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Deterministic computer simulations are often used as a replacement for complex physical experiments. Although less expensive than physical experimentation, computer codes can still be time-consuming to run. An effective strategy for…

Methodology · Statistics 2010-03-04 Mark Franey , Pritam Ranjan , Hugh Chipman

We explore an explicit link between stochastic gradient descent using common batching strategies and splitting methods for ordinary differential equations. From this perspective, we introduce a new minibatching strategy (called Symmetric…

Optimization and Control · Mathematics 2025-04-08 Luke Shaw , Peter A. Whalley

Neural networks trained with standard objectives exhibit behaviors characteristic of probabilistic inference: soft clustering, prototype specialization, and Bayesian uncertainty tracking. These phenomena appear across architectures -- in…

Machine Learning · Computer Science 2026-01-01 Alan Oursland

In this work we propose a new paradigm for designing fast plug-and-play (PnP) algorithms using dimensionality reduction techniques. Unlike existing approaches which utilize stochastic gradient iterations for acceleration, we propose novel…

Image and Video Processing · Electrical Eng. & Systems 2022-03-15 Junqi Tang

A framework previously introduced in [3] for solving a sequence of stochastic optimization problems with bounded changes in the minimizers is extended and applied to machine learning problems such as regression and classification. The…

Machine Learning · Computer Science 2019-04-08 Craig Wilson , Yuheng Bu , Venugopal Veeravalli

Online prediction methods are typically presented as serial algorithms running on a single processor. However, in the age of web-scale prediction problems, it is increasingly common to encounter situations where a single processor cannot…

Machine Learning · Computer Science 2012-02-01 Ofer Dekel , Ran Gilad-Bachrach , Ohad Shamir , Lin Xiao

Optimization problems occurring in a wide variety of physical design problems, including but not limited to optical engineering, quantum control, structural engineering, involve minimization of a simple cost function of the state of the…

Optimization and Control · Mathematics 2021-11-05 Rahul Trivedi

We present the Multilevel Bregman Proximal Gradient Descent (ML BPGD) method, a novel multilevel optimization framework tailored to constrained convex problems with relative Lipschitz smoothness. Our approach extends the classical…

Optimization and Control · Mathematics 2026-05-06 Yara Elshiaty , Stefania Petra

Subsampled natural gradient descent (SNG) has been used to enable high-precision scientific machine learning, but standard analyses based on stochastic preconditioning fail to provide insight into realistic small-sample settings. We…

Machine Learning · Computer Science 2026-02-06 Gil Goldshlager , Jiang Hu , Lin Lin

The mini-batch stochastic gradient descent (SGD) algorithm is widely used in training machine learning models, in particular deep learning models. We study SGD dynamics under linear regression and two-layer linear networks, with an easy…

Optimization and Control · Mathematics 2020-04-29 Xin Qian , Diego Klabjan

Stochastic gradient descent (SGD) is a widely adopted iterative method for optimizing differentiable objective functions. In this paper, we propose and discuss a novel approach to scale up SGD in applications involving non-convex functions…

Machine Learning · Statistics 2022-10-07 Saad Mohamad , Hamad Alamri , Abdelhamid Bouchachia

Multi-person pose estimation (MPPE) in natural images is key to the meaningful use of visual data in many fields including movement science, security, and rehabilitation. In this paper we tackle MPPE with a bottom-up approach, starting with…

Computer Vision and Pattern Recognition · Computer Science 2017-11-22 Shaofei Wang , Konrad Paul Kording , Julian Yarkony

Segmentation of microscopy images constitutes an ill-posed inverse problem due to measurement noise, weak object boundaries, and limited labeled data. Although deep neural networks provide flexible nonparametric estimators, unconstrained…

Computer Vision and Pattern Recognition · Computer Science 2026-02-03 Seema K. Poudel , Sunny K. Khadka

The stochastic gradient descent (SGD) optimization algorithm plays a central role in a series of machine learning applications. The scientific literature provides a vast amount of upper error bounds for the SGD method. Much less attention…

Numerical Analysis · Mathematics 2020-10-05 Arnulf Jentzen , Philippe von Wurstemberger

This paper considers mean square error (MSE) analysis for stochastic gradient sampling algorithms applied to underdamped Langevin dynamics under a global convexity assumption. A novel discrete Poisson equation framework is developed to…

Numerical Analysis · Mathematics 2025-11-07 Jianfeng Lu , Xuda Ye , Zhennan Zhou

Over the last four decades, the amazing success of deep learning has been driven by the use of Stochastic Gradient Descent (SGD) as the main optimization technique. The default implementation for the computation of the gradient for SGD is…

Neural and Evolutionary Computing · Computer Science 2024-12-31 Qianli Liao , Liu Ziyin , Yulu Gan , Brian Cheung , Mark Harnett , Tomaso Poggio

Stochastic gradient descent (SGD) is almost ubiquitously used for training non-convex optimization tasks. Recently, a hypothesis proposed by Keskar et al. [2017] that large batch methods tend to converge to sharp minimizers has received…

Machine Learning · Statistics 2018-12-04 Xiaowu Dai , Yuhua Zhu

We study the Stochastic Gradient Descent (SGD) method in nonconvex optimization problems from the point of view of approximating diffusion processes. We prove rigorously that the diffusion process can approximate the SGD algorithm weakly…

Machine Learning · Statistics 2018-03-06 Wenqing Hu , Chris Junchi Li , Lei Li , Jian-Guo Liu

Increasing the mini-batch size for stochastic gradient descent offers significant opportunities to reduce wall-clock training time, but there are a variety of theoretical and systems challenges that impede the widespread success of this…

Modern Machine Learning (ML) training on large-scale datasets is a very time-consuming workload. It relies on the optimization algorithm Stochastic Gradient Descent (SGD) due to its effectiveness, simplicity, and generalization performance.…

Hardware Architecture · Computer Science 2024-09-30 Steve Rhyner , Haocong Luo , Juan Gómez-Luna , Mohammad Sadrosadati , Jiawei Jiang , Ataberk Olgun , Harshita Gupta , Ce Zhang , Onur Mutlu