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We study optimization algorithms based on variance reduction for stochastic gradient descent (SGD). Remarkable recent progress has been made in this direction through development of algorithms like SAG, SVRG, SAGA. These algorithms have…

Machine Learning · Computer Science 2016-01-26 Sashank J. Reddi , Ahmed Hefny , Suvrit Sra , Barnabás Póczos , Alex Smola

We introduce a novel algorithm for gradient-based optimization of stochastic objective functions. The method may be seen as a variant of SGD with momentum equipped with an adaptive learning rate automatically adjusted by an 'energy'…

Optimization and Control · Mathematics 2022-03-24 Hailiang Liu , Xuping Tian

In early-stage architectural design, optimization algorithms are essential for efficiently exploring large and complex design spaces under tight computational constraints. While prior research has benchmarked various optimization methods,…

Neural and Evolutionary Computing · Computer Science 2025-04-14 Farnaz Nazari , Wei Yan

Stochastic gradient descent (SGD) is the optimization algorithm of choice in many machine learning applications such as regularized empirical risk minimization and training deep neural networks. The classical convergence analysis of SGD is…

Optimization and Control · Mathematics 2018-07-10 Lam M. Nguyen , Phuong Ha Nguyen , Marten van Dijk , Peter Richtárik , Katya Scheinberg , Martin Takáč

In this paper, we propose a method of distributed stochastic gradient descent (SGD), with low communication load and computational complexity, and still fast convergence. To reduce the communication load, at each iteration of the algorithm,…

Machine Learning · Computer Science 2020-03-30 Naeimeh Omidvar , Mohammad Ali Maddah-Ali , Hamed Mahdavi

The learning rate in stochastic gradient methods is a critical hyperparameter that is notoriously costly to tune via standard grid search, especially for training modern large-scale models with billions of parameters. We identify a…

Machine Learning · Computer Science 2026-02-17 Amit Attia , Tomer Koren

The concept of learning to optimize involves utilizing a trainable optimization strategy rather than relying on manually defined full gradient estimations such as ADAM. We present a framework that jointly trains the full gradient estimator…

Machine Learning · Computer Science 2026-01-30 Ruiqi Wang , Diego Klabjan

Previous works on stochastic gradient descent (SGD) often focus on its success. In this work, we construct worst-case optimization problems illustrating that, when not in the regimes that the previous works often assume, SGD can exhibit…

Machine Learning · Computer Science 2023-05-30 Liu Ziyin , Botao Li , James B. Simon , Masahito Ueda

Training time on large datasets for deep neural networks is the principal workflow bottleneck in a number of important applications of deep learning, such as object classification and detection in automatic driver assistance systems (ADAS).…

Machine Learning · Computer Science 2016-11-15 Peter H. Jin , Qiaochu Yuan , Forrest Iandola , Kurt Keutzer

Theoretically understanding stochastic gradient descent (SGD) in overparameterized models has led to the development of several optimization algorithms that are widely used in practice today. Recent work by~\citet{zou2021benign} provides…

Machine Learning · Computer Science 2025-06-19 Alexandru Meterez , Depen Morwani , Costin-Andrei Oncescu , Jingfeng Wu , Cengiz Pehlevan , Sham Kakade

In this paper, we develop a new algorithm, Annealed Skewed SGD - AskewSGD - for training deep neural networks (DNNs) with quantized weights. First, we formulate the training of quantized neural networks (QNNs) as a smoothed sequence of…

Machine Learning · Statistics 2022-12-21 Louis Leconte , Sholom Schechtman , Eric Moulines

Particle Swarm Optimization (PSO) is susceptible to premature convergence when the swarm collapses around the global best, particularly on multimodal landscapes in higher dimensions. We propose Divergence-guided PSO (DPSO), which augments…

Computational Engineering, Finance, and Science · Computer Science 2026-04-15 Kleyton da Costa , Bernardo Modenesi , Ivan F. M. Menezes , Hélio Lopes

In speech machine learning, neural network models are typically designed by choosing an architecture with fixed layer sizes and structure. These models are then trained to maximize performance on metrics aligned with the task's objective.…

Sound · Computer Science 2026-01-22 Esteban Gómez , Tom Bäckström

Stochastic Gradient Descent (SGD) has played a central role in machine learning. However, it requires a carefully hand-picked stepsize for fast convergence, which is notoriously tedious and time-consuming to tune. Over the last several…

Machine Learning · Computer Science 2019-06-10 Zhenxun Zhuang , Ashok Cutkosky , Francesco Orabona

We consider distributed optimization under communication constraints for training deep learning models. We propose a new algorithm, whose parameter updates rely on two forces: a regular gradient step, and a corrective direction dictated by…

Machine Learning · Computer Science 2022-04-29 Yunfei Teng , Wenbo Gao , Francois Chalus , Anna Choromanska , Donald Goldfarb , Adrian Weller

The most straightforward method to accelerate Stochastic Gradient Descent (SGD) computation is to distribute the randomly selected batch of inputs over multiple processors. To keep the distributed processors fully utilized requires…

Machine Learning · Computer Science 2020-01-06 Zhewei Yao , Amir Gholami , Daiyaan Arfeen , Richard Liaw , Joseph Gonzalez , Kurt Keutzer , Michael Mahoney

We propose an online learning algorithm for a class of machine learning models under a separable stochastic approximation framework. The essence of our idea lies in the observation that certain parameters in the models are easier to…

Machine Learning · Computer Science 2023-05-23 Min Gan , Xiang-xiang Su , Guang-yong Chen , Jing Chen

Deep learning is mainly based on utilizing gradient-based optimization for training Deep Neural Network (DNN) models. Although robust and widely used, gradient-based optimization algorithms are prone to getting stuck in local minima. In…

Neural and Evolutionary Computing · Computer Science 2024-08-15 Rasa Khosrowshahli , Shahryar Rahnamayan , Beatrice Ombuki-Berman

Momentum based stochastic gradient methods such as heavy ball (HB) and Nesterov's accelerated gradient descent (NAG) method are widely used in practice for training deep networks and other supervised learning models, as they often provide…

Machine Learning · Computer Science 2018-08-02 Rahul Kidambi , Praneeth Netrapalli , Prateek Jain , Sham M. Kakade

This work focuses on the behavior of stochastic gradient descent (SGD) in solving least-squares regression with physics-informed neural networks (PINNs). Past work on this topic has been based on the over-parameterization regime, whose…

Machine Learning · Computer Science 2025-07-23 Zhihan Zeng , Yiqi Gu