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Stochastic Gradient Descent (SGD) is an out-of-equilibrium algorithm used extensively to train artificial neural networks. However very little is known on to what extent SGD is crucial for to the success of this technology and, in…

Machine Learning · Computer Science 2023-12-19 Persia Jana Kamali , Pierfrancesco Urbani

We give a new separation result between the generalization performance of stochastic gradient descent (SGD) and of full-batch gradient descent (GD) in the fundamental stochastic convex optimization model. While for SGD it is well-known that…

Machine Learning · Computer Science 2021-07-01 Idan Amir , Tomer Koren , Roi Livni

Previous works on stochastic gradient descent (SGD) often focus on its success. In this work, we construct worst-case optimization problems illustrating that, when not in the regimes that the previous works often assume, SGD can exhibit…

Machine Learning · Computer Science 2023-05-30 Liu Ziyin , Botao Li , James B. Simon , Masahito Ueda

We consider speeding up stochastic gradient descent (SGD) by parallelizing it across multiple workers. We assume the same data set is shared among $N$ workers, who can take SGD steps and coordinate with a central server. While it is…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-10-28 Artin Spiridonoff , Alex Olshevsky , Ioannis Ch. Paschalidis

Modern machine learning models are often over-parameterized and as a result they can interpolate the training data. Under such a scenario, we study the convergence properties of a sampling-without-replacement variant of stochastic gradient…

Machine Learning · Computer Science 2023-04-04 Chen Fan , Christos Thrampoulidis , Mark Schmidt

The performance of mini-batch stochastic gradient descent (SGD) strongly depends on setting the batch size and learning rate to minimize the empirical loss in training the deep neural network. In this paper, we present theoretical analyses…

Machine Learning · Computer Science 2025-02-17 Hikaru Umeda , Hideaki Iiduka

Deep neural networks achieve stellar generalisation even when they have enough parameters to easily fit all their training data. We study this phenomenon by analysing the dynamics and the performance of over-parameterised two-layer neural…

Machine Learning · Statistics 2022-03-28 Sebastian Goldt , Madhu S. Advani , Andrew M. Saxe , Florent Krzakala , Lenka Zdeborová

Stochastic gradient descent (SGD) is one of the most widely used optimization methods for solving various machine learning problems. SGD solves an optimization problem by iteratively sampling a few data points from the input data, computing…

Machine Learning · Computer Science 2020-11-18 Aditya Devarakonda , James Demmel

Momentum has become a crucial component in deep learning optimizers, necessitating a comprehensive understanding of when and why it accelerates stochastic gradient descent (SGD). To address the question of ''when'', we establish a…

Machine Learning · Computer Science 2023-06-16 Jingwen Fu , Bohan Wang , Huishuai Zhang , Zhizheng Zhang , Wei Chen , Nanning Zheng

Stochastic gradient descent (SGD) now acts as a fundamental part of optimization in current machine learning. Meanwhile, deep learning architectures have shown outstanding performance in a wide range of fields, such as natural language…

Machine Learning · Computer Science 2026-01-27 Zhao Song , Song Yue

The increasing scale of data propels the popularity of leveraging parallelism to speed up the optimization. Minibatch stochastic gradient descent (minibatch SGD) and local SGD are two popular methods for parallel optimization. The existing…

Machine Learning · Computer Science 2025-10-14 Yunwen Lei , Tao Sun , Mingrui Liu

Stochastic Gradient Descent (SGD) based training of neural networks with a large learning rate or a small batch-size typically ends in well-generalizing, flat regions of the weight space, as indicated by small eigenvalues of the Hessian of…

Machine Learning · Statistics 2019-12-24 Stanisław Jastrzębski , Zachary Kenton , Nicolas Ballas , Asja Fischer , Yoshua Bengio , Amos Storkey

Stochastic gradient descent with momentum (SGDM) is one of the most widely used optimization algorithms in machine learning. While optimization properties of SGDM have been extensively studied in the literature, it remains insufficiently…

Machine Learning · Computer Science 2026-05-28 Yunwen Lei , Zimeng Wang , Xiaoming Yuan

Stochastic gradient descent (SGD) method is popular for solving non-convex optimization problems in machine learning. This work investigates SGD from a viewpoint of graduated optimization, which is a widely applied approach for non-convex…

Optimization and Control · Mathematics 2023-08-15 Da Li , Jingjing Wu , Qingrun Zhang

Low-precision training has become crucial for reducing the computational and memory costs of large-scale deep learning. However, quantizing gradients introduces magnitude shrinkage, which can change how stochastic gradient descent (SGD)…

Machine Learning · Computer Science 2026-01-09 Vincent-Daniel Yun

While stochastic gradient descent (SGD) is one of the major workhorses in machine learning, the learning properties of many practically used variants are poorly understood. In this paper, we consider least squares learning in a…

Machine Learning · Statistics 2019-05-28 Nicole Mücke , Gergely Neu , Lorenzo Rosasco

When applied to training deep neural networks, stochastic gradient descent (SGD) often incurs steady progression phases, interrupted by catastrophic episodes in which loss and gradient norm explode. A possible mitigation of such events is…

Machine Learning · Statistics 2017-09-06 Alice Schoenauer-Sebag , Marc Schoenauer , Michèle Sebag

Stochastic Gradient Descent (SGD) has become the de facto way to train deep neural networks in distributed clusters. A critical factor in determining the training throughput and model accuracy is the choice of the parameter synchronization…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-04-21 Shijian Li , Oren Mangoubi , Lijie Xu , Tian Guo

The training of modern deep learning neural network calls for large amounts of computation, which is often provided by GPUs or other specific accelerators. To scale out to achieve faster training speed, two update algorithms are mainly…

Machine Learning · Computer Science 2020-05-15 Yemao Xu , Dezun Dong , Weixia Xu , Xiangke Liao

This paper studies a risk minimization problem with decision dependent data distribution. The problem pertains to the performative prediction setting in which a trained model can affect the outcome estimated by the model. Such dependency…

Optimization and Control · Mathematics 2025-01-07 Qiang Li , Hoi-To Wai