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In this paper we study the problem of convergence and generalization error bound of stochastic momentum for deep learning from the perspective of regularization. To do so, we first interpret momentum as solving an $\ell_2$-regularized…

Machine Learning · Computer Science 2019-06-04 Ziming Zhang , Wenju Xu , Alan Sullivan

Stochastic gradient methods (SGMs) are the predominant approaches to train deep learning models. The adaptive versions (e.g., Adam and AMSGrad) have been extensively used in practice, partly because they achieve faster convergence than the…

Optimization and Control · Mathematics 2022-04-14 Yangyang Xu , Yibo Xu , Yonggui Yan , Colin Sutcher-Shepard , Leopold Grinberg , Jie Chen

The vast majority of modern deep learning models are trained with momentum-based first-order optimizers. The momentum term governs the optimizer's memory by determining how much each past gradient contributes to the current convergence…

Machine Learning · Computer Science 2026-05-12 Kristi Topollai , Anna Choromanska

In machine learning, asynchronous parallel stochastic gradient descent (APSGD) is broadly used to speed up the training process through multi-workers. Meanwhile, the time delay of stale gradients in asynchronous algorithms is generally…

Machine Learning · Computer Science 2020-06-09 Lifu Wang , Bo Shen , Ning Zhao

Heavy-ball momentum with decaying learning rates is widely used with SGD for optimizing deep learning models. In contrast to its empirical popularity, the understanding of its theoretical property is still quite limited, especially under…

Machine Learning · Computer Science 2024-03-19 Rui Pan , Yuxing Liu , Xiaoyu Wang , Tong Zhang

Within the current sphere of deep learning research, despite the extensive application of optimization algorithms such as Stochastic Gradient Descent (SGD) and Adaptive Moment Estimation (Adam), there remains a pronounced inadequacy in…

Machine Learning · Computer Science 2025-10-30 Zhifeng Wang , Longlong Li , Chunyan Zeng

Momentum method has been used extensively in optimizers for deep learning. Recent studies show that distributed training through K-step averaging has many nice properties. We propose a momentum method for such model averaging approaches. At…

Machine Learning · Computer Science 2021-10-05 Guojing Cong , Tianyi Liu

This paper proposes an accelerated consensus-based distributed iterative algorithm for resource allocation and scheduling. The proposed gradient-tracking algorithm introduces an auxiliary variable to add momentum towards the optimal state.…

Systems and Control · Electrical Eng. & Systems 2025-03-11 Mohammadreza Doostmohammadian , Zulfiya R. Gabidullina , Hamid R. Rabiee

Stochastic gradient descent (SGD) with constant momentum and its variants such as Adam are the optimization algorithms of choice for training deep neural networks (DNNs). Since DNN training is incredibly computationally expensive, there is…

Machine Learning · Computer Science 2020-04-28 Bao Wang , Tan M. Nguyen , Andrea L. Bertozzi , Richard G. Baraniuk , Stanley J. Osher

As the size of models and datasets grows, it has become increasingly common to train models in parallel. However, existing distributed stochastic gradient descent (SGD) algorithms suffer from insufficient utilization of computational…

Machine Learning · Computer Science 2023-08-30 Xin Zhou , Ling Chen , Houming Wu

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 this paper, we revisit stochastic gradient descent (SGD) with AdaGrad-type preconditioning. Our contributions are twofold. First, we develop a unified convergence analysis of SGD with adaptive preconditioning under anisotropic or matrix…

Machine Learning · Computer Science 2025-07-01 Dmitry Kovalev

The scale of deep learning nowadays calls for efficient distributed training algorithms. Decentralized momentum SGD (DmSGD), in which each node averages only with its neighbors, is more communication efficient than vanilla Parallel momentum…

Machine Learning · Computer Science 2021-04-27 Kun Yuan , Yiming Chen , Xinmeng Huang , Yingya Zhang , Pan Pan , Yinghui Xu , Wotao Yin

Heavy ball momentum is crucial in accelerating (stochastic) gradient-based optimization algorithms for machine learning. Existing heavy ball momentum is usually weighted by a uniform hyperparameter, which relies on excessive tuning.…

Machine Learning · Computer Science 2021-10-19 Tao Sun , Huaming Ling , Zuoqiang Shi , Dongsheng Li , Bao Wang

We consider the distributed learning problem with data dispersed across multiple workers under the orchestration of a central server. Asynchronous Stochastic Gradient Descent (SGD) has been widely explored in such a setting to reduce the…

Machine Learning · Computer Science 2024-05-28 Xiaolu Wang , Yuchang Sun , Hoi-To Wai , Jun Zhang

Due to the high communication cost in distributed and federated learning problems, methods relying on compression of communicated messages are becoming increasingly popular. While in other contexts the best performing gradient-type methods…

Optimization and Control · Mathematics 2020-06-29 Zhize Li , Dmitry Kovalev , Xun Qian , Peter Richtárik

Several variants of stochastic gradient descent (SGD) have been proposed to improve the learning effectiveness and efficiency when training deep neural networks, among which some recent influential attempts would like to adaptively control…

Machine Learning · Computer Science 2020-10-22 Jie Liu , Chen Lin , Chuming Li , Lu Sheng , Ming Sun , Junjie Yan , Wanli Ouyang

Stochastic Gradient Descent (SGD) methods see many uses in optimization problems. Modifications to the algorithm, such as momentum-based SGD methods have been known to produce better results in certain cases. Much of this, however, is due…

Machine Learning · Computer Science 2025-04-22 Eric Lu

Aiming at solving large-scale learning problems, this paper studies distributed optimization methods based on the alternating direction method of multipliers (ADMM). By formulating the learning problem as a consensus problem, the ADMM can…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-05-04 Tsung-Hui Chang , Mingyi Hong , Wei-Cheng Liao , Xiangfeng Wang

Recently, Stochastic Gradient Descent (SGD) and its variants have become the dominant methods in the large-scale optimization of machine learning (ML) problems. A variety of strategies have been proposed for tuning the step sizes, ranging…

Machine Learning · Computer Science 2022-08-02 Xiaoyu Li