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The largely successful method of training neural networks is to learn their weights using some variant of stochastic gradient descent (SGD). Here, we show that the solutions found by SGD can be further improved by ensembling a subset of the…

Momentum plays a crucial role in stochastic gradient-based optimization algorithms for accelerating or improving training deep neural networks (DNNs). In deep learning practice, the momentum is usually weighted by a well-calibrated…

Machine Learning · Computer Science 2020-12-04 Bao Wang , Qiang Ye

This article examines the implicit regularization effect of Stochastic Gradient Descent (SGD). We consider the case of SGD without replacement, the variant typically used to optimize large-scale neural networks. We analyze this algorithm in…

Machine Learning · Computer Science 2024-04-23 Pierfrancesco Beneventano

Stochastic gradient-based optimization is crucial to optimize neural networks. While popular approaches heuristically adapt the step size and direction by rescaling gradients, a more principled approach to improve optimizers requires…

Machine Learning · Computer Science 2023-11-01 Philipp Dahlinger , Philipp Becker , Maximilian Hüttenrauch , Gerhard Neumann

Explaining the generalization characteristics of deep learning is an emerging topic in advanced machine learning. There are several unanswered questions about how learning under stochastic optimization really works and why certain…

Machine Learning · Computer Science 2022-04-01 Mahdi S. Hosseini , Mathieu Tuli , Konstantinos N. Plataniotis

A framework is introduced for solving a sequence of slowly changing optimization problems, including those arising in regression and classification applications, using optimization algorithms such as stochastic gradient descent (SGD). The…

Machine Learning · Computer Science 2015-09-25 Craig Wilson , Venugopal V. Veeravalli

Distributed optimization plays an important role in modern large-scale machine learning and data processing systems by optimizing the utilization of computational resources. One of the classical and popular approaches is Local Stochastic…

Optimization and Control · Mathematics 2024-12-19 Andrey Sadchikov , Savelii Chezhegov , Aleksandr Beznosikov , Alexander Gasnikov

This paper provides a review and commentary on the past, present, and future of numerical optimization algorithms in the context of machine learning applications. Through case studies on text classification and the training of deep neural…

Machine Learning · Statistics 2018-02-12 Léon Bottou , Frank E. Curtis , Jorge Nocedal

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

Gradient-based optimization drives the unprecedented performance of modern deep neural network models across diverse applications. Adaptive algorithms have accelerated neural network training due to their rapid convergence rates; however,…

Machine Learning · Computer Science 2025-05-06 Chia-Wei Hsu , Nien-Ti Tsou , Yu-Cheng Chen , Yang Jeong Park , Ju Li

Diagonal preconditioners are computationally feasible approximate to second-order optimizers, which have shown significant promise in accelerating training of deep learning models. Two predominant approaches are based on Adam and…

Machine Learning · Computer Science 2025-10-16 Bingbin Liu , Rachit Bansal , Depen Morwani , Nikhil Vyas , David Alvarez-Melis , Sham M. Kakade

We derive a sound positive semi-definite approximation of the Hessian of deep models for which Hessian-vector products are easily computable. This enables us to provide an adaptive SGD learning rate strategy based on the minimization of the…

Machine Learning · Computer Science 2023-05-29 Dario Balboni , Davide Bacciu

One of the most widely used methods for solving large-scale stochastic optimization problems is distributed asynchronous stochastic gradient descent (DASGD), a family of algorithms that result from parallelizing stochastic gradient descent…

Optimization and Control · Mathematics 2021-07-08 Zhengyuan Zhou , Panayotis Mertikopoulos , Nicholas Bambos , Peter W. Glynn , Yinyu Ye

The Hessian of neural networks can be decomposed into a sum of two matrices: (i) the positive semidefinite generalized Gauss-Newton matrix G, and (ii) the matrix H containing negative eigenvalues. We observe that for wider networks,…

Machine Learning · Computer Science 2020-01-15 Etai Littwin , Lior Wolf

This paper considers distributed optimization problems, where each agent cooperatively minimizes the sum of local objective functions through the communication with its neighbors. The widely adopted distributed gradient method in solving…

Optimization and Control · Mathematics 2025-08-19 Yeming Xu , Ziyuan Guo , Kaihong Lu , Huanshui Zhang

Neural networks have shown significant potential in solving partial differential equations (PDEs). While deep networks are capable of approximating complex functions, direct one-shot training often faces limitations in both accuracy and…

Numerical Analysis · Mathematics 2025-03-10 Mingxing Weng , Zhiping Mao , Jie Shen

In this paper, we study the sharpness of a deep learning (DL) loss landscape around local minima in order to reveal systematic mechanisms underlying the generalization abilities of DL models. Our analysis is performed across varying network…

Machine Learning · Computer Science 2022-02-07 Devansh Bisla , Jing Wang , Anna Choromanska

We study diffusion and consensus based optimization of a sum of unknown convex objective functions over distributed networks. The only access to these functions is through stochastic gradient oracles, each of which is only available at a…

Numerical Analysis · Computer Science 2015-09-01 N. Denizcan Vanli , Muhammed O. Sayin , Suleyman S. Kozat

Based on Stochastic Gradient Descent (SGD), the paper introduces two optimizers, named Interpolational Accelerating Gradient Descent (IAGD) as well as Noise-Regularized Stochastic Gradient Descent (NRSGD). IAGD leverages second-order Newton…

Machine Learning · Computer Science 2025-10-16 Jiawen Li , Pascal Lefevre , Anwar Pp Abdul Majeed

Stochastic gradient descent (SGD) is a well known method for regression and classification tasks. However, it is an inherently sequential algorithm at each step, the processing of the current example depends on the parameters learned from…

Machine Learning · Computer Science 2017-05-24 Saeed Maleki , Madanlal Musuvathi , Todd Mytkowicz
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