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Stochastic gradient descent (SGD) is an immensely popular approach for online learning in settings where data arrives in a stream or data sizes are very large. However, despite an ever-increasing volume of work on SGD, much less is known…

Machine Learning · Statistics 2025-03-06 Weijie J. Su , Yuancheng Zhu

We study the asynchronous stochastic gradient descent algorithm for distributed training over $n$ workers which have varying computation and communication frequency over time. In this algorithm, workers compute stochastic gradients in…

Machine Learning · Computer Science 2022-06-17 Anastasia Koloskova , Sebastian U. Stich , Martin Jaggi

Intensive communication and synchronization cost for gradients and parameters is the well-known bottleneck of distributed deep learning training. Based on the observations that Synchronous SGD (SSGD) obtains good convergence accuracy while…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-04-12 Yemao Xu , Dezun Dong , Yawei Zhao , Weixia Xu , Xiangke Liao

We study the Stochastic Gradient Langevin Dynamics (SGLD) algorithm for non-convex optimization. The algorithm performs stochastic gradient descent, where in each step it injects appropriately scaled Gaussian noise to the update. We analyze…

Machine Learning · Computer Science 2018-04-10 Yuchen Zhang , Percy Liang , Moses Charikar

In recent centralized nonconvex distributed learning and federated learning, local methods are one of the promising approaches to reduce communication time. However, existing work has mainly focused on studying first-order optimality…

Machine Learning · Computer Science 2022-10-13 Tomoya Murata , Taiji Suzuki

The article discusses distributed gradient-descent algorithms for computing local and global minima in nonconvex optimization. For local optimization, we focus on distributed stochastic gradient descent (D-SGD)--a simple network-based…

Optimization and Control · Mathematics 2020-09-17 Brian Swenson , Soummya Kar , H. Vincent Poor , José M. F. Moura , Aaron Jaech

We consider a decentralized learning setting in which data is distributed over nodes in a graph. The goal is to learn a global model on the distributed data without involving any central entity that needs to be trusted. While gossip-based…

Information Theory · Computer Science 2021-03-17 Ghadir Ayache , Salim El Rouayheb

The increasing size of deep learning models has made distributed training across multiple devices essential. However, current methods such as distributed data-parallel training suffer from large communication and synchronization overheads…

Machine Learning · Computer Science 2025-02-10 Cabrel Teguemne Fokam , Khaleelulla Khan Nazeer , Lukas König , David Kappel , Anand Subramoney

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

Transformers excel at in-context learning (ICL) -- learning from demonstrations without parameter updates -- but how they do so remains a mystery. Recent work suggests that Transformers may internally run Gradient Descent (GD), a…

Machine Learning · Computer Science 2024-11-19 Deqing Fu , Tian-Qi Chen , Robin Jia , Vatsal Sharan

Stochastic convex optimization algorithms are the most popular way to train machine learning models on large-scale data. Scaling up the training process of these models is crucial, but the most popular algorithm, Stochastic Gradient Descent…

Machine Learning · Statistics 2018-10-30 Ashok Cutkosky , Robert Busa-Fekete

Stochastic gradient MCMC methods, such as stochastic gradient Langevin dynamics (SGLD), employ fast but noisy gradient estimates to enable large-scale posterior sampling. Although we can easily extend SGLD to distributed settings, it…

Machine Learning · Statistics 2021-06-16 Khaoula El Mekkaoui , Diego Mesquita , Paul Blomstedt , Samuel Kaski

Recent developments on large-scale distributed machine learning applications, e.g., deep neural networks, benefit enormously from the advances in distributed non-convex optimization techniques, e.g., distributed Stochastic Gradient Descent…

Optimization and Control · Mathematics 2019-05-13 Hao Yu , Rong Jin , Sen Yang

While distributed training significantly speeds up the training process of the deep neural network (DNN), the utilization of the cluster is relatively low due to the time-consuming data synchronizing between workers. To alleviate this…

Machine Learning · Computer Science 2020-12-01 Yuhao Zhou , Qing Ye , Hailun Zhang , Jiancheng Lv

Stochastic Gradient Descent (SGD) methods see many uses in optimization problems. Modifications to the algorithm, such as momentum-based SGD methods have been known to produce better results in certain cases. Much of this, however, is due…

Machine Learning · Computer Science 2025-04-22 Eric Lu

Stochastic gradient descent (SGD) is widely believed to perform implicit regularization when used to train deep neural networks, but the precise manner in which this occurs has thus far been elusive. We prove that SGD minimizes an average…

Machine Learning · Computer Science 2018-01-17 Pratik Chaudhari , Stefano Soatto

Stochastic gradient descent (SGD) is a simple and popular method to solve stochastic optimization problems which arise in machine learning. For strongly convex problems, its convergence rate was known to be O(\log(T)/T), by running SGD for…

Machine Learning · Computer Science 2015-03-19 Alexander Rakhlin , Ohad Shamir , Karthik Sridharan

Forward gradient descent (FGD) has been proposed as a biologically more plausible alternative of gradient descent as it can be computed without backward pass. Considering the linear model with $d$ parameters, previous work has found that…

Statistics Theory · Mathematics 2024-11-27 Niklas Dexheimer , Johannes Schmidt-Hieber

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

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