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We study diffusion and consensus based optimization of a sum of unknown convex objective functions over distributed networks. The only access to these functions is through stochastic gradient oracles, each of which is only available at a…

Numerical Analysis · Computer Science 2015-09-01 N. Denizcan Vanli , Muhammed O. Sayin , Suleyman S. Kozat

Machine learning models trained with \emph{stochastic} gradient descent (SGD) can generalize better than those trained with deterministic gradient descent (GD). In this work, we study SGD's impact on generalization through the lens of the…

Machine Learning · Computer Science 2025-12-09 Hongjian Lan , Yucong Liu , Florian Schäfer

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

We consider large scale distributed optimization over a set of edge devices connected to a central server, where the limited communication bandwidth between the server and edge devices imposes a significant bottleneck for the optimization…

Optimization and Control · Mathematics 2021-12-28 Yujie Tang , Vikram Ramanathan , Junshan Zhang , Na Li

Distributed optimization plays an important role in modern large-scale machine learning and data processing systems by optimizing the utilization of computational resources. One of the classical and popular approaches is Local Stochastic…

Optimization and Control · Mathematics 2024-12-19 Andrey Sadchikov , Savelii Chezhegov , Aleksandr Beznosikov , Alexander Gasnikov

Gradient descent algorithm is the most utilized method when optimizing machine learning issues. However, there exists many local minimums and saddle points in the loss function, especially for high dimensional non-convex optimization…

Machine Learning · Computer Science 2021-07-19 Zhicheng Cai

The stochastic gradient descent (SGD) optimization algorithm plays a central role in a series of machine learning applications. The scientific literature provides a vast amount of upper error bounds for the SGD method. Much less attention…

Numerical Analysis · Mathematics 2020-10-05 Arnulf Jentzen , Philippe von Wurstemberger

Synchronous stochastic gradient descent (SGD) is the most common method used for distributed training of deep learning models. In this algorithm, each worker shares its local gradients with others and updates the parameters using the…

Machine Learning · Computer Science 2020-09-22 Negar Foroutan Eghlidi , Martin Jaggi

The stability and generalization of stochastic gradient-based methods provide valuable insights into understanding the algorithmic performance of machine learning models. As the main workhorse for deep learning, stochastic gradient descent…

Machine Learning · Statistics 2021-02-24 Tao Sun , Dongsheng Li , Bao Wang

This paper studies distributed nonconvex optimization problems with stochastic gradients for a multi-agent system, in which each agent aims to minimize the sum of all agents' cost functions by using local compressed information exchange. We…

Optimization and Control · Mathematics 2024-03-05 Antai Xie , Xinlei Yi , Xiaofan Wang , Ming Cao , Xiaoqiang Ren

Stochastic Gradient Descent (SGD) is one of the simplest and most popular stochastic optimization methods. While it has already been theoretically studied for decades, the classical analysis usually required non-trivial smoothness…

Machine Learning · Computer Science 2013-01-01 Ohad Shamir , Tong Zhang

There is significant recent interest to parallelize deep learning algorithms in order to handle the enormous growth in data and model sizes. While most advances focus on model parallelization and engaging multiple computing agents via using…

Machine Learning · Statistics 2017-06-27 Zhanhong Jiang , Aditya Balu , Chinmay Hegde , Soumik Sarkar

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 popular algorithm for minimizing objective functions that arise in machine learning. For constant step-sized SGD, the iterates form a Markov chain on a general state space. Focusing on a class of…

Optimization and Control · Mathematics 2025-03-26 David Shirokoff , Philip Zaleski

Recent developments on large-scale distributed machine learning applications, e.g., deep neural networks, benefit enormously from the advances in distributed non-convex optimization techniques, e.g., distributed Stochastic Gradient Descent…

Optimization and Control · Mathematics 2019-05-13 Hao Yu , Rong Jin , Sen Yang

Stochastic Gradient Descent (SGD) is an important algorithm in machine learning. With constant learning rates, it is a stochastic process that, after an initial phase of convergence, generates samples from a stationary distribution. We show…

Machine Learning · Statistics 2017-09-12 Stephan Mandt , Matthew D. Hoffman , David M. Blei

In decentralized optimization, $m$ agents form a network and only communicate with their neighbors, which gives advantages in data ownership, privacy, and scalability. At the same time, decentralized stochastic gradient descent…

Optimization and Control · Mathematics 2022-12-13 Haishan Ye , Xiangyu Chang

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

We study the convergence of a variant of distributed gradient descent (DGD) on a distributed low-rank matrix approximation problem wherein some optimization variables are used for consensus (as in classical DGD) and some optimization…

Optimization and Control · Mathematics 2018-12-27 Zhihui Zhu , Qiuwei Li , Xinshuo Yang , Gongguo Tang , Michael B. Wakin

Local SGD is a popular optimization method in distributed learning, often outperforming other algorithms in practice, including mini-batch SGD. Despite this success, theoretically proving the dominance of local SGD in settings with…