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Stochastic gradient descent (SGD) and its variants are widely used and highly effective optimization methods in machine learning, especially for neural network training. By using a single datum or a small subset of the data, selected…

Numerical Analysis · Mathematics 2026-01-21 Bangti Jin , Zeljko Kereta , Yuxin Xia

An overarching goal in machine learning is to build a generalizable model with few samples. To this end, overparameterization has been the subject of immense interest to explain the generalization ability of deep nets even when the size of…

Machine Learning · Computer Science 2022-01-19 Yue Sun , Adhyyan Narang , Halil Ibrahim Gulluk , Samet Oymak , Maryam Fazel

In distributed training of deep neural networks, parallel mini-batch SGD is widely used to speed up the training process by using multiple workers. It uses multiple workers to sample local stochastic gradient in parallel, aggregates all…

Optimization and Control · Mathematics 2018-11-19 Hao Yu , Sen Yang , Shenghuo Zhu

We consider the problem of supervised learning with convex loss functions and propose a new form of iterative regularization based on the subgradient method. Unlike other regularization approaches, in iterative regularization no constraint…

Machine Learning · Statistics 2015-04-02 Junhong Lin , Lorenzo Rosasco , Ding-Xuan Zhou

Within a statistical learning setting, we propose and study an iterative regularization algorithm for least squares defined by an incremental gradient method. In particular, we show that, if all other parameters are fixed a priori, the…

Machine Learning · Statistics 2015-06-16 Lorenzo Rosasco , Silvia Villa

In the absence of explicit regularization, Kernel "Ridgeless" Regression with nonlinear kernels has the potential to fit the training data perfectly. It has been observed empirically, however, that such interpolated solutions can still…

Statistics Theory · Mathematics 2020-07-27 Tengyuan Liang , Alexander Rakhlin

We propose two novel conditional gradient-based methods for solving structured stochastic convex optimization problems with a large number of linear constraints. Instances of this template naturally arise from SDP-relaxations of…

Machine Learning · Computer Science 2020-07-09 Maria-Luiza Vladarean , Ahmet Alacaoglu , Ya-Ping Hsieh , Volkan Cevher

We introduce SubGD, a novel few-shot learning method which is based on the recent finding that stochastic gradient descent updates tend to live in a low-dimensional parameter subspace. In experimental and theoretical analyses, we show that…

(Mini-batch) Stochastic Gradient Descent is a popular optimization method which has been applied to many machine learning applications. But a rather high variance introduced by the stochastic gradient in each step may slow down the…

Machine Learning · Computer Science 2018-10-09 Jingchang Liu , Linli Xu

Extrapolation methods use the last few iterates of an optimization algorithm to produce a better estimate of the optimum. They were shown to achieve optimal convergence rates in a deterministic setting using simple gradient iterates. Here,…

Optimization and Control · Mathematics 2017-08-04 Damien Scieur , Alexandre d'Aspremont , Francis Bach

Overparameterized neural networks can be highly accurate on average on an i.i.d. test set yet consistently fail on atypical groups of the data (e.g., by learning spurious correlations that hold on average but not in such groups).…

Machine Learning · Computer Science 2020-04-03 Shiori Sagawa , Pang Wei Koh , Tatsunori B. Hashimoto , Percy Liang

Stochastic gradient descent~(SGD) and its variants have been the dominating optimization methods in machine learning. Compared to SGD with small-batch training, SGD with large-batch training can better utilize the computational power of…

Machine Learning · Statistics 2024-04-16 Shen-Yi Zhao , Chang-Wei Shi , Yin-Peng Xie , Wu-Jun Li

Mini-batch stochastic gradient descent (SGD) is state of the art in large scale distributed training. The scheme can reach a linear speedup with respect to the number of workers, but this is rarely seen in practice as the scheme often…

Optimization and Control · Mathematics 2019-05-06 Sebastian U. Stich

Stochastic-approximation gradient methods are attractive for large-scale convex optimization because they offer inexpensive iterations. They are especially popular in data-fitting and machine-learning applications where the data arrives in…

Optimization and Control · Mathematics 2014-01-09 Michael P. Friedlander , Gabriel Goh

Modern deep neural networks often require distributed training with many workers due to their large size. As the number of workers increases, communication overheads become the main bottleneck in data-parallel minibatch stochastic gradient…

Machine Learning · Statistics 2024-11-07 Tim Tsz-Kit Lau , Weijian Li , Chenwei Xu , Han Liu , Mladen Kolar

In this paper, we propose a novel extrapolation coefficient scheme within a new extrapolation term and develop an accelerated proximal gradient algorithm. We establish that the algorithm achieves a sublinear convergence rate. The proposed…

Optimization and Control · Mathematics 2025-10-17 Chengzhi Huang

In this paper, we propose a novel technique to implement stochastic gradient methods, which are beneficial for learning from large datasets, through accelerated stochastic dynamics. A stochastic gradient method is based on mini-batch…

Machine Learning · Statistics 2016-05-04 Masayuki Ohzeki

Despite overparameterization, deep networks trained via supervised learning are easy to optimize and exhibit excellent generalization. One hypothesis to explain this is that overparameterized deep networks enjoy the benefits of implicit…

Machine Learning · Computer Science 2021-12-10 Aviral Kumar , Rishabh Agarwal , Tengyu Ma , Aaron Courville , George Tucker , Sergey Levine

We propose a method for efficiently incorporating constraints into a stochastic gradient Langevin framework for the training of deep neural networks. Constraints allow direct control of the parameter space of the model. Appropriately…

Machine Learning · Computer Science 2021-06-22 Benedict Leimkuhler , Timothée Pouchon , Tiffany Vlaar , Amos Storkey

We propose a new stochastic optimization framework for empirical risk minimization problems such as those that arise in machine learning. The traditional approaches, such as (mini-batch) stochastic gradient descent (SGD), utilize an…

Machine Learning · Statistics 2020-02-04 Kenji Kawaguchi , Haihao Lu
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