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The Stochastic Gradient Descent method (SGD) and its stochastic variants have become methods of choice for solving finite-sum optimization problems arising from machine learning and data science thanks to their ability to handle large-scale…
Stochastic gradient descent is one of the most successful approaches for solving large-scale problems, especially in machine learning and statistics. At each iteration, it employs an unbiased estimator of the full gradient computed from one…
Stochastic gradient descent is the method of choice for large scale optimization of machine learning objective functions. Yet, its performance is greatly variable and heavily depends on the choice of the stepsizes. This has motivated a…
Mini-batch stochastic gradient descent (SGD) is state of the art in large scale distributed training. The scheme can reach a linear speedup with respect to the number of workers, but this is rarely seen in practice as the scheme often…
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…
Despite the non-convex optimization landscape, over-parametrized shallow networks are able to achieve global convergence under gradient descent. The picture can be radically different for narrow networks, which tend to get stuck in…
Large-scale optimization problems require algorithms both effective and efficient. One such popular and proven algorithm is Stochastic Gradient Descent which uses first-order gradient information to solve these problems. This paper studies…
In recent years, large language models (LLMs) have emerged as promising candidates for graph tasks. Many studies leverage natural language to describe graphs and apply LLMs for reasoning, yet most focus narrowly on performance benchmarks…
Gradient descent and stochastic gradient descent are central to modern machine learning, yet their behavior under large step sizes remains theoretically unclear. Recent work suggests that acceleration often arises near the edge of…
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…
This work investigates the problem of estimating the weight matrices of a stable time-invariant linear dynamical system from a single sequence of noisy measurements. We show that if the unknown weight matrices describing the system are in…
We analyze the convergence behavior of stochastic gradient descent with momentum (SGDM) under dynamic learning-rate and batch-size schedules by introducing a novel and simpler Lyapunov function. We extend the existing theoretical framework…
Stochastic distributed optimization methods that solve an optimization problem over a multi-agent network have played an important role in a variety of large-scale signal processing and machine leaning applications. Among the existing…
The $L_{2}$-regularized loss of Deep Linear Networks (DLNs) with more than one hidden layers has multiple local minima, corresponding to matrices with different ranks. In tasks such as matrix completion, the goal is to converge to the local…
Deep neural networks have successfully been trained in various application areas with stochastic gradient descent. However, there exists no rigorous mathematical explanation why this works so well. The training of neural networks with…
Understanding stochastic gradient descent (SGD) and its variants is essential for machine learning. However, most of the preceding analyses are conducted under amenable conditions such as unbiased gradient estimator and bounded objective…
Gradient-based iterative optimization methods are the workhorse of modern machine learning. They crucially rely on careful tuning of parameters like learning rate and momentum. However, one typically sets them using heuristic approaches…
Stochastic gradient descent (SGD) is widely used in deep learning due to its computational efficiency, but a complete understanding of why SGD performs so well remains a major challenge. It has been observed empirically that most…
Stochastic Gradient Descent (SGD) is widely used in machine learning research. Previous convergence analyses of SGD under the vanishing step-size setting typically require Robbins-Monro conditions. However, in practice, a wider variety of…
Stochastic gradient descent~(SGD) and its variants have been the dominating optimization methods in machine learning. Compared to SGD with small-batch training, SGD with large-batch training can better utilize the computational power of…