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With the fast development of deep learning, it has become common to learn big neural networks using massive training data. Asynchronous Stochastic Gradient Descent (ASGD) is widely adopted to fulfill this task for its efficiency, which is,…

Machine Learning · Computer Science 2020-02-19 Shuxin Zheng , Qi Meng , Taifeng Wang , Wei Chen , Nenghai Yu , Zhi-Ming Ma , Tie-Yan Liu

This paper proposes a new optimization algorithm called Entropy-SGD for training deep neural networks that is motivated by the local geometry of the energy landscape. Local extrema with low generalization error have a large proportion of…

Local SGD is a promising approach to overcome the communication overhead in distributed learning by reducing the synchronization frequency among worker nodes. Despite the recent theoretical advances of local SGD in empirical risk…

Machine Learning · Computer Science 2021-03-01 Yuyang Deng , Mehrdad Mahdavi

Stochastic gradient descent (SGD) is commonly used for optimization in large-scale machine learning problems. Langford et al. (2009) introduce a sparse online learning method to induce sparsity via truncated gradient. With high-dimensional…

Machine Learning · Statistics 2017-05-10 Yuting Ma , Tian Zheng

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

Many supervised learning tasks have intrinsic symmetries, such as translational and rotational symmetry in image classifications. These symmetries can be exploited to enhance performance. We formulate the symmetry constraints into a concise…

Quantum Physics · Physics 2024-08-14 Kaiming Bian , Shitao Zhang , Fei Meng , Wen Zhang , Oscar Dahlsten

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

This work analyzes the convergence of a class of smoothing-based gradient descent methods when applied to optimization problems. In particular, Gaussian smoothing is employed to define a nonlocal gradient that reduces high-frequency noise,…

Optimization and Control · Mathematics 2024-03-27 Andrew Starnes , Anton Dereventsov , Clayton Webster

As one of the most fundamental stochastic optimization algorithms, stochastic gradient descent (SGD) has been intensively developed and extensively applied in machine learning in the past decade. There have been some modified SGD-type…

Machine Learning · Computer Science 2022-01-28 Ruinan Jin , Yu Xing , Xingkang He

Stochastic gradient descent (SGD) and its variants enable modern artificial intelligence. However, theoretical understanding lags far behind their empirical success. It is widely believed that SGD has a curious ability to avoid sharp local…

Machine Learning · Computer Science 2025-10-27 Xingyu Wang , Chang-Han Rhee

Gradient Descent Ascent (GDA) methods for min-max optimization problems typically produce oscillatory behavior that can lead to instability, e.g., in bilinear settings. To address this problem, we introduce a dissipation term into the GDA…

Optimization and Control · Mathematics 2024-03-15 Tianqi Zheng , Nicolas Loizou , Pengcheng You , Enrique Mallada

Stochastic gradient descent (SGD), a widely used algorithm in deep-learning neural networks has attracted continuing studies for the theoretical principles behind its success. A recent work reports an anomaly (inverse) relation between the…

Adaptation and Self-Organizing Systems · Physics 2023-08-16 Xia Xiong , Yong-Cong Chen , Chunxiao Shi , Ping Ao

A framework is introduced for solving a sequence of slowly changing optimization problems, including those arising in regression and classification applications, using optimization algorithms such as stochastic gradient descent (SGD). The…

Machine Learning · Computer Science 2015-09-25 Craig Wilson , Venugopal V. Veeravalli

Gradient descent is an important class of iterative algorithms for minimizing convex functions. Classically, gradient descent has been a sequential and synchronous process. Distributed and asynchronous variants of gradient descent have been…

Optimization and Control · Mathematics 2014-12-02 Yun Kuen Cheung , Richard Cole

We prove local convergence of several notable gradient descent algorithms used in machine learning, for which standard stochastic gradient descent theory does not apply directly. This includes, first, online algorithms for recurrent models…

Dynamical Systems · Mathematics 2021-01-11 Pierre-Yves Massé , Yann Ollivier

We investigate the convergence rates and data sample sizes required for training a machine learning model using a stochastic gradient descent (SGD) algorithm, where data points are sampled based on either their loss value or uncertainty…

Machine Learning · Computer Science 2024-11-26 Daniel Haimovich , Dima Karamshuk , Fridolin Linder , Niek Tax , Milan Vojnovic

Gradient quantization is an emerging technique in reducing communication costs in distributed learning. Existing gradient quantization algorithms often rely on engineering heuristics or empirical observations, lacking a systematic approach…

Machine Learning · Computer Science 2021-08-02 Guangfeng Yan , Shao-Lun Huang , Tian Lan , Linqi Song

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

Recently, there has been growing interest in developing optimization methods for solving large-scale machine learning problems. Most of these problems boil down to the problem of minimizing an average of a finite set of smooth and strongly…

Optimization and Control · Mathematics 2018-02-09 Aryan Mokhtari , Mert Gürbüzbalaban , Alejandro Ribeiro

We introduce "AnnealSGD", a regularized stochastic gradient descent algorithm motivated by an analysis of the energy landscape of a particular class of deep networks with sparse random weights. The loss function of such networks can be…

Machine Learning · Computer Science 2017-04-25 Pratik Chaudhari , Stefano Soatto
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