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Differentially Private Stochastic Gradient Descent with Gradient Clipping (DPSGD-GC) is a powerful tool for training deep learning models using sensitive data, providing both a solid theoretical privacy guarantee and high efficiency.…

Machine Learning · Computer Science 2024-04-18 Xinwei Zhang , Zhiqi Bu , Zhiwei Steven Wu , Mingyi Hong

Stochastic Gradient Descent (SGD) is a workhorse in machine learning, yet its slow convergence can be a computational bottleneck. Variance reduction techniques such as SAG, SVRG and SAGA have been proposed to overcome this weakness,…

Machine Learning · Computer Science 2016-02-29 Thomas Hofmann , Aurelien Lucchi , Simon Lacoste-Julien , Brian McWilliams

In this project, we propose a Variational Inference algorithm to approximate posterior distributions. Building on prior methods, we develop the Gradient-Steered Stein Variational Gradient Descent (G-SVGD) approach. This method introduces a…

Computation · Statistics 2025-02-03 Jose L. Varona-Santana , Marcos A. Capistrán

State-of-the-art training algorithms for deep learning models are based on stochastic gradient descent (SGD). Recently, many variations have been explored: perturbing parameters for better accuracy (such as in Extragradient), limiting SGD…

Machine Learning · Computer Science 2022-03-23 Amirkeivan Mohtashami , Martin Jaggi , Sebastian U. Stich

This paper introduces Distributed Stein Variational Gradient Descent (DSVGD), a non-parametric generalized Bayesian inference framework for federated learning. DSVGD maintains a number of non-random and interacting particles at a central…

Machine Learning · Computer Science 2021-03-31 Rahif Kassab , Osvaldo Simeone

The advent of smart meters has enabled pervasive collection of energy consumption data for training short-term load forecasting (STLF) models. In response to privacy concerns, federated learning (FL) has been proposed as a…

Machine Learning · Computer Science 2023-09-26 Shourya Bose , Kibaek Kim

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

Federated Averaging (FedAvg, also known as Local-SGD) (McMahan et al., 2017) is a classical federated learning algorithm in which clients run multiple local SGD steps before communicating their update to an orchestrating server. We propose…

Machine Learning · Computer Science 2021-08-11 Haoyu Zhao , Zhize Li , Peter Richtárik

Stochastic gradient descent (SGD) is a simple and popular method to solve stochastic optimization problems which arise in machine learning. For strongly convex problems, its convergence rate was known to be O(\log(T)/T), by running SGD for…

Machine Learning · Computer Science 2015-03-19 Alexander Rakhlin , Ohad Shamir , Karthik Sridharan

Federated learning enables collaborative machine learning while preserving data privacy, but high communication and computation costs, exacerbated by statistical and device heterogeneity, limit its practicality in mobile edge computing.…

Systems and Control · Electrical Eng. & Systems 2025-10-30 Jinghong Tan , Zhichen Zhang , Kun Guo , Tsung-Hui Chang , Tony Q. S. Quek

The performance of gradient-based optimization methods, such as standard gradient descent (GD), greatly depends on the choice of learning rate. However, it can require a non-trivial amount of user tuning effort to select an appropriate…

Machine Learning · Computer Science 2025-10-14 Nikola Surjanovic , Alexandre Bouchard-Côté , Trevor Campbell

Modern machine learning algorithms aim to extract fine-grained information from data to provide accurate predictions, which often conflicts with the goal of privacy protection. This paper addresses the practical and theoretical importance…

Machine Learning · Statistics 2023-07-17 Puyu Wang , Yunwen Lei , Yiming Ying , Ding-Xuan Zhou

Stochastic Gradient Descent (SGD) is an important algorithm in machine learning. With constant learning rates, it is a stochastic process that, after an initial phase of convergence, generates samples from a stationary distribution. We show…

Machine Learning · Statistics 2017-09-12 Stephan Mandt , Matthew D. Hoffman , David M. Blei

Deep neural networks have been shown to achieve state-of-the-art performance in several machine learning tasks. Stochastic Gradient Descent (SGD) is the preferred optimization algorithm for training these networks and asynchronous SGD…

Machine Learning · Computer Science 2016-04-06 Wei Zhang , Suyog Gupta , Xiangru Lian , Ji Liu

Federated learning (FL) is a promising paradigm for multiple devices to cooperatively train a model. When applied in wireless networks, two issues consistently affect the performance of FL, i.e., data heterogeneity of devices and limited…

Machine Learning · Computer Science 2025-06-10 Tan Chen , Jintao Yan , Yuxuan Sun , Sheng Zhou , Zhisheng Niu

Distributed Deep Learning (DDL) is essential for large-scale Deep Learning (DL) training. Synchronous Stochastic Gradient Descent (SSGD) 1 is the de facto DDL optimization method. Using a sufficiently large batch size is critical to…

Machine Learning · Computer Science 2021-12-03 Wei Zhang , Mingrui Liu , Yu Feng , Xiaodong Cui , Brian Kingsbury , Yuhai Tu

Federated Learning (FL) enables decentralized model training across multiple clients while optionally preserving data privacy. However, communication efficiency remains a critical bottleneck, particularly for large-scale models. In this…

Machine Learning · Computer Science 2025-11-11 Arnaud Descours , Léonard Deroose , Jan Ramon

The learning rate is an important tuning parameter for stochastic gradient descent (SGD) and can greatly influence its performance. However, appropriate selection of a learning rate schedule across all iterations typically requires a…

Machine Learning · Computer Science 2025-05-29 Nikola Surjanovic , Alexandre Bouchard-Côté , Trevor Campbell

Federated learning faces huge challenges from model overfitting due to the lack of data and statistical diversity among clients. To address these challenges, this paper proposes a novel personalized federated learning method via Bayesian…

Machine Learning · Computer Science 2022-06-17 Xu Zhang , Yinchuan Li , Wenpeng Li , Kaiyang Guo , Yunfeng Shao

In this paper, we propose a generalized framework for developing learning-rate-free momentum stochastic gradient descent (SGD) methods in the minimization of nonsmooth nonconvex functions, especially in training nonsmooth neural networks.…

Optimization and Control · Mathematics 2024-06-27 Xiaoyin Hu , Nachuan Xiao , Xin Liu , Kim-Chuan Toh