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In this paper, we present a generic framework to extend existing uniformly optimal convex programming algorithms to solve more general nonlinear, possibly nonconvex, optimization problems. The basic idea is to incorporate a local search…

Optimization and Control · Mathematics 2015-10-27 Saeed Ghadimi , Guanghui Lan , Hongchao Zhang

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

Recently, deep neural networks (DNNs) have shown advantages in accelerating optimization algorithms. One approach is to unfold finite number of iterations of conventional optimization algorithms and to learn parameters in the algorithms.…

Machine Learning · Computer Science 2021-04-23 Byung Hyun Lee , Se Young Chun

In this paper we investigate the generalization error of gradient descent (GD) applied to an $\ell_2$-regularized OLS objective function in the linear model. Based on our analysis we develop new methodology for computationally tractable and…

Statistics Theory · Mathematics 2026-01-27 Thomas Stark , Lukas Steinberger

Efforts to understand the generalization mystery in deep learning have led to the belief that gradient-based optimization induces a form of implicit regularization, a bias towards models of low "complexity." We study the implicit…

Machine Learning · Computer Science 2019-10-29 Sanjeev Arora , Nadav Cohen , Wei Hu , Yuping Luo

The article discusses distributed gradient-descent algorithms for computing local and global minima in nonconvex optimization. For local optimization, we focus on distributed stochastic gradient descent (D-SGD)--a simple network-based…

Optimization and Control · Mathematics 2020-09-17 Brian Swenson , Soummya Kar , H. Vincent Poor , José M. F. Moura , Aaron Jaech

Recent years have seen a flurry of activities in designing provably efficient nonconvex procedures for solving statistical estimation problems. Due to the highly nonconvex nature of the empirical loss, state-of-the-art procedures often…

Machine Learning · Computer Science 2020-06-09 Cong Ma , Kaizheng Wang , Yuejie Chi , Yuxin Chen

It is well-known that stochastic gradient noise (SGN) acts as implicit regularization for deep learning and is essentially important for both optimization and generalization of deep networks. Some works attempted to artificially simulate…

Machine Learning · Computer Science 2022-08-31 Zeke Xie , Li Yuan , Zhanxing Zhu , Masashi Sugiyama

The paper considers the problem of network-based computation of global minima in smooth nonconvex optimization problems. It is known that distributed gradient-descent-type algorithms can achieve convergence to the set of global minima by…

Optimization and Control · Mathematics 2019-10-24 Brian Swenson , Anirudh Sridhar , H. Vincent Poor

Gradient Descent (GD) is a ubiquitous algorithm for finding the optimal solution to an optimization problem. For reduced computational complexity, the optimal solution $\mathrm{x^*}$ of the optimization problem must be attained in a minimum…

Optimization and Control · Mathematics 2023-06-01 Revati Gunjal , Sushama Wagh , Syed Shadab Nayyer , Alex Stankovic , Navdeep M. Singh

The use of min-max optimization in adversarial training of deep neural network classifiers and training of generative adversarial networks has motivated the study of nonconvex-nonconcave optimization objectives, which frequently arise in…

Optimization and Control · Mathematics 2021-03-02 Jelena Diakonikolas , Constantinos Daskalakis , Michael I. Jordan

In machine learning and neural network optimization, algorithms like incremental gradient, and shuffle SGD are popular due to minimizing the number of cache misses and good practical convergence behavior. However, their optimization…

Machine Learning · Computer Science 2024-02-13 Anastasia Koloskova , Nikita Doikov , Sebastian U. Stich , Martin Jaggi

Stochastic gradient descent (SGD) now acts as a fundamental part of optimization in current machine learning. Meanwhile, deep learning architectures have shown outstanding performance in a wide range of fields, such as natural language…

Machine Learning · Computer Science 2026-01-27 Zhao Song , Song Yue

Works on implicit regularization have studied gradient trajectories during the optimization process to explain why deep networks favor certain kinds of solutions over others. In deep linear networks, it has been shown that gradient descent…

Machine Learning · Computer Science 2023-06-02 Dan Zhao

Stochastic Gradient Descent (SGD) is the workhorse algorithm of deep learning technology. At each step of the training phase, a mini batch of samples is drawn from the training dataset and the weights of the neural network are adjusted…

Disordered Systems and Neural Networks · Physics 2022-09-07 Francesca Mignacco , Pierfrancesco Urbani

Gradient regularization (GR) is a method that penalizes the gradient norm of the training loss during training. While some studies have reported that GR can improve generalization performance, little attention has been paid to it from the…

Machine Learning · Computer Science 2023-02-06 Ryo Karakida , Tomoumi Takase , Tomohiro Hayase , Kazuki Osawa

Training Deep Neural Networks (DNNs) with small batches using Stochastic Gradient Descent (SGD) yields superior test performance compared to larger batches. The specific noise structure inherent to SGD is known to be responsible for this…

Machine Learning · Statistics 2024-02-14 Tom Sander , Maxime Sylvestre , Alain Durmus

Stochastic gradient descent (SGD) has been the dominant optimization method for training deep neural networks due to its many desirable properties. One of the more remarkable and least understood quality of SGD is that it generalizes…

Machine Learning · Computer Science 2020-07-03 Erhan Bilal

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

There are several applications of stochastic optimization where one can benefit from a robust estimate of the gradient. For example, domains such as distributed learning with corrupted nodes, the presence of large outliers in the training…

Machine Learning · Statistics 2025-10-30 Fabian Schaipp , Guillaume Garrigos , Umut Simsekli , Robert Gower