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Stochastic Gradient Descent (SGD) has become the method of choice for solving a broad range of machine learning problems. However, some of its learning properties are still not fully understood. We consider least squares learning in…

Machine Learning · Statistics 2020-06-22 Nicole Mücke , Enrico Reiss

Momentum plays a crucial role in stochastic gradient-based optimization algorithms for accelerating or improving training deep neural networks (DNNs). In deep learning practice, the momentum is usually weighted by a well-calibrated…

Machine Learning · Computer Science 2020-12-04 Bao Wang , Qiang Ye

Stochastic gradient descent (SGD) has been widely used in machine learning due to its computational efficiency and favorable generalization properties. Recently, it has been empirically demonstrated that the gradient noise in several deep…

Machine Learning · Statistics 2019-06-24 Thanh Huy Nguyen , Umut Şimşekli , Mert Gürbüzbalaban , Gaël Richard

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

Understanding stochastic gradient descent (SGD) and its variants is essential for machine learning. However, most of the preceding analyses are conducted under amenable conditions such as unbiased gradient estimator and bounded objective…

Machine Learning · Statistics 2024-03-26 Tianyou Li , Fan Chen , Huajie Chen , Zaiwen Wen

We study the complexity of training neural network models with one hidden nonlinear activation layer and an output weighted sum layer. We analyze Gradient Descent applied to learning a bounded target function on $n$ real-valued inputs. We…

Machine Learning · Computer Science 2019-05-28 Santosh Vempala , John Wilmes

When applied to training deep neural networks, stochastic gradient descent (SGD) often incurs steady progression phases, interrupted by catastrophic episodes in which loss and gradient norm explode. A possible mitigation of such events is…

Machine Learning · Statistics 2017-09-06 Alice Schoenauer-Sebag , Marc Schoenauer , Michèle Sebag

We study the Stochastic Gradient Descent (SGD) method in nonconvex optimization problems from the point of view of approximating diffusion processes. We prove rigorously that the diffusion process can approximate the SGD algorithm weakly…

Machine Learning · Statistics 2018-03-06 Wenqing Hu , Chris Junchi Li , Lei Li , Jian-Guo Liu

Stochastic descent methods (of the gradient and mirror varieties) have become increasingly popular in optimization. In fact, it is now widely recognized that the success of deep learning is not only due to the special deep architecture of…

Machine Learning · Computer Science 2019-01-21 Navid Azizan , Babak Hassibi

We analyze the complexity of biased stochastic gradient methods (SGD), where individual updates are corrupted by deterministic, i.e. biased error terms. We derive convergence results for smooth (non-convex) functions and give improved rates…

Machine Learning · Computer Science 2021-05-11 Ahmad Ajalloeian , Sebastian U. Stich

The training of modern deep learning neural network calls for large amounts of computation, which is often provided by GPUs or other specific accelerators. To scale out to achieve faster training speed, two update algorithms are mainly…

Machine Learning · Computer Science 2020-05-15 Yemao Xu , Dezun Dong , Weixia Xu , Xiangke Liao

Stochastic gradient descent (SGD) is of fundamental importance in deep learning. Despite its simplicity, elucidating its efficacy remains challenging. Conventionally, the success of SGD is ascribed to the stochastic gradient noise (SGN)…

Machine Learning · Computer Science 2023-02-21 Chengli Tan , Jiangshe Zhang , Junmin Liu

In this paper, we first present an explanation regarding the common occurrence of spikes in the training loss when neural networks are trained with stochastic gradient descent (SGD). We provide evidence that the spikes in the training loss…

Machine Learning · Computer Science 2024-06-07 Libin Zhu , Chaoyue Liu , Adityanarayanan Radhakrishnan , Mikhail Belkin

Stochastic gradient descent (SGD) is a powerful optimization technique that is particularly useful in online learning scenarios. Its convergence analysis is relatively well understood under the assumption that the data samples are…

Machine Learning · Computer Science 2024-10-03 Ethan Che , Jing Dong , Xin T. Tong

It is well known that, for most datasets, the use of large-size minibatches for Stochastic Gradient Descent (SGD) typically leads to slow convergence and poor generalization. On the other hand, large minibatches are of great practical…

Machine Learning · Computer Science 2018-06-20 Matteo Fischetti , Iacopo Mandatelli , Domenico Salvagnin

Stochastic Gradient Descent (SGD) is a popular optimization method which has been applied to many important machine learning tasks such as Support Vector Machines and Deep Neural Networks. In order to parallelize SGD, minibatch training is…

Machine Learning · Statistics 2014-05-14 Peilin Zhao , Tong Zhang

The goal of this paper is to accelerate the training of machine learning models, a critical challenge since the training of large-scale deep neural models can be computationally expensive. Stochastic gradient descent (SGD) and its variants…

Machine Learning · Computer Science 2025-09-22 Yuen Chen , Yian Wang , Hari Sundaram

The classical convergence analysis of SGD is carried out under the assumption that the norm of the stochastic gradient is uniformly bounded. While this might hold for some loss functions, it is violated for cases where the objective…

Optimization and Control · Mathematics 2019-11-12 Lam M. Nguyen , Phuong Ha Nguyen , Peter Richtárik , Katya Scheinberg , Martin Takáč , Marten van Dijk

This paper explores the suspicious alignment phenomenon in stochastic gradient descent (SGD) under ill-conditioned optimization, where the Hessian spectrum splits into dominant and bulk subspaces. This phenomenon describes the behavior of…

Machine Learning · Computer Science 2026-05-08 Shenyang Deng , Boyao Liao , Zhuoli Ouyang , Tianyu Pang , Minhak Song , Yaoqing Yang

Stochastic Gradient Descent (SGD) is the most popular algorithm for training deep neural networks (DNNs). As larger networks and datasets cause longer training times, training on distributed systems is common and distributed SGD variants,…

Machine Learning · Computer Science 2019-06-17 Kwangmin Yu , Thomas Flynn , Shinjae Yoo , Nicholas D'Imperio