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With the rapid increase of big data, distributed Machine Learning (ML) has been widely applied in training large-scale models. Stochastic Gradient Descent (SGD) is arguably the workhorse algorithm of ML. Distributed ML models trained by SGD…

Machine Learning · Computer Science 2021-12-09 Keyu Yang , Lu Chen , Zhihao Zeng , Yunjun Gao

Differentially Private Stochastic Gradient Descent (DP-SGD) is a widely adopted technique for privacy-preserving deep learning. A critical challenge in DP-SGD is selecting the optimal clipping threshold C, which involves balancing the…

Machine Learning · Computer Science 2025-04-02 Chengkun Wei , Weixian Li , Chen Gong , Wenzhi Chen

Deep learning is a popular machine learning technique and has been applied to many real-world problems. However, training a deep neural network is very time-consuming, especially on big data. It has become difficult for a single machine to…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-09-04 Xing Zhao , Aijun An , Junfeng Liu , Bao Xin Chen

We study the problem of stochastic optimization for deep learning in the parallel computing environment under communication constraints. A new algorithm is proposed in this setting where the communication and coordination of work among…

Machine Learning · Computer Science 2015-10-27 Sixin Zhang , Anna Choromanska , Yann LeCun

Gradient-based optimization methods implemented on distributed computing architectures are increasingly used to tackle large-scale machine learning applications. A key bottleneck in such distributed systems is the high communication…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-06-11 Xiaoge Deng , Dongsheng Li , Tao Sun , Xicheng Lu

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

We investigate the convergence rates and data sample sizes required for training a machine learning model using a stochastic gradient descent (SGD) algorithm, where data points are sampled based on either their loss value or uncertainty…

Machine Learning · Computer Science 2024-11-26 Daniel Haimovich , Dima Karamshuk , Fridolin Linder , Niek Tax , Milan Vojnovic

Gradient Descent (GD) and Conjugate Gradient (CG) methods are among the most effective iterative algorithms for solving unconstrained optimization problems, particularly in machine learning and statistical modeling, where they are employed…

Optimization and Control · Mathematics 2024-12-19 Xianqi Jiao , Jia Liu , Zhiping Chen

One of the most common methods to train machine learning algorithms today is the stochastic gradient descent (SGD). In a distributed setting, SGD-based algorithms have been shown to converge theoretically under specific circumstances. A…

Machine Learning · Computer Science 2025-08-22 Soumya Sarkar , Shweta Jain

Stochastic gradient descent (SGD) is the main approach for training deep networks: it moves towards the optimum of the cost function by iteratively updating the parameters of a model in the direction of the gradient of the loss evaluated on…

Machine Learning · Computer Science 2021-03-30 Loris Nanni , Gianluca Maguolo , Alessandra Lumini

Stochastic gradient algorithms are the main focus of large-scale optimization problems and led to important successes in the recent advancement of the deep learning algorithms. The convergence of SGD depends on the careful choice of…

Machine Learning · Computer Science 2017-03-03 Caglar Gulcehre , Jose Sotelo , Marcin Moczulski , Yoshua Bengio

Recently, researchers have proposed many deep generative models, including generative adversarial networks(GANs) and denoising diffusion models. Although significant breakthroughs have been made and empirical success has been achieved with…

Computer Vision and Pattern Recognition · Computer Science 2025-01-22 Chang Wan , Ming-Hsuan Yang , Minglu Li , Yunliang Jiang , Zhonglong Zheng

Many problems encountered in science and engineering can be formulated as estimating a low-rank object (e.g., matrices and tensors) from incomplete, and possibly corrupted, linear measurements. Through the lens of matrix and tensor…

Machine Learning · Computer Science 2023-10-11 Cong Ma , Xingyu Xu , Tian Tong , Yuejie Chi

A number of results have recently demonstrated the benefits of incorporating various constraints when training deep architectures in vision and machine learning. The advantages range from guarantees for statistical generalization to better…

Machine Learning · Computer Science 2019-05-27 Sathya N. Ravi , Tuan Dinh , Vishnu Lokhande , Vikas Singh

The paper considers distributed stochastic optimization over randomly switching networks, where agents collaboratively minimize the average of all agents' local expectation-valued convex cost functions. Due to the stochasticity in gradient…

Optimization and Control · Mathematics 2022-04-07 Jinlong Lei , Peng Yi , Jie Chen , Yiguang Hong

Decoupled learning is a branch of model parallelism which parallelizes the training of a network by splitting it depth-wise into multiple modules. Techniques from decoupled learning usually lead to stale gradient effect because of their…

Machine Learning · Computer Science 2020-12-08 Huiping Zhuang , Zhiping Lin , Kar-Ann Toh

Neural network has attracted great attention for a long time and many researchers are devoted to improve the effectiveness of neural network training algorithms. Though stochastic gradient descent (SGD) and other explicit gradient-based…

Optimization and Control · Mathematics 2020-02-11 Ren Liu , Xiaoqun Zhang

Physics-informed deep learning has emerged as a promising alternative for solving partial differential equations. However, for complex problems, training these networks can still be challenging, often resulting in unsatisfactory accuracy…

Machine Learning · Computer Science 2025-09-18 Wenqian Chen , Amanda A. Howard , Panos Stinis

We propose a novel analysis of the Decentralized Stochastic Gradient Descent (DSGD) algorithm with constant step size, interpreting the iterates of the algorithm as a Markov chain. We show that DSGD converges to a stationary distribution,…

Machine Learning · Computer Science 2026-01-13 Lucas Versini , Paul Mangold , Aymeric Dieuleveut

The Projected Gradient Descent (PGD) algorithm is a widely used and efficient first-order method for solving constrained optimization problems due to its simplicity and scalability in large design spaces. Building on recent advancements in…

Optimization and Control · Mathematics 2025-06-18 Lucka Barbeau , Marc-Étienne Lamarche-Gagnon , Florin Ilinca