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This paper presents an auditing procedure for the Differentially Private Stochastic Gradient Descent (DP-SGD) algorithm in the black-box threat model that is substantially tighter than prior work. The main intuition is to craft worst-case…

Cryptography and Security · Computer Science 2024-11-05 Meenatchi Sundaram Muthu Selva Annamalai , Emiliano De Cristofaro

Training deep neural network is a high dimensional and a highly non-convex optimization problem. Stochastic gradient descent (SGD) algorithm and it's variations are the current state-of-the-art solvers for this task. However, due to…

Machine Learning · Computer Science 2017-01-17 Xi He , Dheevatsa Mudigere , Mikhail Smelyanskiy , Martin Takáč

In this paper, we revisit the large-scale constrained linear regression problem and propose faster methods based on some recent developments in sketching and optimization. Our algorithms combine (accelerated) mini-batch SGD with a new…

Machine Learning · Computer Science 2018-02-12 Di Wang , Jinhui Xu

The objective of this research is to enhance performance of Stochastic Gradient Descent (SGD) algorithm in text classification. In our research, we proposed using SGD learning with Grid-Search approach to fine-tuning hyper-parameters in…

Information Retrieval · Computer Science 2019-02-26 Shadi Diab

We introduce a novel and efficient algorithm called the stochastic approximate gradient descent (SAGD), as an alternative to the stochastic gradient descent for cases where unbiased stochastic gradients cannot be trivially obtained.…

Machine Learning · Computer Science 2020-02-14 Yixuan Qiu , Xiao Wang

Gaussian process hyperparameter optimization requires linear solves with, and log-determinants of, large kernel matrices. Iterative numerical techniques are becoming popular to scale to larger datasets, relying on the conjugate gradient…

Machine Learning · Computer Science 2022-06-22 Jonathan Wenger , Geoff Pleiss , Philipp Hennig , John P. Cunningham , Jacob R. Gardner

In this work, we propose a stochastic gradient descent (SGD) framework to design data-driven policy gradient descent algorithms for the linear quadratic regulator problem. Two alternative schemes are considered to estimate the policy…

Systems and Control · Electrical Eng. & Systems 2026-02-24 Bowen Song , Simon Weissmann , Mathias Staudigl , Andrea Iannelli

The stochastic gradient descent (SGD) algorithm has been widely used in statistical estimation for large-scale data due to its computational and memory efficiency. While most existing works focus on the convergence of the objective function…

Machine Learning · Statistics 2023-11-02 Xi Chen , Jason D. Lee , Xin T. Tong , Yichen Zhang

In this paper, we consider a general stochastic optimization problem which is often at the core of supervised learning, such as deep learning and linear classification. We consider a standard stochastic gradient descent (SGD) method with a…

Machine Learning · Statistics 2018-12-27 Lam M. Nguyen , Nam H. Nguyen , Dzung T. Phan , Jayant R. Kalagnanam , Katya Scheinberg

We provide the first generalization error analysis for black-box learning through derivative-free optimization. Under the assumption of a Lipschitz and smooth unknown loss, we consider the Zeroth-order Stochastic Search (ZoSS) algorithm,…

Machine Learning · Computer Science 2023-02-13 Konstantinos E. Nikolakakis , Farzin Haddadpour , Dionysios S. Kalogerias , Amin Karbasi

Asynchronous stochastic gradient descent (ASGD) is a popular parallel optimization algorithm in machine learning. Most theoretical analysis on ASGD take a discrete view and prove upper bounds for their convergence rates. However, the…

Machine Learning · Statistics 2018-05-09 Li He , Qi Meng , Wei Chen , Zhi-Ming Ma , Tie-Yan Liu

Stochastic gradient-based descent (SGD), have long been central to training large language models (LLMs). However, their effectiveness is increasingly being questioned, particularly in large-scale applications where empirical evidence…

Machine Learning · Computer Science 2025-07-03 Di Zhang , Yihang Zhang

Black-box variational inference is widely used in situations where there is no proof that its stochastic optimization succeeds. We suggest this is due to a theoretical gap in existing stochastic optimization proofs: namely the challenge of…

Machine Learning · Computer Science 2023-12-25 Justin Domke , Guillaume Garrigos , Robert Gower

We present an optimizer which uses Bayesian optimization to tune the system parameters of distributed stochastic gradient descent (SGD). Given a specific context, our goal is to quickly find efficient configurations which appropriately…

Machine Learning · Statistics 2016-12-04 Valentin Dalibard , Michael Schaarschmidt , Eiko Yoneki

Distributed optimization plays an important role in modern large-scale machine learning and data processing systems by optimizing the utilization of computational resources. One of the classical and popular approaches is Local Stochastic…

Optimization and Control · Mathematics 2024-12-19 Andrey Sadchikov , Savelii Chezhegov , Aleksandr Beznosikov , Alexander Gasnikov

Stochastic gradient descent (SGD) is an essential element in Machine Learning (ML) algorithms. Asynchronous parallel shared-memory SGD (AsyncSGD), including synchronization-free algorithms, e.g. HOGWILD!, have received interest in certain…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-02-19 Karl Bäckström , Ivan Walulya , Marina Papatriantafilou , Philippas Tsigas

We propose a novel algorithm for distributed stochastic gradient descent (SGD) with compressed gradient communication in the parameter-server framework. Our gradient compression technique, named flattened one-bit stochastic gradient descent…

Machine Learning · Computer Science 2024-05-21 Alexander Stollenwerk , Laurent Jacques

Gradient-based optimization is the workhorse of deep learning, offering efficient and scalable training via backpropagation. However, exposing gradients during training can leak sensitive information about the underlying data, raising…

Machine Learning · Computer Science 2026-01-06 Ismail Labiad , Mathurin Videau , Matthieu Kowalski , Marc Schoenauer , Alessandro Leite , Julia Kempe , Olivier Teytaud

Large language models (LLMs) are increasingly trained with classical optimization techniques like AdamW to improve convergence and generalization. However, the mechanisms by which quantum-inspired methods enhance classical training remain…

Machine Learning · Computer Science 2026-01-30 Ahmet Erdem Pamuk , Emir Kaan Özdemir , Şuayp Talha Kocabay

Online learning algorithms require to often recompute least squares regression estimates of parameters. We study improving the computational complexity of such algorithms by using stochastic gradient descent (SGD) type schemes in place of…

Machine Learning · Computer Science 2014-11-21 Nathaniel Korda , Prashanth L. A. , Rémi Munos