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The stochastic gradient descent (SGD) algorithm has been widely used in statistical estimation for large-scale data due to its computational and memory efficiency. While most existing works focus on the convergence of the objective function…

Machine Learning · Statistics 2023-11-02 Xi Chen , Jason D. Lee , Xin T. Tong , Yichen Zhang

Asynchronous stochastic gradient descent (ASGD) is a standard way to exploit heterogeneous compute resources in distributed learning: instead of forcing fast workers to wait for slow ones, the server updates the model whenever a gradient…

Machine Learning · Computer Science 2026-05-14 Ammar Mahran , Artavazd Maranjyan , Peter Richtárik

We address the challenge of estimating the learning rate for adaptive gradient methods used in training deep neural networks. While several learning-rate-free approaches have been proposed, they are typically tailored for steepest descent.…

Machine Learning · Computer Science 2024-01-09 Min-Kook Suh , Seung-Woo Seo

The vast majority of successful deep neural networks are trained using variants of stochastic gradient descent (SGD) algorithms. Recent attempts to improve SGD can be broadly categorized into two approaches: (1) adaptive learning rate…

Machine Learning · Computer Science 2019-12-04 Michael R. Zhang , James Lucas , Geoffrey Hinton , Jimmy Ba

Working with any gradient-based machine learning algorithm involves the tedious task of tuning the optimizer's hyperparameters, such as its step size. Recent work has shown how the step size can itself be optimized alongside the model…

Machine Learning · Computer Science 2022-10-18 Kartik Chandra , Audrey Xie , Jonathan Ragan-Kelley , Erik Meijer

With the vigorous development of artificial intelligence technology, various engineering technology applications have been implemented one after another. The gradient descent method plays an important role in solving various optimization…

Machine Learning · Computer Science 2021-04-27 Jinhuan Duan , Xianxian Li , Shiqi Gao , Jinyan Wang , Zili Zhong

We propose a Stochastic Gradient Descent (SGD)-type algorithm for Personalized Federated Learning which can be particularly attractive for mobile energy-limited regimes due to its low per-client computational cost. The model to be trained…

Machine Learning · Computer Science 2025-12-15 Sotirios Nikoloutsopoulos , Iordanis Koutsopoulos , Michalis K. Titsias

The fluctuation effect of gradient expectation and variance caused by parameter update between consecutive iterations is neglected or confusing by current mainstream gradient optimization algorithms.Using this fluctuation effect, combined…

Machine Learning · Statistics 2022-02-23 Aixiang , Chen , Jinting Zhang , Zanbo Zhang , Zhihong Li

Large-scale optimization problems require algorithms both effective and efficient. One such popular and proven algorithm is Stochastic Gradient Descent which uses first-order gradient information to solve these problems. This paper studies…

Optimization and Control · Mathematics 2021-11-11 Theodoros Mamalis , Dusan Stipanovic , Petros Voulgaris

We study optimization algorithms based on variance reduction for stochastic gradient descent (SGD). Remarkable recent progress has been made in this direction through development of algorithms like SAG, SVRG, SAGA. These algorithms have…

Machine Learning · Computer Science 2016-01-26 Sashank J. Reddi , Ahmed Hefny , Suvrit Sra , Barnabás Póczos , Alex Smola

Stochastic Gradient Descent (SGD) is a fundamental algorithm in machine learning, representing the optimization backbone for training several classic models, from regression to neural networks. Given the recent practical focus on…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-06-25 Dan Alistarh , Christopher De Sa , Nikola Konstantinov

Natural gradient descent (NGD) provided deep insights and powerful tools to deep neural networks. However the computation of Fisher information matrix becomes more and more difficult as the network structure turns large and complex. This…

Machine Learning · Computer Science 2021-09-22 Weihua Liu , Xiabi Liu

Adaptive optimizers, such as Adam, have achieved remarkable success in deep learning. A key component of these optimizers is the so-called preconditioning matrix, providing enhanced gradient information and regulating the step size of each…

Machine Learning · Computer Science 2024-12-10 Yun Yue , Zhiling Ye , Jiadi Jiang , Yongchao Liu , Ke Zhang

The optimization algorithms are crucial in training physics-informed neural networks (PINNs), as unsuitable methods may lead to poor solutions. Compared to the common gradient descent (GD) algorithm, implicit gradient descent (IGD)…

Machine Learning · Computer Science 2025-08-04 Xianliang Xu , Ting Du , Wang Kong , Bin Shan , Ye Li , Zhongyi Huang

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

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

Deep neural networks suffer from catastrophic forgetting when learning multiple knowledge sequentially, and a growing number of approaches have been proposed to mitigate this problem. Some of these methods achieved considerable performance…

Machine Learning · Computer Science 2021-07-14 Zhongzhan Huang , Mingfu Liang , Senwei Liang , Wei He

Previous works on stochastic gradient descent (SGD) often focus on its success. In this work, we construct worst-case optimization problems illustrating that, when not in the regimes that the previous works often assume, SGD can exhibit…

Machine Learning · Computer Science 2023-05-30 Liu Ziyin , Botao Li , James B. Simon , Masahito Ueda

Learning rate scheduling plays a critical role in the optimization of deep neural networks, directly influencing convergence speed, stability, and generalization. While existing schedulers such as cosine annealing, cyclical learning rates,…

Machine Learning · Computer Science 2026-03-05 Ayush K. Varshney , Šarūnas Girdzijauskas , Konstantinos Vandikas , Aneta Vulgarakis Feljan

The performance of an optimizer on large-scale deep learning models depends critically on fine-tuning the learning rate, often requiring an extensive grid search over base learning rates, schedules, and other hyperparameters. In this paper,…

Machine Learning · Computer Science 2025-06-11 Ruichen Jiang , Ali Kavis , Aryan Mokhtari