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Stochastic Gradient Descent (SGD) and its momentum variants form the backbone of deep learning optimization, yet the underlying dynamics of their gradient behavior remain insufficiently understood. In this work, we reinterpret gradient…

Machine Learning · Computer Science 2026-03-09 Zhipeng Yao , Rui Yu , Guisong Chang , Ying Li , Yu Zhang , Dazhou Li

Gradient descent-based optimization methods underpin the parameter training of neural networks, and hence comprise a significant component in the impressive test results found in a number of applications. Introducing stochasticity is key to…

Machine Learning · Computer Science 2021-06-01 Nikola B. Kovachki , Andrew M. Stuart

Stochastic gradient descent (SGD) with stochastic momentum is popular in nonconvex stochastic optimization and particularly for the training of deep neural networks. In standard SGD, parameters are updated by improving along the path of the…

Machine Learning · Computer Science 2021-06-08 Jun-Kun Wang , Chi-Heng Lin , Jacob Abernethy

In deep learning, stochastic gradient descent (SGD) and its momentum-based variants are widely used for optimization. However, the internal dynamics of these methods remain underexplored. In this paper, we analyze gradient behavior through…

Machine Learning · Computer Science 2025-03-11 Zhipeng Yao , Rui Yu , Guisong Chang , Ying Li , Yu Zhang , Dazhou Li

Momentum is known to accelerate the convergence of gradient descent in strongly convex settings without stochastic gradient noise. In stochastic optimization, such as training neural networks, folklore suggests that momentum may help deep…

Machine Learning · Computer Science 2024-04-17 Runzhe Wang , Sadhika Malladi , Tianhao Wang , Kaifeng Lyu , Zhiyuan Li

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

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

Stochastic gradient descent with momentum (SGDM) methods have become fundamental optimization tools in machine learning, combining the computational efficiency of stochastic gradients with the acceleration benefits of momentum. Despite…

Optimization and Control · Mathematics 2026-03-02 Zimeng Wang , Alp Yurtsever

The training of modern machine learning models often consists in solving high-dimensional non-convex optimisation problems that are subject to large-scale data. In this context, momentum-based stochastic optimisation algorithms have become…

Optimization and Control · Mathematics 2024-11-06 Kexin Jin , Jonas Latz , Chenguang Liu , Alessandro Scagliotti

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…

Optimization and Control · Mathematics 2024-03-06 Trang H. Tran , Quoc Tran-Dinh , Lam M. Nguyen

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

Convergence detection of iterative stochastic optimization methods is of great practical interest. This paper considers stochastic gradient descent (SGD) with a constant learning rate and momentum. We show that there exists a transient…

Machine Learning · Computer Science 2020-08-28 Jerry Chee , Ping Li

Training neural networks requires optimizing a loss function that may be highly irregular, and in particular neither convex nor smooth. Popular training algorithms are based on stochastic gradient descent with momentum (SGDM), for which…

Machine Learning · Computer Science 2026-03-17 Qinzi Zhang , Ashok Cutkosky

Deep neural networks (DNN) are typically optimized using stochastic gradient descent (SGD). However, the estimation of the gradient using stochastic samples tends to be noisy and unreliable, resulting in large gradient variance and bad…

Machine Learning · Computer Science 2021-05-18 Xingyi Yang

The use of momentum in stochastic gradient methods has become a widespread practice in machine learning. Different variants of momentum, including heavy-ball momentum, Nesterov's accelerated gradient (NAG), and quasi-hyperbolic momentum…

Machine Learning · Computer Science 2019-10-31 Igor Gitman , Hunter Lang , Pengchuan Zhang , Lin Xiao

We combine two advanced ideas widely used in optimization for machine learning: shuffling strategy and momentum technique to develop a novel shuffling gradient-based method with momentum, coined Shuffling Momentum Gradient (SMG), for…

Optimization and Control · Mathematics 2021-06-10 Trang H. Tran , Lam M. Nguyen , Quoc Tran-Dinh

Momentum Stochastic Gradient Descent (MSGD) algorithm has been widely applied to many nonconvex optimization problems in machine learning, e.g., training deep neural networks, variational Bayesian inference, and etc. Despite its empirical…

Machine Learning · Computer Science 2021-03-09 Tianyi Liu , Zhehui Chen , Enlu Zhou , Tuo Zhao

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…

Optimization and Control · Mathematics 2020-08-19 Yanli Liu , Yuan Gao , Wotao Yin

This paper presents a novel neural network training approach for faster convergence and better generalization abilities in deep reinforcement learning. Particularly, we focus on the enhancement of training and evaluation performance in…

Machine Learning · Computer Science 2020-05-26 Mohammed Sharafath Abdul Hameed , Gavneet Singh Chadha , Andreas Schwung , Steven X. Ding

Stochastic gradient descent with momentum (SGDM) is one of the most widely used optimization algorithms in machine learning. While optimization properties of SGDM have been extensively studied in the literature, it remains insufficiently…

Machine Learning · Computer Science 2026-05-28 Yunwen Lei , Zimeng Wang , Xiaoming Yuan
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