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We investigate the online overlapping batch-means covariance estimator for Stochastic Gradient Descent (SGD) under Markovian sampling. Convergence rates of order $O\big(\sqrt{d}\,n^{-1/8}(\log n)^{1/4}\big)$ and…

Statistics Theory · Mathematics 2023-11-07 Abhishek Roy , Krishnakumar Balasubramanian

We propose mS2GD: a method incorporating a mini-batching scheme for improving the theoretical complexity and practical performance of semi-stochastic gradient descent (S2GD). We consider the problem of minimizing a strongly convex function…

Machine Learning · Computer Science 2016-04-20 Jakub Konečný , Jie Liu , Peter Richtárik , Martin Takáč

Quantum coherence and entanglement are fundamental resources in quantum technologies, yet their efficient estimation for unknown states by employing minimal resources in experimental settings remains challenging, particularly in…

Quantum Physics · Physics 2026-01-12 Ting Lin , Zhihua Chen , Kai Wu , Zhihua Guo , Zhihao Ma , Shao-Ming Fei

Gradient descent is a fundamental algorithm in both theory and practice for continuous optimization. Identifying its quantum counterpart would be appealing to both theoretical and practical quantum applications. A conventional approach to…

Quantum Physics · Physics 2023-03-03 Jiaqi Leng , Ethan Hickman , Joseph Li , Xiaodi Wu

Quantum gate set tomography (GST) has emerged as a promising method for the full characterization of quantum logic gates. In contrast to quantum process tomography (QPT), GST self-consistently and correctly accounts for state preparation…

Quantum Physics · Physics 2015-09-11 Daniel Greenbaum

Stochastic gradient descent (SGD) is one of the most widely used optimization methods for parallel and distributed processing of large datasets. One of the key limitations of distributed SGD is the need to regularly communicate the…

Optimization and Control · Mathematics 2018-10-25 Xiaojian Xu , Ulugbek S. Kamilov

Low-rank matrix estimation is a canonical problem that finds numerous applications in signal processing, machine learning and imaging science. A popular approach in practice is to factorize the matrix into two compact low-rank factors, and…

Machine Learning · Computer Science 2021-06-16 Tian Tong , Cong Ma , Yuejie Chi

This paper presents fault-tolerant asynchronous Stochastic Gradient Descent (SGD) algorithms. SGD is widely used for approximating the minimum of a cost function $Q$, as a core part of optimization and learning algorithms. Our algorithms…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-06-14 Hagit Attiya , Noa Schiller

Stochastic Gradient Descent (SGD) is arguably the most important single algorithm in modern machine learning. Although SGD with unbiased gradient estimators has been studied extensively over at least half a century, SGD variants relying on…

Machine Learning · Computer Science 2023-05-26 Yury Demidovich , Grigory Malinovsky , Igor Sokolov , Peter Richtárik

Machine learning techniques have opened new avenues for real-time quantum state tomography (QST). In this work, we demonstrate the deployment of machine learning-based QST onto edge devices, specifically utilizing field programmable gate…

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…

Machine Learning · Computer Science 2021-02-24 Navid Reyhanian , Jarvis Haupt

Stochastic gradient descent (SGD) and its variants are widely used and highly effective optimization methods in machine learning, especially for neural network training. By using a single datum or a small subset of the data, selected…

Numerical Analysis · Mathematics 2026-01-21 Bangti Jin , Zeljko Kereta , Yuxin Xia

Stochastic Gradient Descent (SGD) is one of the most popular algorithms in statistical and machine learning due to its computational and memory efficiency. Various averaging schemes have been proposed to accelerate the convergence of SGD in…

Machine Learning · Statistics 2025-04-08 Ziyang Wei , Wanrong Zhu , Wei Biao Wu

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

Stein Variational Gradient Descent (SVGD) is an algorithm for sampling from a target density which is known up to a multiplicative constant. Although SVGD is a popular algorithm in practice, its theoretical study is limited to a few recent…

Machine Learning · Computer Science 2022-06-20 Adil Salim , Lukang Sun , Peter Richtárik

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

The stochastic gradient descent (SGD) algorithm is the algorithm we use to train neural networks. However, it remains poorly understood how the SGD navigates the highly nonlinear and degenerate loss landscape of a neural network. In this…

Machine Learning · Computer Science 2025-06-13 Liu Ziyin , Hongchao Li , Masahito Ueda

Quantum state tomography (QST) allows for the reconstruction of quantum states through measurements and some inference technique under the assumption of repeated state preparations. Bayesian inference provides a promising platform to…

Quantum Physics · Physics 2025-05-22 Hanson H. Nguyen , Kody J. H. Law , Joseph M. Lukens

Boosting is a popular ensemble algorithm that generates more powerful learners by linearly combining base models from a simpler hypothesis class. In this work, we investigate the problem of adapting batch gradient boosting for minimizing…

Machine Learning · Computer Science 2017-03-02 Hanzhang Hu , Wen Sun , Arun Venkatraman , Martial Hebert , J. Andrew Bagnell

This paper presents a comprehensive study on the convergence rates of the stochastic gradient descent (SGD) algorithm when applied to overparameterized two-layer neural networks. Our approach combines the Neural Tangent Kernel (NTK)…

Machine Learning · Statistics 2024-07-11 Dinghao Cao , Zheng-Chu Guo , Lei Shi