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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

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…

Machine Learning · Computer Science 2019-12-16 Yunwen Lei , Ting Hu , Guiying Li , Ke Tang

First-order methods like stochastic gradient descent(SGD) are recently the popular optimization method to train deep neural networks (DNNs), but second-order methods are scarcely used because of the overpriced computing cost in getting the…

Machine Learning · Computer Science 2021-04-01 Jingcheng Zhou , Wei Wei , Zhiming Zheng

In this paper we propose a new methodology for decision-making under uncertainty using recent advancements in the areas of nonlinear stochastic optimal control theory, applied mathematics, and machine learning. Grounded on the fundamental…

Robotics · Computer Science 2021-07-12 Marcus Pereira , Ziyi Wang , Ioannis Exarchos , Evangelos A. Theodorou

Stochastic gradient descent (SGD) has been found to be surprisingly effective in training a variety of deep neural networks. However, there is still a lack of understanding on how and why SGD can train these complex networks towards a…

Machine Learning · Computer Science 2019-01-03 Yi Zhou , Junjie Yang , Huishuai Zhang , Yingbin Liang , Vahid Tarokh

Training neural networks requires optimizing a loss function that may be highly irregular, and in particular neither convex nor smooth. Popular training algorithms are based on stochastic gradient descent with momentum (SGDM), for which…

Machine Learning · Computer Science 2026-03-17 Qinzi Zhang , Ashok Cutkosky

Spiking Neural Networks (SNNs) exhibit exceptional energy efficiency on neuromorphic hardware due to their sparse activation patterns. However, conventional training methods based on surrogate gradients and Backpropagation Through Time…

Computer Vision and Pattern Recognition · Computer Science 2025-10-09 Xiaochen Zhao , Chengting Yu , Kairong Yu , Lei Liu , Aili Wang

In recent years, spiking neural networks (SNNs) have gained momentum due to their high potential in time-series processing combined with minimal energy consumption. However, they still lack a dedicated and efficient training algorithm. The…

Machine Learning · Computer Science 2026-01-21 Giovanni Perin , Cesare Bidini , Riccardo Mazzieri , Michele Rossi

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

This paper proposes a thorough theoretical analysis of Stochastic Gradient Descent (SGD) with non-increasing step sizes. First, we show that the recursion defining SGD can be provably approximated by solutions of a time inhomogeneous…

Optimization and Control · Mathematics 2021-02-02 Xavier Fontaine , Valentin De Bortoli , Alain Durmus

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…

Optimization and Control · Mathematics 2025-11-21 Fabio Nobile , Matteo Raviola , Nathan Schaeffer

State-of-the-art training algorithms for deep learning models are based on stochastic gradient descent (SGD). Recently, many variations have been explored: perturbing parameters for better accuracy (such as in Extragradient), limiting SGD…

Machine Learning · Computer Science 2022-03-23 Amirkeivan Mohtashami , Martin Jaggi , Sebastian U. Stich

Spiking Neural Networks (SNNs) are being explored for their potential energy efficiency resulting from sparse, event-driven computations. Many recent works have demonstrated effective backpropagation for deep Spiking Neural Networks (SNNs)…

Neural and Evolutionary Computing · Computer Science 2020-03-04 Jason M. Allred , Steven J. Spencer , Gopalakrishnan Srinivasan , Kaushik Roy

The stochastic gradient noise (SGN) is a significant factor in the success of stochastic gradient descent (SGD). Following the central limit theorem, SGN was initially modeled as Gaussian, and lately, it has been suggested that stochastic…

Machine Learning · Computer Science 2023-03-07 Barak Battash , Ofir Lindenbaum

Stochastic Gradient Descent (SGD) has proven to be remarkably effective in optimizing deep neural networks that employ ever-larger numbers of parameters. Yet, improving the efficiency of large-scale optimization remains a vital and highly…

Machine Learning · Computer Science 2020-11-11 Frithjof Gressmann , Zach Eaton-Rosen , Carlo Luschi

Backpropagation is the default learning rule for artificial neural networks and is often treated as the settled approach whenever differentiability is available. In this work, we revisit this convention through a theoretical lens of sample…

Machine Learning · Statistics 2026-05-28 Yibo Jacky Zhang , Zeyu Tang , Sanmi Koyejo

Spiking Neural Networks (SNNs) have been proposed as biologically plausible and energy-efficient alternatives to conventional Artificial Neural Networks (ANNs). However, the training of SNN usually relies on surrogate gradients due to the…

Neural and Evolutionary Computing · Computer Science 2026-05-11 Himanshu Udupi , Xiaocong Yang , ChengXiang Zhai

Stochastic gradient descent (SGD) provides a simple and efficient way to solve a broad range of machine learning problems. Here, we focus on distribution regression (DR), involving two stages of sampling: Firstly, we regress from…

Machine Learning · Statistics 2021-03-08 Nicole Mücke

Recent work has shown that the training of a one-hidden-layer, scalar-output fully-connected ReLU neural network can be reformulated as a finite-dimensional convex program. Unfortunately, the scale of such a convex program grows…

Machine Learning · Computer Science 2021-05-27 Yatong Bai , Tanmay Gautam , Yu Gai , Somayeh Sojoudi

We consider the problem of denoising with the help of prior information taken from a database of clean signals or images. Denoising with variational methods is very efficient if a regularizer well adapted to the nature of the data is…

Machine Learning · Computer Science 2023-10-06 Hui Shi , Yann Traonmilin , J-F Aujol