are the most popular way to train machine learning models on large-scale data. Scaling up the training process of these models is crucial, but the most popular algorithm, Stochastic Gradient Descent…

Machine Learning · Statistics 2018-10-30 Ashok Cutkosky , Robert Busa-Fekete

Stochastic gradient descent updates parameters with summation gradient computed from a random data batch. This summation will lead to unbalanced training process if the data we obtained is unbalanced. To address this issue, this paper takes…

Machine Learning · Computer Science 2019-05-22 Tao Yi , Xingxuan Wang

Stochastic Gradient Descent (SGD) is the key learning algorithm for many machine learning tasks. Because of its computational costs, there is a growing interest in accelerating SGD on HPC resources like GPU clusters. However, the…

Machine Learning · Computer Science 2021-01-20 Peng Jiang , Gagan Agrawal

Large over-parametrized models learned via stochastic gradient descent (SGD) methods have become a key element in modern machine learning. Although SGD methods are very effective in practice, most theoretical analyses of SGD suggest slower…

Optimization and Control · Mathematics 2018-11-08 Raef Bassily , Mikhail Belkin , Siyuan Ma

Training deep neural networks with stochastic gradient descent (SGD) can often achieve zero training loss on real-world tasks although the optimization landscape is known to be highly non-convex. To understand the success of SGD for…

Machine Learning · Statistics 2020-06-15 Yiping Lu , Chao Ma , Yulong Lu , Jianfeng Lu , Lexing Ying
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