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We study diffusion and consensus based optimization of a sum of unknown convex objective functions over distributed networks. The only access to these functions is through stochastic gradient oracles, each of which is only available at a…

Numerical Analysis · Computer Science 2015-09-01 N. Denizcan Vanli , Muhammed O. Sayin , Suleyman S. Kozat

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

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

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

In distributed training of deep neural networks, people usually run Stochastic Gradient Descent (SGD) or its variants on each machine and communicate with other machines periodically. However, SGD might converge slowly in training some deep…

Machine Learning · Computer Science 2022-10-14 Mingrui Liu , Zhenxun Zhuang , Yunwei Lei , Chunyang Liao

In this paper, we aim at providing an introduction to the gradient descent based optimization algorithms for learning deep neural network models. Deep learning models involving multiple nonlinear projection layers are very challenging to…

Machine Learning · Computer Science 2019-03-12 Jiawei Zhang

Stochastic gradient descent (SGD) has achieved great success in training deep neural network, where the gradient is computed through back-propagation. However, the back-propagated values of different layers vary dramatically. This…

Machine Learning · Statistics 2018-02-28 Huishuai Zhang , Wei Chen , Tie-Yan Liu

Deep neural networks are usually trained with stochastic gradient descent (SGD), which minimizes objective function using very rough approximations of gradient, only averaging to the real gradient. Standard approaches like momentum or ADAM…

Machine Learning · Computer Science 2023-03-14 Jarek Duda

In this work, we propose Natural Hypergradient Descent (NHGD), a new method for solving bilevel optimization problems. To address the computational bottleneck in hypergradient estimation--namely, the need to compute or approximate Hessian…

Machine Learning · Computer Science 2026-04-02 Deyi Kong , Zaiwei Chen , Shuzhong Zhang , Shancong Mou

We introduce a novel optimization problem formulation that departs from the conventional way of minimizing machine learning model loss as a black-box function. Unlike traditional formulations, the proposed approach explicitly incorporates…

Machine Learning · Computer Science 2026-01-07 Yury Demidovich , Grigory Malinovsky , Egor Shulgin , Peter Richtárik

In this paper, we develop a new optimization framework for the least squares learning problem via fully connected neural networks or physics-informed neural networks. The gradient descent sometimes behaves inefficiently in deep learning…

Machine Learning · Computer Science 2025-05-01 Yaru Liu , Yiqi Gu , Michael K. Ng

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

Sparsity regularized loss minimization problems play an important role in various fields including machine learning, data mining, and modern statistics. Proximal gradient descent method and coordinate descent method are the most popular…

Machine Learning · Computer Science 2023-11-13 Runxue Bao , Bin Gu , Heng Huang

Data augmentation is widely known as a simple yet surprisingly effective technique for regularizing deep networks. Conventional data augmentation schemes, e.g., flipping, translation or rotation, are low-level, data-independent and…

Computer Vision and Pattern Recognition · Computer Science 2021-06-07 Yulin Wang , Gao Huang , Shiji Song , Xuran Pan , Yitong Xia , Cheng Wu

The theory of greedy low-rank learning (GLRL) aims to explain the impressive generalization capabilities of deep learning. It proves that stochastic gradient-based training implicitly regularizes neural networks towards low-rank solutions…

Machine Learning · Computer Science 2024-01-02 Jiawei Zhao , Yifei Zhang , Beidi Chen , Florian Schäfer , Anima Anandkumar

We introduce "AnnealSGD", a regularized stochastic gradient descent algorithm motivated by an analysis of the energy landscape of a particular class of deep networks with sparse random weights. The loss function of such networks can be…

Machine Learning · Computer Science 2017-04-25 Pratik Chaudhari , Stefano Soatto

Stochastic Gradient Descent (SGD) is a fundamental algorithm in machine learning, representing the optimization backbone for training several classic models, from regression to neural networks. Given the recent practical focus on…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-06-25 Dan Alistarh , Christopher De Sa , Nikola Konstantinov

Stochastic gradient algorithms have been the main focus of large-scale learning problems and they led to important successes in machine learning. The convergence of SGD depends on the careful choice of learning rate and the amount of the…

Machine Learning · Computer Science 2015-11-03 Caglar Gulcehre , Marcin Moczulski , Yoshua Bengio

This paper proposes a set of new error criteria and learning approaches, Adaptive Normalized Risk-Averting Training (ANRAT), to attack the non-convex optimization problem in training deep neural networks (DNNs). Theoretically, we…

Machine Learning · Computer Science 2016-06-10 Zhiguang Wang , Tim Oates , James Lo

In this paper, we study the implicit regularization of the gradient descent algorithm in homogeneous neural networks, including fully-connected and convolutional neural networks with ReLU or LeakyReLU activations. In particular, we study…

Machine Learning · Computer Science 2021-01-01 Kaifeng Lyu , Jian Li