Related papers: Asynchronous SGD Beats Minibatch SGD Under Arbitra…
Modern distributed optimization methods mostly rely on traditional synchronous approaches, despite substantial recent progress in asynchronous optimization. We revisit Synchronous SGD and its robust variant, called $m$-Synchronous SGD, and…
We analyze a batched variant of Stochastic Gradient Descent (SGD) with weighted sampling distribution for smooth and non-smooth objective functions. We show that by distributing the batches computationally, a significant speedup in the…
Stochastic gradient descent (SGD) is a popular and efficient method with wide applications in training deep neural nets and other nonconvex models. While the behavior of SGD is well understood in the convex learning setting, the existing…
Local stochastic gradient descent (Local-SGD), also referred to as federated averaging, is an approach to distributed optimization where each device performs more than one SGD update per communication. This work presents an empirical study…
Accelerated stochastic gradient descent (ASGD) is a workhorse in deep learning and often achieves better generalization performance than SGD. However, existing optimization theory can only explain the faster convergence of ASGD, but cannot…
Stochastic gradient descent~(SGD) and its variants have become more and more popular in machine learning due to their efficiency and effectiveness. To handle large-scale problems, researchers have recently proposed several parallel SGD…
The stochastic gradient descent (SGD) method is a widely used approach for solving stochastic optimization problems, but its convergence is typically slow. Existing variance reduction techniques, such as SAGA, improve convergence by…
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…
SGD with momentum (SGDM) has been widely applied in many machine learning tasks, and it is often applied with dynamic stepsizes and momentum weights tuned in a stagewise manner. Despite of its empirical advantage over SGD, the role of…
Structured non-convex learning problems, for which critical points have favorable statistical properties, arise frequently in statistical machine learning. Algorithmic convergence and statistical estimation rates are well-understood for…
Stochastic gradient descent (SGD) and its variants are the main workhorses for solving large-scale optimization problems with nonconvex objective functions. Although the convergence of SGDs in the (strongly) convex case is well-understood,…
The performance of mini-batch stochastic gradient descent (SGD) strongly depends on setting the batch size and learning rate to minimize the empirical loss in training the deep neural network. In this paper, we present theoretical analyses…
We propose a new stochastic optimization framework for empirical risk minimization problems such as those that arise in machine learning. The traditional approaches, such as (mini-batch) stochastic gradient descent (SGD), utilize an…
Asynchronous distributed stochastic gradient descent methods have trouble converging because of stale gradients. A gradient update sent to a parameter server by a client is stale if the parameters used to calculate that gradient have since…
Stochastic Gradient Descent (SGD) is arguably the most important single algorithm in modern machine learning. Although SGD with unbiased gradient estimators has been studied extensively over at least half a century, SGD variants relying on…
Stochastic gradient descent (SGD) is the workhorse of large-scale learning, yet classical analyses rely on assumptions that can be either too strong (bounded variance) or too coarse (uniform noise). The expected smoothness (ES) condition…
Stochastic gradient descent (SGD) is widely used in machine learning. Although being commonly viewed as a fast but not accurate version of gradient descent (GD), it always finds better solutions than GD for modern neural networks. In order…
We consider the setting where a master wants to run a distributed stochastic gradient descent (SGD) algorithm on $n$ workers each having a subset of the data. Distributed SGD may suffer from the effect of stragglers, i.e., slow or…
We propose mS2GD: a method incorporating a mini-batching scheme for improving the theoretical complexity and practical performance of semi-stochastic gradient descent (S2GD). We consider the problem of minimizing a strongly convex function…
This paper presents a novel adaptation of the Stochastic Gradient Descent (SGD), termed AdaBatchGrad. This modification seamlessly integrates an adaptive step size with an adjustable batch size. An increase in batch size and a decrease in…