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Related papers: Adaptive Heavy-Tailed Stochastic Gradient Descent

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In this paper, we present a simple yet effective provable method (named ABSGD) for addressing the data imbalance or label noise problem in deep learning. Our method is a simple modification to momentum SGD where we assign an individual…

Machine Learning · Computer Science 2023-06-09 Qi Qi , Yi Xu , Rong Jin , Wotao Yin , Tianbao Yang

Within the current sphere of deep learning research, despite the extensive application of optimization algorithms such as Stochastic Gradient Descent (SGD) and Adaptive Moment Estimation (Adam), there remains a pronounced inadequacy in…

Machine Learning · Computer Science 2025-10-30 Zhifeng Wang , Longlong Li , Chunyan Zeng

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

Gradient clipping has long been considered essential for ensuring the convergence of Stochastic Gradient Descent (SGD) in the presence of heavy-tailed gradient noise. In this paper, we revisit this belief and explore whether gradient…

Machine Learning · Computer Science 2025-11-20 Tao Sun , Xinwang Liu , Kun Yuan

State-of-the-art training algorithms for deep learning models are based on stochastic gradient descent (SGD). Recently, many variations have been explored: perturbing parameters for better accuracy (such as in Extragradient), limiting SGD…

Machine Learning · Computer Science 2022-03-23 Amirkeivan Mohtashami , Martin Jaggi , Sebastian U. Stich

Stochastic gradient decent~(SGD) and its variants, including some accelerated variants, have become popular for training in machine learning. However, in all existing SGD and its variants, the sample size in each iteration~(epoch) of…

Machine Learning · Statistics 2019-09-18 Shen-Yi Zhao , Hao Gao , Wu-Jun 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 convergence in high-probability of SGD-type methods in non-convex optimization and the presence of heavy-tailed noise. To combat the heavy-tailed noise, a general black-box nonlinear framework is considered, subsuming…

Machine Learning · Statistics 2026-02-11 Aleksandar Armacki , Dragana Bajovic , Dusan Jakovetic , Soummya Kar

We analyze the landscape and training dynamics of diagonal linear networks in a linear regression task, with the network parameters being perturbed by small isotropic normal noise. The addition of such noise may be interpreted as a…

Machine Learning · Computer Science 2025-03-18 Gabriel Clara , Sophie Langer , Johannes Schmidt-Hieber

In distributed training of deep neural networks, people usually run Stochastic Gradient Descent (SGD) or its variants on each machine and communicate with other machines periodically. However, SGD might converge slowly in training some deep…

Machine Learning · Computer Science 2022-10-14 Mingrui Liu , Zhenxun Zhuang , Yunwei Lei , Chunyang Liao

Gaussian noise injections (GNIs) are a family of simple and widely-used regularisation methods for training neural networks, where one injects additive or multiplicative Gaussian noise to the network activations at every iteration of the…

Machine Learning · Statistics 2021-06-14 Alexander Camuto , Xiaoyu Wang , Lingjiong Zhu , Chris Holmes , Mert Gürbüzbalaban , Umut Şimşekli

Stochastic gradient descent (SGD) is central to deep learning, yet the dynamical origin of its preference for flatter, more generalizable solutions remains unclear. Here, by analyzing SGD learning dynamics, we identify a nonequilibrium…

Machine Learning · Computer Science 2026-01-19 Ning Yang , Yikuan Zhang , Qi Ouyang , Chao Tang , Yuhai Tu

Stochastic gradient descent (SGD) still is the workhorse for many practical problems. However, it converges slow, and can be difficult to tune. It is possible to precondition SGD to accelerate its convergence remarkably. But many attempts…

Machine Learning · Statistics 2017-02-23 Xi-Lin Li

Gradient clipping is a widely used technique in Machine Learning and Deep Learning (DL), known for its effectiveness in mitigating the impact of heavy-tailed noise, which frequently arises in the training of large language models.…

Optimization and Control · Mathematics 2025-09-30 Savelii Chezhegov , Aleksandr Beznosikov , Samuel Horváth , Eduard Gorbunov

A framework is introduced for solving a sequence of slowly changing optimization problems, including those arising in regression and classification applications, using optimization algorithms such as stochastic gradient descent (SGD). The…

Machine Learning · Computer Science 2015-09-25 Craig Wilson , Venugopal V. Veeravalli

In this paper, we introduce StochGradAdam, a novel optimizer designed as an extension of the Adam algorithm, incorporating stochastic gradient sampling techniques to improve computational efficiency while maintaining robust performance.…

Machine Learning · Computer Science 2025-03-19 Juyoung Yun

Differentially Private Stochastic Gradient Descent (DPSGD) is widely utilized to preserve training data privacy in deep learning, which first clips the gradients to a predefined norm and then injects calibrated noise into the training…

Machine Learning · Computer Science 2024-05-29 Haichao Sha , Yang Cao , Yong Liu , Yuncheng Wu , Ruixuan Liu , Hong Chen

Heavy ball momentum is crucial in accelerating (stochastic) gradient-based optimization algorithms for machine learning. Existing heavy ball momentum is usually weighted by a uniform hyperparameter, which relies on excessive tuning.…

Machine Learning · Computer Science 2021-10-19 Tao Sun , Huaming Ling , Zuoqiang Shi , Dongsheng Li , Bao Wang

Classical machine learning models such as deep neural networks are usually trained by using Stochastic Gradient Descent-based (SGD) algorithms. The classical SGD can be interpreted as a discretization of the stochastic gradient flow. In…

Optimization and Control · Mathematics 2023-10-03 Valentin Leplat , Daniil Merkulov , Aleksandr Katrutsa , Daniel Bershatsky , Olga Tsymboi , Ivan Oseledets

Distributed stochastic optimization intertwines (i) stochastic gradient noise, (ii) communication compression, and (iii) adaptive/normalized updates. While each factor has been studied in isolation, their joint effect under realistic…