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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

In empirical risk optimization, it has been observed that stochastic gradient implementations that rely on random reshuffling of the data achieve better performance than implementations that rely on sampling the data uniformly. Recent works…

Machine Learning · Computer Science 2019-01-30 Bicheng Ying , Kun Yuan , Stefan Vlaski , Ali H. Sayed

This paper proposes an algorithm for Federated Learning (FL) with a two-layer structure that achieves both variance reduction and a faster convergence rate to an optimal solution in the setting where each agent has an arbitrary probability…

Machine Learning · Computer Science 2023-04-04 M. R. Rostami , S. S. Kia

Stochastic variance reduced gradient (SVRG) is a popular variance reduction technique for accelerating stochastic gradient descent (SGD). We provide a first analysis of the method for solving a class of linear inverse problems in the lens…

Numerical Analysis · Mathematics 2022-01-19 Bangti Jin , Zehui Zhou , Jun Zou

In this paper, we consider distributed optimization problems where $n$ agents, each possessing a local cost function, collaboratively minimize the average of the local cost functions over a connected network. To solve the problem, we…

Optimization and Control · Mathematics 2023-03-24 Kun Huang , Xiao Li , Andre Milzarek , Shi Pu , Junwen Qiu

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

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

Federated Learning is a powerful machine learning paradigm to cooperatively train a global model with highly distributed data. A major bottleneck on the performance of distributed Stochastic Gradient Descent (SGD) algorithm for large-scale…

Machine Learning · Computer Science 2020-01-24 Haozhao Wang , Zhihao Qu , Song Guo , Xin Gao , Ruixuan Li , Baoliu Ye

Stochastic optimization lies at the heart of machine learning, and its cornerstone is stochastic gradient descent (SGD), a method introduced over 60 years ago. The last 8 years have seen an exciting new development: variance reduction (VR)…

Machine Learning · Computer Science 2020-10-05 Robert M. Gower , Mark Schmidt , Francis Bach , Peter Richtarik

We examine the use of different randomisation policies for stochastic gradient algorithms used in sampling, based on first-order (or overdamped) Langevin dynamics, the most popular of which is known as Stochastic Gradient Langevin Dynamics.…

Numerical Analysis · Mathematics 2025-12-16 Luke Shaw , Peter A. Whalley

We study convergence lower bounds of without-replacement stochastic gradient descent (SGD) for solving smooth (strongly-)convex finite-sum minimization problems. Unlike most existing results focusing on final iterate lower bounds in terms…

Machine Learning · Computer Science 2023-06-12 Jaeyoung Cha , Jaewook Lee , Chulhee Yun

We study the performance of stochastic gradient descent (SGD) on smooth and strongly-convex finite-sum optimization problems. In contrast to the majority of existing theoretical works, which assume that individual functions are sampled with…

Machine Learning · Computer Science 2021-06-03 Itay Safran , Ohad Shamir

Federated learning (FL), which has gained increasing attention recently, enables distributed devices to train a common machine learning (ML) model for intelligent inference cooperatively without data sharing. However, problems in practical…

Machine Learning · Computer Science 2022-11-01 Yujie Zhou , Zhidu Li , Tong Tang , Ruyan Wang

Stochastic gradient descent (SGD) is perhaps the most prevalent optimization method in modern machine learning. Contrary to the empirical practice of sampling from the datasets without replacement and with (possible) reshuffling at each…

Optimization and Control · Mathematics 2024-02-08 Xufeng Cai , Cheuk Yin Lin , Jelena Diakonikolas

We present a theoretical study of server-side optimization in federated learning. Our results are the first to show that the widely popular heuristic of scaling the client updates with an extra parameter is very useful in the context of…

Machine Learning · Computer Science 2022-01-27 Grigory Malinovsky , Konstantin Mishchenko , Peter Richtárik

Stochastic gradient descent (SGD) algorithm is the method of choice in many machine learning tasks thanks to its scalability and efficiency in dealing with large-scale problems. In this paper, we focus on the shuffling version of SGD which…

Machine Learning · Computer Science 2023-10-27 Lam M. Nguyen , Trang H. Tran

Reinforcement learning has recently gained unprecedented popularity, yet it still grapples with sample inefficiency. Addressing this challenge, federated reinforcement learning (FedRL) has emerged, wherein agents collaboratively learn a…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-10-15 Ali Beikmohammadi , Sarit Khirirat , Sindri Magnússon

This work investigates fault-resilient federated learning when the data samples are non-uniformly distributed across workers, and the number of faulty workers is unknown to the central server. In the presence of adversarially faulty workers…

Machine Learning · Computer Science 2020-08-20 Yanjie Dong , Georgios B. Giannakis , Tianyi Chen , Julian Cheng , Md. Jahangir Hossain , Victor C. M. Leung

Model compression is important in federated learning (FL) with large models to reduce communication cost. Prior works have been focusing on sparsification based compression that could desparately affect the global model accuracy. In this…

Machine Learning · Computer Science 2022-04-05 Shengyuan Hu , Jack Goetz , Kshitiz Malik , Hongyuan Zhan , Zhe Liu , Yue Liu

Forward gradient descent (FGD) has been proposed as a biologically more plausible alternative of gradient descent as it can be computed without backward pass. Considering the linear model with $d$ parameters, previous work has found that…

Statistics Theory · Mathematics 2024-11-27 Niklas Dexheimer , Johannes Schmidt-Hieber