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When training neural networks, it has been widely observed that a large step size is essential in stochastic gradient descent (SGD) for obtaining superior models. However, the effect of large step sizes on the success of SGD is not well…

Machine Learning · Computer Science 2023-02-17 Amirkeivan Mohtashami , Martin Jaggi , Sebastian Stich

We consider the problem of denoising with the help of prior information taken from a database of clean signals or images. Denoising with variational methods is very efficient if a regularizer well adapted to the nature of the data is…

Machine Learning · Computer Science 2023-10-06 Hui Shi , Yann Traonmilin , J-F Aujol

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

Neural network optimization remains one of the most consequential yet poorly understood challenges in modern AI research, where improvements in training algorithms can lead to enhanced feature learning in foundation models,…

Machine Learning · Computer Science 2025-12-23 Ansh Nagwekar

Stochastic gradient descent (SGD) and its variants are widely used and highly effective optimization methods in machine learning, especially for neural network training. By using a single datum or a small subset of the data, selected…

Numerical Analysis · Mathematics 2026-01-21 Bangti Jin , Zeljko Kereta , Yuxin Xia

Stochastic gradient descent (SGD) holds as a classical method to build large scale machine learning models over big data. A stochastic gradient is typically calculated from a limited number of samples (known as mini-batch), so it…

Machine Learning · Computer Science 2016-01-14 Yadong Mu , Wei Liu , Wei Fan

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

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

We consider a variant of the stochastic gradient descent (SGD) with a random learning rate and reveal its convergence properties. SGD is a widely used stochastic optimization algorithm in machine learning, especially deep learning. Numerous…

Machine Learning · Statistics 2025-09-09 Naoki Yoshida , Shogo Nakakita , Masaaki Imaizumi

We propose a new stochastic optimization framework for empirical risk minimization problems such as those that arise in machine learning. The traditional approaches, such as (mini-batch) stochastic gradient descent (SGD), utilize an…

Machine Learning · Statistics 2020-02-04 Kenji Kawaguchi , Haihao Lu

This paper presents a new generalization error analysis for Decentralized Stochastic Gradient Descent (D-SGD) based on algorithmic stability. The obtained results overhaul a series of recent works that suggested an increased instability due…

Machine Learning · Computer Science 2024-06-14 Batiste Le Bars , Aurélien Bellet , Marc Tommasi , Kevin Scaman , Giovanni Neglia

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

Stochastic gradient descent (SGD) performed in an asynchronous manner plays a crucial role in training large-scale machine learning models. However, the generalization performance of asynchronous delayed SGD, which is an essential metric…

Machine Learning · Computer Science 2025-05-27 Xiaoge Deng , Li Shen , Shengwei Li , Tao Sun , Dongsheng Li , Dacheng Tao

In this paper, we investigate the impact of stochasticity and large stepsizes on the implicit regularisation of gradient descent (GD) and stochastic gradient descent (SGD) over diagonal linear networks. We prove the convergence of GD and…

Machine Learning · Computer Science 2023-10-26 Mathieu Even , Scott Pesme , Suriya Gunasekar , Nicolas Flammarion

Stochastic gradient descent (SGD) with stochastic momentum is popular in nonconvex stochastic optimization and particularly for the training of deep neural networks. In standard SGD, parameters are updated by improving along the path of the…

Machine Learning · Computer Science 2021-06-08 Jun-Kun Wang , Chi-Heng Lin , Jacob Abernethy

There is an increasing realization that algorithmic inductive biases are central in preventing overfitting; empirically, we often see a benign overfitting phenomenon in overparameterized settings for natural learning algorithms, such as…

Machine Learning · Computer Science 2021-10-14 Difan Zou , Jingfeng Wu , Vladimir Braverman , Quanquan Gu , Sham M. Kakade

Non-convex optimization problems are ubiquitous in machine learning, especially in Deep Learning. While such complex problems can often be successfully optimized in practice by using stochastic gradient descent (SGD), theoretical analysis…

Machine Learning · Computer Science 2022-02-21 Harsh Vardhan , Sebastian U. Stich

Generalization error bounds for deep neural networks trained by stochastic gradient descent (SGD) are derived by combining a dynamical control of an appropriate parameter norm and the Rademacher complexity estimate based on parameter norms.…

Machine Learning · Computer Science 2023-05-30 Mingze Wang , Chao Ma

Structured non-convex learning problems, for which critical points have favorable statistical properties, arise frequently in statistical machine learning. Algorithmic convergence and statistical estimation rates are well-understood for…

Machine Learning · Statistics 2020-07-31 Lu Yu , Krishnakumar Balasubramanian , Stanislav Volgushev , Murat A. Erdogdu

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
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