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We revisit the use of Stochastic Gradient Descent (SGD) for solving convex optimization problems that serve as highly popular convex relaxations for many important low-rank matrix recovery problems such as \textit{matrix completion},…

Machine Learning · Computer Science 2020-06-16 Dan Garber

We study statistical inverse learning in the context of nonlinear inverse problems under random design. Specifically, we address a class of nonlinear problems by employing gradient descent (GD) and stochastic gradient descent (SGD) with…

Machine Learning · Statistics 2024-12-24 Abhishake , Nicole Mücke , Tapio Helin

This paper theoretically reanalyzes the convergence of the mini-batch stochastic gradient descent (SGD) for a structured minimization problem involving a finite-sum function with its gradient being stochastically approximated, and an…

Optimization and Control · Mathematics 2026-04-07 Runze Li , Jintao Xu , Wenxun Xing

In this work, we present a family of vector quantization schemes \emph{vqSGD} (Vector-Quantized Stochastic Gradient Descent) that provide an asymptotic reduction in the communication cost with convergence guarantees in first-order…

Machine Learning · Computer Science 2020-12-29 Venkata Gandikota , Daniel Kane , Raj Kumar Maity , Arya Mazumdar

The stochastic gradient descent (SGD) algorithm has been widely used in statistical estimation for large-scale data due to its computational and memory efficiency. While most existing works focus on the convergence of the objective function…

Machine Learning · Statistics 2023-11-02 Xi Chen , Jason D. Lee , Xin T. Tong , Yichen Zhang

The process of reconstructing quantum states from experimental measurements, accomplished through quantum state tomography (QST), plays a crucial role in verifying and benchmarking quantum devices. A key challenge of QST is to find out how…

Quantum Physics · Physics 2024-11-08 Zhen Qin , Casey Jameson , Zhexuan Gong , Michael B. Wakin , Zhihui Zhu

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…

Optimization and Control · Mathematics 2023-02-06 Songyang Ge , Tsung-Hui Chang

Stochastic approximation (SA) is a powerful and scalable computational method for iteratively estimating the solution of optimization problems in the presence of randomness, particularly well-suited for large-scale and streaming data…

Statistics Theory · Mathematics 2023-10-03 Meimei Liu , Zuofeng Shang , Yun Yang

To address the communication bottleneck challenge in distributed learning, our work introduces a novel two-stage quantization strategy designed to enhance the communication efficiency of distributed Stochastic Gradient Descent (SGD). The…

Machine Learning · Computer Science 2024-02-05 Guangfeng Yan , Tan Li , Yuanzhang Xiao , Congduan Li , Linqi Song

In this paper, we introduce a new stochastic approximation (SA) type algorithm, namely the randomized stochastic gradient (RSG) method, for solving an important class of nonlinear (possibly nonconvex) stochastic programming (SP) problems.…

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

Stochastic gradient descent (SGD) algorithm is the method of choice in many machine learning tasks thanks to its scalability and efficiency in dealing with large-scale problems. In this paper, we focus on the shuffling version of SGD which…

Machine Learning · Computer Science 2023-10-27 Lam M. Nguyen , Trang H. Tran

Stochastic gradient descent (SGD) is a fundamental optimization algorithm widely used in modern machine learning. In this paper, we propose Factor-Augmented SGD (FSGD), a new optimization method that leverages latent factor representations…

Machine Learning · Statistics 2026-05-20 Shubo Li , Yuefeng Han , Xiufan Yu

We introduce two quantum algorithms for solving structured prediction problems. We first show that a stochastic gradient descent that uses the quantum minimum finding algorithm and takes its probabilistic failure into account solves the…

Machine Learning · Computer Science 2021-07-05 Behrooz Sepehry , Ehsan Iranmanesh , Michael P. Friedlander , Pooya Ronagh

Quantum computers solve ever more complex tasks using steadily growing system sizes. Characterizing these quantum systems is vital, yet becoming increasingly challenging. The gold-standard is quantum state tomography (QST), capable of fully…

We introduce a clipping strategy for Stochastic Gradient Descent (SGD) which uses quantiles of the gradient norm as clipping thresholds. We prove that this new strategy provides a robust and efficient optimization algorithm for smooth…

Machine Learning · Statistics 2024-10-15 Ibrahim Merad , Stéphane Gaïffas

We propose a novel gradient-based online optimization framework for solving stochastic programming problems that frequently arise in the context of cyber-physical and robotic systems. Our problem formulation accommodates constraints that…

Machine Learning · Computer Science 2026-01-06 Hao Ma , Melanie Zeilinger , Michael Muehlebach

Non-convex optimization problems are ubiquitous in machine learning, especially in Deep Learning. While such complex problems can often be successfully optimized in practice by using stochastic gradient descent (SGD), theoretical analysis…

Machine Learning · Computer Science 2022-02-21 Harsh Vardhan , Sebastian U. Stich

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

Quantum state tomography (QST) is one of the fundamental problems in quantum information. Among various metrics, sample complexity is widely used to evaluate QST algorithms. While multi-copy measurements are known to achieve optimal sample…

Quantum Physics · Physics 2025-09-17 Gyungmin Cho , Dohun Kim

Impressive progress has been made in the past decade in the study of technological applications of varied types of quantum systems. With industry giants like IBM laying down their roadmap for scalable quantum devices with more than…

Quantum Physics · Physics 2021-09-15 Rishabh Gupta , Sabre Kais , Raphael D. Levine
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