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SGD (Stochastic Gradient Descent) is a popular algorithm for large scale optimization problems due to its low iterative cost. However, SGD can not achieve linear convergence rate as FGD (Full Gradient Descent) because of the inherent…

Machine Learning · Computer Science 2017-12-05 Aixiang Chen , Bingchuan Chen , Xiaolong Chai , Rui Bian , Hengguang Li

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

In this paper, we propose a novel kernel stochastic gradient descent (SGD) algorithm for large-scale supervised learning with general losses. Compared to traditional kernel SGD, our algorithm improves efficiency and scalability through an…

Machine Learning · Computer Science 2026-04-28 Jinhui Bai , Andreas Christmann , Lei Shi

Stein Variational Gradient Descent (SVGD) is a nonparametric particle-based deterministic sampling algorithm. Despite its wide usage, understanding the theoretical properties of SVGD has remained a challenging problem. For sampling from a…

Statistics Theory · Mathematics 2023-10-31 Tianle Liu , Promit Ghosal , Krishnakumar Balasubramanian , Natesh S. Pillai

Graph Neural Networks (GNNs) have received increasing attention in many fields. However, due to the lack of prior graphs, their use for semantic labeling has been limited. Here, we propose a novel architecture called the Self-Constructing…

Computer Vision and Pattern Recognition · Computer Science 2020-04-24 Qinghui Liu , Michael Kampffmeyer , Robert Jenssen , Arnt-Børre Salberg

We propose a Stochastic Gradient Descent (SGD)-type algorithm for Personalized Federated Learning which can be particularly attractive for mobile energy-limited regimes due to its low per-client computational cost. The model to be trained…

Machine Learning · Computer Science 2025-12-15 Sotirios Nikoloutsopoulos , Iordanis Koutsopoulos , Michalis K. Titsias

We present a novel approach to accelerate iterative methods to solve nonlinear Schr\"odinger eigenvalue problems using neural networks. Nonlinear eigenvector problems are fundamental in quantum mechanics and other fields, yet conventional…

Numerical Analysis · Mathematics 2025-07-23 Daniel Peterseim , Jan-F. Pietschmann , Jonas Püschel , Kilian Ruess

We propose a novel distributed inference algorithm for continuous graphical models, by extending Stein variational gradient descent (SVGD) to leverage the Markov dependency structure of the distribution of interest. Our approach combines…

Machine Learning · Statistics 2018-06-11 Dilin Wang , Zhe Zeng , Qiang Liu

Stein variational gradient decent (SVGD) has been shown to be a powerful approximate inference algorithm for complex distributions. However, the standard SVGD requires calculating the gradient of the target density and cannot be applied…

Machine Learning · Statistics 2018-06-08 Jun Han , Qiang Liu

Stochastic Gradient (SG) is the defacto iterative technique to solve stochastic optimization (SO) problems with a smooth (non-convex) objective $f$ and a stochastic first-order oracle. SG's attractiveness is due in part to its simplicity of…

Optimization and Control · Mathematics 2024-03-08 David Newton , Raghu Bollapragada , Raghu Pasupathy , Nung Kwan Yip

Despite the tremendous success of Stochastic Gradient Descent (SGD) algorithm in deep learning, little is known about how SGD finds generalizable solutions in the high-dimensional weight space. By analyzing the learning dynamics and loss…

Data Analysis, Statistics and Probability · Physics 2020-01-07 Yu Feng , Yuhai Tu

We study the robust matrix completion problem for the low-rank Hankel matrix, which detects the sparse corruptions caused by extreme outliers while we try to recover the original Hankel matrix from the partial observation. In this paper, we…

Information Theory · Computer Science 2025-04-17 HanQin Cai , Jian-Feng Cai , Juntao You

We present an efficient method for preparing the initial state required by the eigenvalue approximation quantum algorithm of Abrams and Lloyd. Our method can be applied when solving continuous Hermitian eigenproblems, e.g., the Schroedinger…

Quantum Physics · Physics 2009-11-10 Peter Jaksch , Anargyros Papageorgiou

Stein variational gradient descent (SVGD) is a kernel-based particle method for sampling from a target distribution, e.g., in generative modeling and Bayesian inference. SVGD does not require estimating the gradient of the log-density,…

Machine Learning · Statistics 2025-04-10 Viktor Stein , Wuchen Li

Ensembles of deep neural networks have achieved great success recently, but they do not offer a proper Bayesian justification. Moreover, while they allow for averaging of predictions over several hypotheses, they do not provide any…

Machine Learning · Computer Science 2021-06-23 Francesco D'Angelo , Vincent Fortuin , Florian Wenzel

Stochastic Gradient Descent (SGD) has become the method of choice for solving a broad range of machine learning problems. However, some of its learning properties are still not fully understood. We consider least squares learning in…

Machine Learning · Statistics 2020-06-22 Nicole Mücke , Enrico Reiss

Stochastic Gradient Descent (SGD) is a known stochastic iterative method popular for large-scale convex optimization problems due to its simple implementation and scalability. Some objectives, such as those found in complex-valued neural…

Machine Learning · Computer Science 2026-05-26 Natanael Alpay , Emeric Battaglia

Stochastic gradient descent (SGD) is a popular algorithm for optimization problems arising in high-dimensional inference tasks. Here one produces an estimator of an unknown parameter from independent samples of data by iteratively…

Machine Learning · Statistics 2023-06-23 Gerard Ben Arous , Reza Gheissari , Aukosh Jagannath

A central challenge in Bayesian inference is efficiently approximating posterior distributions. Stein Variational Gradient Descent (SVGD) is a popular variational inference method which transports a set of particles to approximate a target…

Machine Learning · Statistics 2025-12-05 Moritz Melcher , Simon Weissmann , Ashia C. Wilson , Jakob Zech

We derive finite-particle rates for the regularized Stein variational gradient descent (R-SVGD) algorithm introduced by He et al. (2024) that corrects the constant-order bias of the SVGD by applying a resolvent-type preconditioner to the…

Machine Learning · Statistics 2026-05-19 Ye He , Krishnakumar Balasubramanian , Sayan Banerjee , Promit Ghosal