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Gradient descent is an important class of iterative algorithms for minimizing convex functions. Classically, gradient descent has been a sequential and synchronous process. Distributed and asynchronous variants of gradient descent have been…

Optimization and Control · Mathematics 2014-12-02 Yun Kuen Cheung , Richard Cole

SGD (Stochastic Gradient Descent) is a popular algorithm for large scale optimization problems due to its low iterative cost. However, SGD can not achieve linear convergence rate as FGD (Full Gradient Descent) because of the inherent…

Machine Learning · Computer Science 2017-12-05 Aixiang Chen , Bingchuan Chen , Xiaolong Chai , Rui Bian , Hengguang Li

Stochastic Gradient Descent (SGD) has become the de facto way to train deep neural networks in distributed clusters. A critical factor in determining the training throughput and model accuracy is the choice of the parameter synchronization…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-04-21 Shijian Li , Oren Mangoubi , Lijie Xu , Tian Guo

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

Distributed training algorithms of deep neural networks show impressive convergence speedup properties on very large problems. However, they inherently suffer from communication related slowdowns and communication topology becomes a crucial…

Machine Learning · Computer Science 2022-03-25 Tomer Avidor , Nadav Tal Israel

Synchronized stochastic gradient descent (SGD) optimizers with data parallelism are widely used in training large-scale deep neural networks. Although using larger mini-batch sizes can improve the system scalability by reducing the…

Budgeted Stochastic Gradient Descent (BSGD) is a state-of-the-art technique for training large-scale kernelized support vector machines. The budget constraint is maintained incrementally by merging two points whenever the pre-defined budget…

Machine Learning · Computer Science 2018-06-28 Sahar Qaadan , Tobias Glasmachers

Stochastic gradient descent (SGD) is an estimation tool for large data employed in machine learning and statistics. Due to the Markovian nature of the SGD process, inference is a challenging problem. An underlying asymptotic normality of…

Computation · Statistics 2025-03-27 Rahul Singh , Abhinek Shukla , Dootika Vats

This paper presents a novel adaptation of the Stochastic Gradient Descent (SGD), termed AdaBatchGrad. This modification seamlessly integrates an adaptive step size with an adjustable batch size. An increase in batch size and a decrease in…

Machine Learning · Computer Science 2024-02-09 Petr Ostroukhov , Aigerim Zhumabayeva , Chulu Xiang , Alexander Gasnikov , Martin Takáč , Dmitry Kamzolov

Stochastic Gradient Descent (SGD) is a workhorse in machine learning, yet its slow convergence can be a computational bottleneck. Variance reduction techniques such as SAG, SVRG and SAGA have been proposed to overcome this weakness,…

Machine Learning · Computer Science 2016-02-29 Thomas Hofmann , Aurelien Lucchi , Simon Lacoste-Julien , Brian McWilliams

Stochastic gradient descent (\textsc{Sgd}) methods are the most powerful optimization tools in training machine learning and deep learning models. Moreover, acceleration (a.k.a. momentum) methods and diagonal scaling (a.k.a. adaptive…

Machine Learning · Statistics 2018-10-02 Qi Deng , Yi Cheng , Guanghui Lan

Stochastic gradient descent is a canonical tool for addressing stochastic optimization problems, and forms the bedrock of modern machine learning and statistics. In this work, we seek to balance the fact that attenuating step-size is…

Signal Processing · Electrical Eng. & Systems 2020-07-10 Zhan Gao , Alec Koppel , Alejandro Ribeiro

Stochastic Gradient Descent (SGD) and its variants are almost universally used to train neural networks and to fit a variety of other parametric models. An important hyperparameter in this context is the batch size, which determines how…

Optimization and Control · Mathematics 2023-12-05 Stefan Perko

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 distributed machine learning, a central node outsources computationally expensive calculations to external worker nodes. The properties of optimization procedures like stochastic gradient descent (SGD) can be leveraged to mitigate the…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-04-19 Maximilian Egger , Serge Kas Hanna , Rawad Bitar

Most deep learning models are based on deep neural networks with multiple layers between input and output. The parameters defining these layers are initialized using random values and are "learned" from data, typically using stochastic…

Machine Learning · Computer Science 2019-03-05 Prakash Mohan , Marc T. Henry de Frahan , Ryan King , Ray W. Grout

Despite their popularity, the practical performance of asynchronous stochastic gradient descent methods (ASGD) for solving large scale machine learning problems are not as good as theoretical results indicate. We adopt and analyze a…

Machine Learning · Computer Science 2019-11-05 Fan Zhou , Guojing Cong

Wall-clock convergence time and communication rounds are critical performance metrics in distributed learning with parameter-server setting. While synchronous methods converge fast but are not robust to stragglers; and asynchronous ones can…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-01-22 Qiao Tan , Feng Zhu , Jingjing Zhang

Asynchronous stochastic gradient methods are central to scalable distributed optimization, particularly when devices differ in computational capabilities. Such settings arise naturally in federated learning, where training takes place on…

Optimization and Control · Mathematics 2026-02-20 Artavazd Maranjyan , Peter Richtárik

In machine learning, stochastic gradient descent (SGD) is widely deployed to train models using highly non-convex objectives with equally complex noise models. Unfortunately, SGD theory often makes restrictive assumptions that fail to…

Machine Learning · Computer Science 2022-10-11 Vivak Patel , Shushu Zhang , Bowen Tian
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