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The convergence of stochastic gradient descent is highly dependent on the step-size, especially on non-convex problems such as neural network training. Step decay step-size schedules (constant and then cut) are widely used in practice…

Optimization and Control · Mathematics 2021-02-19 Xiaoyu Wang , Sindri Magnússon , Mikael Johansson

We marry ideas from deep neural networks and approximate Bayesian inference to derive a generalised class of deep, directed generative models, endowed with a new algorithm for scalable inference and learning. Our algorithm introduces a…

Machine Learning · Statistics 2014-06-02 Danilo Jimenez Rezende , Shakir Mohamed , Daan Wierstra

Spiking neural networks (SNNs) represent the most prominent biologically inspired computing model for neuromorphic computing (NC) architectures. However, due to the non-differentiable nature of spiking neuronal functions, the standard error…

Neural and Evolutionary Computing · Computer Science 2020-07-01 Jibin Wu , Yansong Chua , Malu Zhang , Guoqi Li , Haizhou Li , Kay Chen Tan

Stagewise training strategy is widely used for learning neural networks, which runs a stochastic algorithm (e.g., SGD) starting with a relatively large step size (aka learning rate) and geometrically decreasing the step size after a number…

Machine Learning · Statistics 2019-02-05 Zhuoning Yuan , Yan Yan , Rong Jin , Tianbao Yang

Convolutional Neural Networks (ConvNets or CNNs) have been candidly deployed in the scope of computer vision and related fields. Nevertheless, the dynamics of training of these neural networks lie still elusive: it is hard and…

Computer Vision and Pattern Recognition · Computer Science 2023-09-13 Nguyen Huu Phong , Augusto Santos , Bernardete Ribeiro

A scaled conjugate gradient method that accelerates existing adaptive methods utilizing stochastic gradients is proposed for solving nonconvex optimization problems with deep neural networks. It is shown theoretically that, whether with…

Machine Learning · Computer Science 2024-12-17 Naoki Sato , Koshiro Izumi , Hideaki Iiduka

We present two stochastic descent algorithms that apply to unconstrained optimization and are particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained…

Optimization and Control · Mathematics 2019-04-30 David Kozak , Stephen Becker , Alireza Doostan , Luis Tenorio

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

The Latent Stochastic Differential Equation (SDE) is a powerful tool for time series and sequence modeling. However, training Latent SDEs typically relies on adjoint sensitivity methods, which depend on simulation and backpropagation…

Machine Learning · Statistics 2025-06-27 Grigory Bartosh , Dmitry Vetrov , Christian A. Naesseth

We develop a new continuous-time stochastic gradient descent method for optimizing over the stationary distribution of stochastic differential equation (SDE) models. The algorithm continuously updates the SDE model's parameters using an…

Machine Learning · Computer Science 2023-08-29 Ziheng Wang , Justin Sirignano

This paper presents a theoretical analysis and practical evaluation of the main bottlenecks towards a scalable distributed solution for the training of Deep Neuronal Networks (DNNs). The presented results show, that the current state of the…

Computer Vision and Pattern Recognition · Computer Science 2016-12-06 Janis Keuper , Franz-Josef Pfreundt

Neural networks are trained by optimizing multi-dimensional sets of fitting parameters on non-convex loss landscapes. Low-loss regions of the landscapes correspond to the parameter sets that perform well on the training data. A key issue in…

Machine Learning · Computer Science 2026-02-26 Jianneng Yu , Alexandre V. Morozov

Training deep neural networks (DNNs) efficiently is a challenge due to the associated highly nonconvex optimization. The backpropagation (backprop) algorithm has long been the most widely used algorithm for gradient computation of…

Machine Learning · Statistics 2018-03-28 Tim Tsz-Kit Lau , Jinshan Zeng , Baoyuan Wu , Yuan Yao

This paper analyzes the training process of GANs via stochastic differential equations (SDEs). It first establishes SDE approximations for the training of GANs under stochastic gradient algorithms, with precise error bound analysis. It then…

Machine Learning · Computer Science 2025-09-23 Haoyang Cao , Xin Guo

Following early work on Hessian-free methods for deep learning, we study a stochastic generalized Gauss-Newton method (SGN) for training DNNs. SGN is a second-order optimization method, with efficient iterations, that we demonstrate to…

Machine Learning · Computer Science 2020-06-11 Matilde Gargiani , Andrea Zanelli , Moritz Diehl , Frank Hutter

Neural network optimization remains one of the most consequential yet poorly understood challenges in modern AI research, where improvements in training algorithms can lead to enhanced feature learning in foundation models,…

Machine Learning · Computer Science 2025-12-23 Ansh Nagwekar

Sparse neural networks have been widely applied to reduce the computational demands of training and deploying over-parameterized deep neural networks. For inference acceleration, methods that discover a sparse network from a pre-trained…

Machine Learning · Computer Science 2021-06-16 Shiwei Liu , Decebal Constantin Mocanu , Yulong Pei , Mykola Pechenizkiy

In this article we study the stochastic gradient descent (SGD) optimization method in the training of fully-connected feedforward artificial neural networks with ReLU activation. The main result of this work proves that the risk of the SGD…

Numerical Analysis · Mathematics 2022-09-28 Arnulf Jentzen , Adrian Riekert

Backpropagation algorithm is indispensable for the training of feedforward neural networks. It requires propagating error gradients sequentially from the output layer all the way back to the input layer. The backward locking in…

Machine Learning · Computer Science 2018-07-24 Zhouyuan Huo , Bin Gu , Qian Yang , Heng Huang

Optimal Transport has sparked vivid interest in recent years, in particular thanks to the Wasserstein distance, which provides a geometrically sensible and intuitive way of comparing probability measures. For computational reasons, the…

Machine Learning · Computer Science 2024-03-19 Eloi Tanguy
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