Related papers: Enhancing Stochastic Gradient Descent: A Unified F…
Various gradient compression schemes have been proposed to mitigate the communication cost in distributed training of large scale machine learning models. Sign-based methods, such as signSGD, have recently been gaining popularity because of…
In this paper, we propose SGEM, Stochastic Gradient with Energy and Momentum, to solve a large class of general non-convex stochastic optimization problems, based on the AEGD method that originated in the work [AEGD: Adaptive Gradient…
The stochastic gradient descent (SGD) method is a widely used approach for solving stochastic optimization problems, but its convergence is typically slow. Existing variance reduction techniques, such as SAGA, improve convergence by…
Emerging distributed applications recently boosted the development of decentralized machine learning, especially in IoT and edge computing fields. In real-world scenarios, the common problems of non-convexity and data heterogeneity result…
In federated learning (FL), model training performance is strongly impacted by data heterogeneity across clients. Client-drift compensation methods have recently emerged as a solution to this issue, introducing correction terms into local…
Stochastic gradient descent (SGD) algorithm is the method of choice in many machine learning tasks thanks to its scalability and efficiency in dealing with large-scale problems. In this paper, we focus on the shuffling version of SGD which…
Establishing a fast rate of convergence for optimization methods is crucial to their applicability in practice. With the increasing popularity of deep learning over the past decade, stochastic gradient descent and its adaptive variants…
We study the convergence of the shuffling gradient method, a popular algorithm employed to minimize the finite-sum function with regularization, in which functions are passed to apply (Proximal) Gradient Descent (GD) one by one whose order…
This paper explores numerical methods for solving a convex differentiable semi-infinite program. We introduce a primal-dual gradient method which performs three updates iteratively: a momentum gradient ascend step to update the constraint…
Stochastic momentum methods have been widely adopted in training deep neural networks. However, their theoretical analysis of convergence of the training objective and the generalization error for prediction is still under-explored. This…
Stochastic Gradient Descent (SGD) and its variants are the most used algorithms in machine learning applications. In particular, SGD with adaptive learning rates and momentum is the industry standard to train deep networks. Despite the…
In this contribution, we present a full overview of the continuous stochastic gradient (CSG) method, including convergence results, step size rules and algorithmic insights. We consider optimization problems in which the objective function…
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…
In this work we introduce a new optimisation method called SAGA in the spirit of SAG, SDCA, MISO and SVRG, a set of recently proposed incremental gradient algorithms with fast linear convergence rates. SAGA improves on the theory behind SAG…
In distributed and federated learning algorithms, communication overhead is often reduced by performing multiple local updates between communication rounds. However, due to data heterogeneity across nodes and the local gradient noise within…
SGD with momentum (SGDM) has been widely applied in many machine learning tasks, and it is often applied with dynamic stepsizes and momentum weights tuned in a stagewise manner. Despite of its empirical advantage over SGD, the role of…
We introduce a framework, which we denote as the augmented estimate sequence, for deriving fast algorithms with provable convergence guarantees. We use this framework to construct a new first-order scheme, the Accelerated Composite Gradient…
This paper applies an idea of adaptive momentum for the nonlinear conjugate gradient to accelerate optimization problems in sparse recovery. Specifically, we consider two types of minimization problems: a (single) differentiable function…
Adaptive optimization methods have been widely used in deep learning. They scale the learning rates adaptively according to the past gradient, which has been shown to be effective to accelerate the convergence. However, they suffer from…
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…