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We study the inverse problem of radiative transfer equation (RTE) using stochastic gradient descent method (SGD) in this paper. Mathematically, optical tomography amounts to recovering the optical parameters in RTE using the…

Optimization and Control · Mathematics 2018-07-04 Ke Chen , Qin Li , Jian-Guo Liu

We study gradient compression methods to alleviate the communication bottleneck in data-parallel distributed optimization. Despite the significant attention received, current compression schemes either do not scale well or fail to achieve…

Machine Learning · Computer Science 2020-02-19 Thijs Vogels , Sai Praneeth Karimireddy , Martin Jaggi

Modern representation learning methods often struggle to adapt quickly under non-stationarity because they suffer from catastrophic forgetting and decaying plasticity. Such problems prevent learners from fast adaptation since they may…

Machine Learning · Computer Science 2023-04-28 Mohamed Elsayed , A. Rupam Mahmood

This paper introduces a new proximal stochastic gradient method with variance reduction and stabilization for minimizing the sum of a convex stochastic function and a group sparsity-inducing regularization function. Since the method may be…

Optimization and Control · Mathematics 2023-02-15 Yutong Dai , Guanyi Wang , Frank E. Curtis , Daniel P. Robinson

A major challenge in training large-scale machine learning models is configuring the training process to maximize model performance, i.e., finding the best training setup from a vast design space. In this work, we unlock a gradient-based…

Machine Learning · Statistics 2025-03-19 Logan Engstrom , Andrew Ilyas , Benjamin Chen , Axel Feldmann , William Moses , Aleksander Madry

Conditional stochastic optimization covers a variety of applications ranging from invariant learning and causal inference to meta-learning. However, constructing unbiased gradient estimators for such problems is challenging due to the…

Optimization and Control · Mathematics 2024-06-04 Yifan Hu , Siqi Zhang , Xin Chen , Niao He

We consider the stochastic gradient descent (SGD) algorithm driven by a general stochastic sequence, including i.i.d noise and random walk on an arbitrary graph, among others; and analyze it in the asymptotic sense. Specifically, we employ…

Machine Learning · Computer Science 2022-09-16 Jie Hu , Vishwaraj Doshi , Do Young Eun

In this paper, an adjustment to the original differentially private stochastic gradient descent (DPSGD) algorithm for deep learning models is proposed. As a matter of motivation, to date, almost no state-of-the-art machine learning…

Machine Learning · Computer Science 2021-07-13 Mehdi Amian

In this paper we study the performance of the Projected Gradient Descent(PGD) algorithm for $\ell_{p}$-constrained least squares problems that arise in the framework of Compressed Sensing. Relying on the Restricted Isometry Property, we…

Numerical Analysis · Mathematics 2013-03-05 Sohail Bahmani , Bhiksha Raj

We address the optimization problem of simultaneously minimizing multiple objective functionals over a family of probability distributions. This type of Multi-Objective Distributional Optimization commonly arises in machine learning and…

Machine Learning · Computer Science 2025-05-27 Dai Hai Nguyen , Hiroshi Mamitsuka , Atsuyoshi Nakamura

Stochastic Gradient Descent (SGD) is arguably the most popular of the machine learning methods applied to training deep neural networks (DNN) today. It has recently been demonstrated that SGD can be statistically biased so that certain…

Machine Learning · Computer Science 2015-09-21 Andrew J. R. Simpson

Stochastic gradient descent (SGD) is one of the most popular algorithms in modern machine learning. The noise encountered in these applications is different from that in many theoretical analyses of stochastic gradient algorithms. In this…

Machine Learning · Statistics 2021-09-16 Stephan Wojtowytsch

Sensors producing 3D point clouds such as 3D laser scanners and RGB-D cameras are widely used in robotics, be it for autonomous driving or manipulation. Aligning point clouds produced by these sensors is a vital component in such…

Robotics · Computer Science 2019-07-23 Fahira Afzal Maken , Fabio Ramos , Lionel Ott

We address the issue of speeding up the training of convolutional neural networks by studying a distributed method adapted to stochastic gradient descent. Our parallel optimization setup uses several threads, each applying individual…

Machine Learning · Computer Science 2018-11-13 Michael Blot , David Picard , Matthieu Cord

Deep learning models are dominating almost all artificial intelligence tasks such as vision, text, and speech processing. Stochastic Gradient Descent (SGD) is the main tool for training such models, where the computations are usually…

Machine Learning · Computer Science 2023-01-10 Matteo Cacciola , Antonio Frangioni , Masoud Asgharian , Alireza Ghaffari , Vahid Partovi Nia

Natural Gradient Descent (NGD) has emerged as a promising optimization algorithm for training neural network-based solvers for partial differential equations (PDEs), such as Physics-Informed Neural Networks (PINNs). However, its practical…

Numerical Analysis · Mathematics 2026-05-28 Ivan Bioli , Carlo Marcati , Giancarlo Sangalli

Stochastic Gradient Descent with a constant learning rate (constant SGD) simulates a Markov chain with a stationary distribution. With this perspective, we derive several new results. (1) We show that constant SGD can be used as an…

Machine Learning · Statistics 2018-01-23 Stephan Mandt , Matthew D. Hoffman , David M. Blei

This paper proposes a novel parallel stochastic gradient descent (SGD) method that is obtained by applying parallel sets of SGD iterations (each set operating on one node using the data residing in it) for finding the direction in each…

Machine Learning · Computer Science 2013-11-05 Dhruv Mahajan , S. Sathiya Keerthi , S. Sundararajan , Leon Bottou

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

Stochastic Gradient Descent (SGD) and its momentum variants form the backbone of deep learning optimization, yet the underlying dynamics of their gradient behavior remain insufficiently understood. In this work, we reinterpret gradient…

Machine Learning · Computer Science 2026-03-09 Zhipeng Yao , Rui Yu , Guisong Chang , Ying Li , Yu Zhang , Dazhou Li