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The plain stochastic gradient descent and momentum stochastic gradient descent have extremely wide applications in deep learning due to their simple settings and low computational complexity. The momentum stochastic gradient descent uses…

Machine Learning · Computer Science 2021-06-15 Kun Zeng , Jinlan Liu , Zhixia Jiang , Dongpo Xu

Stochastic gradient descent (SGD) optimization algorithms are key ingredients in a series of machine learning applications. In this article we perform a rigorous strong error analysis for SGD optimization algorithms. In particular, we prove…

Numerical Analysis · Mathematics 2020-10-05 Arnulf Jentzen , Benno Kuckuck , Ariel Neufeld , Philippe von Wurstemberger

The presence of uncertainty in material properties and geometry of a structure is ubiquitous. The design of robust engineering structures, therefore, needs to incorporate uncertainty in the optimization process. Stochastic gradient descent…

Optimization and Control · Mathematics 2019-11-26 Subhayan De , Kurt Maute , Alireza Doostan

We consider stochastic convex optimization problems where the objective is an expectation over smooth functions. For this setting we suggest a novel gradient estimate that combines two recent mechanism that are related to notion of…

Machine Learning · Computer Science 2025-03-06 Tehila Dahan , Kfir Y. Levy

Quantum error mitigation (QEM) has emerged as a powerful tool for the extraction of useful quantum information from quantum devices. Here, we introduce the Subspace Noise Tailoring (SNT) algorithm, which efficiently combines the cheap cost…

We introduce data structures for solving robust regression through stochastic gradient descent (SGD) by sampling gradients with probability proportional to their norm, i.e., importance sampling. Although SGD is widely used for large scale…

Machine Learning · Computer Science 2022-07-19 Sepideh Mahabadi , David P. Woodruff , Samson Zhou

Stochastic Gradient Descent (SGD) is one of the most widely used techniques for online optimization in machine learning. In this work, we accelerate SGD by adaptively learning how to sample the most useful training examples at each time…

Machine Learning · Computer Science 2016-03-16 Guillaume Bouchard , Théo Trouillon , Julien Perez , Adrien Gaidon

Quantum system characterization techniques represent the front line in the identification and mitigation of noise in quantum computing, but can be expensive in terms of quantum resources and time to repeatedly employ. Another challenging…

Quantum Physics · Physics 2021-01-20 Gregory A. L. White , Charles D. Hill , Lloyd C. L. Hollenberg

In this paper, we investigate the theoretical properties of stochastic gradient descent (SGD) for statistical inference in the context of nonconvex optimization problems, which have been relatively unexplored compared to convex settings.…

Machine Learning · Statistics 2023-06-06 Yanjie Zhong , Todd Kuffner , Soumendra Lahiri

We discuss a Quantum Non-Demolition Measurement (QNDM) protocol to estimate the derivatives of a cost function with a quantum computer. %This is a key step for the implementation of variational quantum circuits. The cost function, which is…

Quantum Physics · Physics 2023-06-07 Paolo Solinas , Simone Caletti , Giovanni Minuto

We propose mS2GD: a method incorporating a mini-batching scheme for improving the theoretical complexity and practical performance of semi-stochastic gradient descent (S2GD). We consider the problem of minimizing a strongly convex function…

Machine Learning · Computer Science 2016-04-20 Jakub Konečný , Jie Liu , Peter Richtárik , Martin Takáč

Quantum computing not only holds the potential to solve long-standing problems in quantum physics, but also to offer speed-ups across a broad spectrum of other fields. However, due to the noise and the limited scale of current quantum…

Quantum Physics · Physics 2024-03-05 Julien Gacon

Stein Variational Gradient Descent (SVGD) is a popular variational inference algorithm which simulates an interacting particle system to approximately sample from a target distribution, with impressive empirical performance across various…

Machine Learning · Statistics 2023-10-09 Aniket Das , Dheeraj Nagaraj

We present a hardware-efficient optimization scheme for quantum chemistry calculations, utilizing the Sampled Quantum Diagonalization (SQD) method. Our algorithm, optimized SQD (SQDOpt), combines the classical Davidson method technique with…

Quantum Physics · Physics 2025-03-05 Nora Bauer , Kübra Yeter-Aydeniz , George Siopsis

In deep learning, stochastic gradient descent (SGD) and its momentum-based variants are widely used for optimization. However, the internal dynamics of these methods remain underexplored. In this paper, we analyze gradient behavior through…

Machine Learning · Computer Science 2025-03-11 Zhipeng Yao , Rui Yu , Guisong Chang , Ying Li , Yu Zhang , Dazhou Li

Stochastic Gradient Descent (SGD) is a known stochastic iterative method popular for large-scale convex optimization problems due to its simple implementation and scalability. Some objectives, such as those found in complex-valued neural…

Machine Learning · Computer Science 2026-05-26 Natanael Alpay , Emeric Battaglia

Stochastic gradient descent (SGD) is the main approach for training deep networks: it moves towards the optimum of the cost function by iteratively updating the parameters of a model in the direction of the gradient of the loss evaluated on…

Machine Learning · Computer Science 2021-03-30 Loris Nanni , Gianluca Maguolo , Alessandra Lumini

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

Stochastic gradient descent (SGD) is a fundamental optimization algorithm widely used in modern machine learning. In this paper, we propose Factor-Augmented SGD (FSGD), a new optimization method that leverages latent factor representations…

Machine Learning · Statistics 2026-05-20 Shubo Li , Yuefeng Han , Xiufan Yu

Stochastic Gradient Descent (SGD) methods see many uses in optimization problems. Modifications to the algorithm, such as momentum-based SGD methods have been known to produce better results in certain cases. Much of this, however, is due…

Machine Learning · Computer Science 2025-04-22 Eric Lu