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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

In this work, we propose new adaptive step size strategies that improve several stochastic gradient methods. Our first method (StoPS) is based on the classical Polyak step size (Polyak, 1987) and is an extension of the recent development of…

Machine Learning · Computer Science 2022-08-11 Samuel Horváth , Konstantin Mishchenko , Peter Richtárik

Understanding the behavior of stochastic gradient descent (SGD) in the context of deep neural networks has raised lots of concerns recently. Along this line, we study a general form of gradient based optimization dynamics with unbiased…

Machine Learning · Statistics 2019-06-11 Zhanxing Zhu , Jingfeng Wu , Bing Yu , Lei Wu , Jinwen Ma

Stochastic Gradient Langevin Dynamics infuses isotropic gradient noise to SGD to help navigate pathological curvature in the loss landscape for deep networks. Isotropic nature of the noise leads to poor scaling, and adaptive methods based…

Machine Learning · Computer Science 2019-06-13 Chandrasekaran Anirudh Bhardwaj

Federated learning seeks to address the issue of isolated data islands by making clients disclose only their local training models. However, it was demonstrated that private information could still be inferred by analyzing local model…

Machine Learning · Computer Science 2022-11-30 Jie Fu , Zhili Chen , Xiao Han

Adaptive gradient methods, which adopt historical gradient information to automatically adjust the learning rate, despite the nice property of fast convergence, have been observed to generalize worse than stochastic gradient descent (SGD)…

Machine Learning · Computer Science 2020-06-24 Jinghui Chen , Dongruo Zhou , Yiqi Tang , Ziyan Yang , Yuan Cao , Quanquan Gu

Stochastic gradient algorithms are the main focus of large-scale optimization problems and led to important successes in the recent advancement of the deep learning algorithms. The convergence of SGD depends on the careful choice of…

Machine Learning · Computer Science 2017-03-03 Caglar Gulcehre , Jose Sotelo , Marcin Moczulski , Yoshua Bengio

Adaptive gradient methods such as AdaGrad and its variants update the stepsize in stochastic gradient descent on the fly according to the gradients received along the way; such methods have gained widespread use in large-scale optimization…

Machine Learning · Statistics 2021-04-20 Rachel Ward , Xiaoxia Wu , Leon Bottou

Temporal difference (TD) learning is a widely used method to evaluate policies in reinforcement learning. While many TD learning methods have been developed in recent years, little attention has been paid to preserving privacy and most of…

Machine Learning · Computer Science 2022-01-26 Canzhe Zhao , Yanjie Ze , Jing Dong , Baoxiang Wang , Shuai Li

Differential privacy (DP) provides a formal privacy guarantee that prevents adversaries with access to machine learning models from extracting information about individual training points. Differentially private stochastic gradient descent…

Cryptography and Security · Computer Science 2022-12-15 Jie Fu , Zhili Chen , XinPeng Ling

Recent studies have shown that many nonconvex machine learning problems satisfy a generalized-smooth condition that extends beyond traditional smooth nonconvex optimization. However, the existing algorithms are not fully adapted to such…

Optimization and Control · Mathematics 2025-10-03 Yufeng Yang , Erin Tripp , Yifan Sun , Shaofeng Zou , Yi Zhou

Machine learning models are known to memorize private data to reduce their training loss, which can be inadvertently exploited by privacy attacks such as model inversion and membership inference. To protect against these attacks,…

Machine Learning · Computer Science 2023-11-30 Jie Fu , Qingqing Ye , Haibo Hu , Zhili Chen , Lulu Wang , Kuncan Wang , Xun Ran

Stochastic Gradient Descent (SGD) with adaptive steps is widely used to train deep neural networks and generative models. Most theoretical results assume that it is possible to obtain unbiased gradient estimators, which is not the case in…

Machine Learning · Statistics 2025-03-17 Sobihan Surendran , Antoine Godichon-Baggioni , Adeline Fermanian , Sylvain Le Corff

This paper considers a distributed stochastic non-convex optimization problem, where the nodes in a network cooperatively minimize a sum of $L$-smooth local cost functions with sparse gradients. By adaptively adjusting the stepsizes…

Optimization and Control · Mathematics 2024-04-01 Dongyu Han , Kun Liu , Yeming Lin , Yuanqing Xia

In privacy-preserving machine learning, differentially private stochastic gradient descent (DP-SGD) performs worse than SGD due to per-sample gradient clipping and noise addition. A recent focus in private learning research is improving the…

Computer Vision and Pattern Recognition · Computer Science 2023-11-01 Xinyu Tang , Ashwinee Panda , Vikash Sehwag , Prateek Mittal

Asynchronous stochastic gradient descent (ASGD) is a popular parallel optimization algorithm in machine learning. Most theoretical analysis on ASGD take a discrete view and prove upper bounds for their convergence rates. However, the…

Machine Learning · Statistics 2018-05-09 Li He , Qi Meng , Wei Chen , Zhi-Ming Ma , Tie-Yan Liu

We study differentially private (DP) algorithms for stochastic convex optimization: the problem of minimizing the population loss given i.i.d. samples from a distribution over convex loss functions. A recent work of Bassily et al. (2019)…

Machine Learning · Computer Science 2020-05-12 Vitaly Feldman , Tomer Koren , Kunal Talwar

Adaptive gradient methods are workhorses in deep learning. However, the convergence guarantees of adaptive gradient methods for nonconvex optimization have not been thoroughly studied. In this paper, we provide a fine-grained convergence…

Machine Learning · Computer Science 2024-06-21 Dongruo Zhou , Jinghui Chen , Yuan Cao , Ziyan Yang , Quanquan Gu

Protecting privacy in learning while maintaining the model performance has become increasingly critical in many applications that involve sensitive data. Private Gradient Descent (PGD) is a commonly used private learning framework, which…

Machine Learning · Computer Science 2022-10-20 Junyuan Hong , Zhangyang Wang , Jiayu Zhou

This paper presents a holistic approach to gradient leakage resilient distributed Stochastic Gradient Descent (SGD). First, we analyze two types of strategies for privacy-enhanced federated learning: (i) gradient pruning with random…

Machine Learning · Computer Science 2023-05-12 Wenqi Wei , Ling Liu , Jingya Zhou , Ka-Ho Chow , Yanzhao Wu
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