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In this article, we consider convergence of stochastic gradient descent schemes (SGD), including momentum stochastic gradient descent (MSGD), under weak assumptions on the underlying landscape. More explicitly, we show that on the event…

Machine Learning · Computer Science 2024-11-20 Steffen Dereich , Sebastian Kassing

Applying Differentially Private Stochastic Gradient Descent (DPSGD) to training modern, large-scale neural networks such as transformer-based models is a challenging task, as the magnitude of noise added to the gradients at each iteration…

Machine Learning · Computer Science 2022-07-07 Ryuichi Ito , Seng Pei Liew , Tsubasa Takahashi , Yuya Sasaki , Makoto Onizuka

We study stochastic gradient descent (SGD) for composite optimization problems with $N$ sequential operators subject to perturbations in both the forward and backward passes. Unlike classical analyses that treat gradient noise as additive…

Optimization and Control · Mathematics 2026-02-25 Boao Kong , Hengrui Zhang , Kun Yuan

Most existing analyses of (stochastic) gradient descent rely on the condition that for $L$-smooth costs, the step size is less than $2/L$. However, many works have observed that in machine learning applications step sizes often do not…

Optimization and Control · Mathematics 2022-06-10 Kwangjun Ahn , Jingzhao Zhang , Suvrit Sra

Stochastic gradient algorithms are the main focus of large-scale optimization problems and led to important successes in the recent advancement of the deep learning algorithms. The convergence of SGD depends on the careful choice of…

Machine Learning · Computer Science 2017-03-03 Caglar Gulcehre , Jose Sotelo , Marcin Moczulski , Yoshua Bengio

Stochastic gradient descent (SGD) is a prevalent optimization technique for large-scale distributed machine learning. While SGD computation can be efficiently divided between multiple machines, communication typically becomes a bottleneck…

Machine Learning · Computer Science 2021-05-24 Dmitrii Avdiukhin , Grigory Yaroslavtsev

While low-precision optimization has been widely used to accelerate deep learning, low-precision sampling remains largely unexplored. As a consequence, sampling is simply infeasible in many large-scale scenarios, despite providing…

Machine Learning · Computer Science 2022-06-22 Ruqi Zhang , Andrew Gordon Wilson , Christopher De Sa

Stochastic gradient descent (\textsc{Sgd}) methods are the most powerful optimization tools in training machine learning and deep learning models. Moreover, acceleration (a.k.a. momentum) methods and diagonal scaling (a.k.a. adaptive…

Machine Learning · Statistics 2018-10-02 Qi Deng , Yi Cheng , Guanghui Lan

Understanding when the noise in stochastic gradient descent (SGD) affects generalization of deep neural networks remains a challenge, complicated by the fact that networks can operate in distinct training regimes. Here we study how the…

Machine Learning · Computer Science 2023-05-31 Antonio Sclocchi , Mario Geiger , Matthieu Wyart

The use of low-bit quantization has emerged as an indispensable technique for enabling the efficient training of large-scale models. Despite its widespread empirical success, a rigorous theoretical understanding of its impact on learning…

Machine Learning · Statistics 2026-02-17 Dechen Zhang , Junwei Su , Difan Zou

For nonconvex objective functions, including those found in training deep neural networks, stochastic gradient descent (SGD) with momentum is said to converge faster and have better generalizability than SGD without momentum. In particular,…

Machine Learning · Computer Science 2025-07-03 Naoki Sato , Hideaki Iiduka

Momentum is known to accelerate the convergence of gradient descent in strongly convex settings without stochastic gradient noise. In stochastic optimization, such as training neural networks, folklore suggests that momentum may help deep…

Machine Learning · Computer Science 2024-04-17 Runzhe Wang , Sadhika Malladi , Tianhao Wang , Kaifeng Lyu , Zhiyuan Li

Understanding the bottlenecks in implementing stochastic gradient descent (SGD)-based distributed support vector machines (SVM) algorithm is important in training larger data sets. The communication time to do the model synchronization…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-05-06 Vibhatha Abeykoon , Geoffrey Fox , Minje Kim

In this paper, we establish new convergence results for the quantized distributed gradient descent and suggest a novel strategy of choosing the stepsizes for the high-performance of the algorithm. Under the strongly convexity assumption on…

Optimization and Control · Mathematics 2023-07-03 Woocheol Choi , Myeong-Su Lee

Large-scale distributed training of deep neural networks results in models with worse generalization performance as a result of the increase in the effective mini-batch size. Previous approaches attempt to address this problem by varying…

Machine Learning · Computer Science 2020-02-17 Kazuki Osawa , Yohei Tsuji , Yuichiro Ueno , Akira Naruse , Chuan-Sheng Foo , Rio Yokota

Distributed stochastic gradient descent (SGD) algorithms are widely deployed in training large-scale deep learning models, while the communication overhead among workers becomes the new system bottleneck. Recently proposed gradient…

Machine Learning · Computer Science 2019-11-21 Shaohuai Shi , Xiaowen Chu , Ka Chun Cheung , Simon See

Stochastic Gradient Descent (SGD) is the main approach to optimizing neural networks. Several generalization properties of deep networks, such as convergence to a flatter minima, are believed to arise from SGD. This article explores the…

Machine Learning · Computer Science 2024-12-05 Aditya Shah , Aditya Challa , Sravan Danda , Archana Mathur , Snehanshu Saha

The performance of stochastic gradient descent (SGD), which is the simplest first-order optimizer for training deep neural networks, depends on not only the learning rate but also the batch size. They both affect the number of iterations…

Machine Learning · Statistics 2024-02-26 Kento Imaizumi , Hideaki Iiduka

Stochastic gradient descent (SGD) is the workhorse of large-scale learning, yet classical analyses rely on assumptions that can be either too strong (bounded variance) or too coarse (uniform noise). The expected smoothness (ES) condition…

Machine Learning · Computer Science 2025-10-28 Yuta Kawamoto , Hideaki Iiduka

Stochastic gradient descent (SGD) method is popular for solving non-convex optimization problems in machine learning. This work investigates SGD from a viewpoint of graduated optimization, which is a widely applied approach for non-convex…

Optimization and Control · Mathematics 2023-08-15 Da Li , Jingjing Wu , Qingrun Zhang
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