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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) 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

Stochastic gradient algorithms have been the main focus of large-scale learning problems and they led to important successes in machine learning. The convergence of SGD depends on the careful choice of learning rate and the amount of the…

Machine Learning · Computer Science 2015-11-03 Caglar Gulcehre , Marcin Moczulski , Yoshua Bengio

Stochastic gradient descent (SGD) is widely believed to perform implicit regularization when used to train deep neural networks, but the precise manner in which this occurs has thus far been elusive. We prove that SGD minimizes an average…

Machine Learning · Computer Science 2018-01-17 Pratik Chaudhari , Stefano Soatto

We propose a population-based Evolutionary Stochastic Gradient Descent (ESGD) framework for optimizing deep neural networks. ESGD combines SGD and gradient-free evolutionary algorithms as complementary algorithms in one framework in which…

Machine Learning · Computer Science 2018-10-17 Xiaodong Cui , Wei Zhang , Zoltán Tüske , Michael Picheny

This paper presents a novel technique based on gradient boosting to train the final layers of a neural network (NN). Gradient boosting is an additive expansion algorithm in which a series of models are trained sequentially to approximate a…

Machine Learning · Computer Science 2023-05-05 Seyedsaman Emami , Gonzalo Martínez-Muñoz

Neural network has attracted great attention for a long time and many researchers are devoted to improve the effectiveness of neural network training algorithms. Though stochastic gradient descent (SGD) and other explicit gradient-based…

Optimization and Control · Mathematics 2020-02-11 Ren Liu , Xiaoqun Zhang

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

Recently many first and second order variants of SGD have been proposed to facilitate training of Deep Neural Networks (DNNs). A common limitation of these works stem from the fact that they use the same learning rate across all instances…

Machine Learning · Computer Science 2021-05-31 Shreyas Saxena , Nidhi Vyas , Dennis DeCoste

While stochastic gradient descent (SGD) and variants have been surprisingly successful for training deep nets, several aspects of the optimization dynamics and generalization are still not well understood. In this paper, we present new…

Machine Learning · Computer Science 2019-07-26 Xinyan Li , Qilong Gu , Yingxue Zhou , Tiancong Chen , Arindam Banerjee

Learning a deep neural network requires solving a challenging optimization problem: it is a high-dimensional, non-convex and non-smooth minimization problem with a large number of terms. The current practice in neural network optimization…

Machine Learning · Computer Science 2021-02-23 Leonard Berrada , Andrew Zisserman , M. Pawan Kumar

Stochastic optimization is a cornerstone of modern machine learning. This paper studies the generalization performance of two classical stochastic optimization algorithms: stochastic gradient descent (SGD) and Nesterov's accelerated…

Machine Learning · Computer Science 2026-03-20 Shaojie Li , Pengwei Tang , Yong Liu

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

Neural networks are achieving state of the art and sometimes super-human performance on learning tasks across a variety of domains. Whenever these problems require learning in a continual or sequential manner, however, neural networks…

Machine Learning · Computer Science 2019-10-17 Mehrdad Farajtabar , Navid Azizan , Alex Mott , Ang Li

Gradient-based iterative optimization methods are the workhorse of modern machine learning. They crucially rely on careful tuning of parameters like learning rate and momentum. However, one typically sets them using heuristic approaches…

Machine Learning · Computer Science 2025-12-05 Dravyansh Sharma

Focusing on the practical configuration needs of optimization algorithms in deep learning, this article concentrates on five major algorithms: SGD, Mini-batch SGD, Momentum, Adam, and Lion. It systematically analyzes the core advantages,…

Machine Learning · Computer Science 2025-11-27 Deng Fucheng , Wang Wanjie , Gong Ao , Wang Xiaoqi , Wang Fan

The performance of a deep neural network is highly dependent on its training, and finding better local optimal solutions is the goal of many optimization algorithms. However, existing optimization algorithms show a preference for descent…

Computer Vision and Pattern Recognition · Computer Science 2019-12-06 Huangxing Lin , Weihong Zeng , Xinghao Ding , Yue Huang , Chenxi Huang , John Paisley

With the fast development of deep learning, it has become common to learn big neural networks using massive training data. Asynchronous Stochastic Gradient Descent (ASGD) is widely adopted to fulfill this task for its efficiency, which is,…

Machine Learning · Computer Science 2020-02-19 Shuxin Zheng , Qi Meng , Taifeng Wang , Wei Chen , Nenghai Yu , Zhi-Ming Ma , Tie-Yan Liu

With advances in deep learning, exponential data growth and increasing model complexity, developing efficient optimization methods are attracting much research attention. Several implementations favor the use of Conjugate Gradient (CG) and…

Machine Learning · Computer Science 2020-03-02 Buse Melis Ozyildirim , Mariam Kiran

Stochastic gradient descent (SGD) optimization methods such as the plain vanilla SGD method and the popular Adam optimizer are nowadays the method of choice in the training of artificial neural networks (ANNs). Despite the remarkable…

Optimization and Control · Mathematics 2024-02-09 Arnulf Jentzen , Adrian Riekert