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Asynchronous stochastic gradient descent (ASGD) is a popular parallel optimization algorithm in machine learning. Most theoretical analysis on ASGD take a discrete view and prove upper bounds for their convergence rates. However, the…

Machine Learning · Statistics 2018-05-09 Li He , Qi Meng , Wei Chen , Zhi-Ming Ma , Tie-Yan Liu

We address the application of stochastic optimization methods for the simultaneous control of parameter-dependent systems. In particular, we focus on the classical Stochastic Gradient Descent (SGD) approach of Robbins and Monro, and on the…

Optimization and Control · Mathematics 2023-02-08 Umberto Biccari , Ana Navarro-Quiles , Enrique Zuazua

Stochastic gradient descent (SGD) is one of the most popular algorithms in modern machine learning. The noise encountered in these applications is different from that in many theoretical analyses of stochastic gradient algorithms. In this…

Machine Learning · Statistics 2021-09-16 Stephan Wojtowytsch

Quantum federated learning (QFL) is a quantum extension of the classical federated learning model across multiple local quantum devices. An efficient optimization algorithm is always expected to minimize the communication overhead among…

Quantum Physics · Physics 2023-03-15 Jun Qi , Xiao-Lei Zhang , Javier Tejedor

In this paper, we investigate a general class of stochastic gradient descent (SGD) algorithms, called Conditioned SGD, based on a preconditioning of the gradient direction. Using a discrete-time approach with martingale tools, we establish…

Statistics Theory · Mathematics 2023-10-17 Rémi Leluc , François Portier

Smoothed functional (SF) schemes for gradient estimation are known to be efficient in stochastic optimization algorithms, specially when the objective is to improve the performance of a stochastic system. However, the performance of these…

Information Theory · Computer Science 2014-07-04 Debarghya Ghoshdastidar , Ambedkar Dukkipati , Shalabh Bhatnagar

Stochastic gradient descent (SGD) is an essential element in Machine Learning (ML) algorithms. Asynchronous parallel shared-memory SGD (AsyncSGD), including synchronization-free algorithms, e.g. HOGWILD!, have received interest in certain…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-02-19 Karl Bäckström , Ivan Walulya , Marina Papatriantafilou , Philippas Tsigas

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

Stochastic Gradient Descent (SGD) is one of the most widely used techniques for online optimization in machine learning. In this work, we accelerate SGD by adaptively learning how to sample the most useful training examples at each time…

Machine Learning · Computer Science 2016-03-16 Guillaume Bouchard , Théo Trouillon , Julien Perez , Adrien Gaidon

Stochastic gradient descent~(SGD) and its variants have been the dominating optimization methods in machine learning. Compared to SGD with small-batch training, SGD with large-batch training can better utilize the computational power of…

Machine Learning · Statistics 2024-04-16 Shen-Yi Zhao , Chang-Wei Shi , Yin-Peng Xie , Wu-Jun Li

Stochastic Gradient Descent (SGD) is the standard numerical method used to solve the core optimization problem for the vast majority of machine learning (ML) algorithms. In the context of large scale learning, as utilized by many Big Data…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-10-06 Janis Keuper , Franz-Josef Pfreundt

Consider the following distributed optimization scenario. A worker has access to training data that it uses to compute the gradients while a server decides when to stop iterative computation based on its target accuracy or delay…

Machine Learning · Computer Science 2022-04-28 Chung-Yi Lin , Victoria Kostina , Babak Hassibi

We present an optimizer which uses Bayesian optimization to tune the system parameters of distributed stochastic gradient descent (SGD). Given a specific context, our goal is to quickly find efficient configurations which appropriately…

Machine Learning · Statistics 2016-12-04 Valentin Dalibard , Michael Schaarschmidt , Eiko Yoneki

Quantum algorithms for simulating Hamiltonian dynamics have been extensively developed, but there has been much less work on quantum algorithms for simulating the dynamics of open quantum systems. We give the first efficient quantum…

Quantum Physics · Physics 2023-10-10 Andrew M. Childs , Tongyang Li

SketchySGD improves upon existing stochastic gradient methods in machine learning by using randomized low-rank approximations to the subsampled Hessian and by introducing an automated stepsize that works well across a wide range of convex…

Optimization and Control · Mathematics 2024-02-22 Zachary Frangella , Pratik Rathore , Shipu Zhao , Madeleine Udell

We study to what extent may stochastic gradient descent (SGD) be understood as a "conventional" learning rule that achieves generalization performance by obtaining a good fit to training data. We consider the fundamental stochastic convex…

Machine Learning · Computer Science 2023-01-13 Tomer Koren , Roi Livni , Yishay Mansour , Uri Sherman

We propose a new stochastic optimization framework for empirical risk minimization problems such as those that arise in machine learning. The traditional approaches, such as (mini-batch) stochastic gradient descent (SGD), utilize an…

Machine Learning · Statistics 2020-02-04 Kenji Kawaguchi , Haihao Lu

We introduce a quantum approximate optimization algorithm (QAOA) for continuous optimization. The algorithm is based on the dynamics of a quantum system moving in an energy potential which encodes the objective function. By approximating…

Quantum Physics · Physics 2019-02-04 Guillaume Verdon , Juan Miguel Arrazola , Kamil Brádler , Nathan Killoran

Deep learning models are dominating almost all artificial intelligence tasks such as vision, text, and speech processing. Stochastic Gradient Descent (SGD) is the main tool for training such models, where the computations are usually…

Machine Learning · Computer Science 2023-01-10 Matteo Cacciola , Antonio Frangioni , Masoud Asgharian , Alireza Ghaffari , Vahid Partovi Nia

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
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