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Distributed optimization advances centralized machine learning methods by enabling parallel and decentralized learning processes over a network of computing nodes. This work provides an accelerated consensus-based distributed algorithm for…

Systems and Control · Electrical Eng. & Systems 2025-07-01 Mohammadreza Doostmohammadian , Hamid R. Rabiee

Distributed stochastic optimization algorithms can simultaneously process large-scale datasets, significantly accelerating model training. However, their effectiveness is often hindered by the sparsity of distributed networks and data…

Machine Learning · Computer Science 2025-02-14 Yuchen Hu , Xi Chen , Weidong Liu , Xiaojun Mao

In this paper, we propose a generic and simple strategy for utilizing stochastic gradient information in optimization. The technique essentially contains two consecutive steps in each iteration: 1) computing and normalizing each block…

Machine Learning · Computer Science 2018-04-24 Adams Wei Yu , Lei Huang , Qihang Lin , Ruslan Salakhutdinov , Jaime Carbonell

Momentum is known to accelerate the convergence of gradient descent in strongly convex settings without stochastic gradient noise. In stochastic optimization, such as training neural networks, folklore suggests that momentum may help deep…

Machine Learning · Computer Science 2024-04-17 Runzhe Wang , Sadhika Malladi , Tianhao Wang , Kaifeng Lyu , Zhiyuan Li

Pre-training Transformer models is resource-intensive, and recent studies have shown that sign momentum is an efficient technique for training large-scale deep learning models, particularly Transformers. However, its application in…

Machine Learning · Computer Science 2025-03-11 Shuhua Yu , Ding Zhou , Cong Xie , An Xu , Zhi Zhang , Xin Liu , Soummya Kar

Parallel stochastic gradient methods are gaining prominence in solving large-scale machine learning problems that involve data distributed across multiple nodes. However, obtaining unbiased stochastic gradients, which have been the focus of…

Machine Learning · Computer Science 2025-01-14 Ali Beikmohammadi , Sarit Khirirat , Sindri Magnússon

Training neural networks requires optimizing a loss function that may be highly irregular, and in particular neither convex nor smooth. Popular training algorithms are based on stochastic gradient descent with momentum (SGDM), for which…

Machine Learning · Computer Science 2026-03-17 Qinzi Zhang , Ashok Cutkosky

Stochastic gradient descent with momentum (SGDM) methods have become fundamental optimization tools in machine learning, combining the computational efficiency of stochastic gradients with the acceleration benefits of momentum. Despite…

Optimization and Control · Mathematics 2026-03-02 Zimeng Wang , Alp Yurtsever

The article examines in some detail the convergence rate and mean-square-error performance of momentum stochastic gradient methods in the constant step-size and slow adaptation regime. The results establish that momentum methods are…

Optimization and Control · Mathematics 2016-10-13 Kun Yuan , Bicheng Ying , Ali H. Sayed

In this work, we propose a distributed algorithm for stochastic non-convex optimization. We consider a worker-server architecture where a set of $K$ worker nodes (WNs) in collaboration with a server node (SN) jointly aim to minimize a…

Optimization and Control · Mathematics 2020-05-04 Prashant Khanduri , Pranay Sharma , Swatantra Kafle , Saikiran Bulusu , Ketan Rajawat , Pramod K. Varshney

The training of modern machine learning models often consists in solving high-dimensional non-convex optimisation problems that are subject to large-scale data. In this context, momentum-based stochastic optimisation algorithms have become…

Optimization and Control · Mathematics 2024-11-06 Kexin Jin , Jonas Latz , Chenguang Liu , Alessandro Scagliotti

The optimization step in many machine learning problems rarely relies on vanilla gradient descent but it is common practice to use momentum-based accelerated methods. Despite these algorithms being widely applied to arbitrary loss…

Disordered Systems and Neural Networks · Physics 2021-10-29 Stefano Sarao Mannelli , Pierfrancesco Urbani

We consider gradient descent with `momentum', a widely used method for loss function minimization in machine learning. This method is often used with `Nesterov acceleration', meaning that the gradient is evaluated not at the current…

Machine Learning · Computer Science 2020-01-20 Goran Nakerst , John Brennan , Masudul Haque

In large-scale learning algorithms, the momentum term is usually included in the stochastic sub-gradient method to improve the learning speed because it can navigate ravines efficiently to reach a local minimum. However, step-size and…

Machine Learning · Computer Science 2024-08-07 Wen-Liang Hwang

A number of optimization approaches have been proposed for optimizing nonconvex objectives (e.g. deep learning models), such as batch gradient descent, stochastic gradient descent and stochastic variance reduced gradient descent. Theory…

Machine Learning · Computer Science 2019-05-15 Jia Bi , Steve R. Gunn

Stochastic momentum methods have been widely adopted in training deep neural networks. However, their theoretical analysis of convergence of the training objective and the generalization error for prediction is still under-explored. This…

Machine Learning · Computer Science 2018-08-31 Yan Yan , Tianbao Yang , Zhe Li , Qihang Lin , Yi Yang

Asynchronous distributed algorithms are a popular way to reduce synchronization costs in large-scale optimization, and in particular for neural network training. However, for nonsmooth and nonconvex objectives, few convergence guarantees…

Optimization and Control · Mathematics 2020-07-14 Vyacheslav Kungurtsev , Malcolm Egan , Bapi Chatterjee , Dan Alistarh

Momentum is a popular technique for improving convergence rates during gradient descent. In this research, we experiment with adding momentum to the Baum-Welch expectation-maximization algorithm for training Hidden Markov Models. We compare…

Machine Learning · Computer Science 2022-06-10 Andrew Miller , Fabio Di Troia , Mark Stamp

Gradient descent-based optimization methods underpin the parameter training of neural networks, and hence comprise a significant component in the impressive test results found in a number of applications. Introducing stochasticity is key to…

Machine Learning · Computer Science 2021-06-01 Nikola B. Kovachki , Andrew M. Stuart

Adaptive gradient methods, e.g. \textsc{Adam}, have achieved tremendous success in machine learning. Scaling the learning rate element-wisely by a certain form of second moment estimate of gradients, such methods are able to attain rapid…

Machine Learning · Computer Science 2022-02-10 Yizhou Wang , Yue Kang , Can Qin , Huan Wang , Yi Xu , Yulun Zhang , Yun Fu
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