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Restart techniques are common in gradient-free optimization to deal with multimodal functions. Partial warm restarts are also gaining popularity in gradient-based optimization to improve the rate of convergence in accelerated gradient…

Machine Learning · Computer Science 2017-05-04 Ilya Loshchilov , Frank Hutter

Deep neural networks have been shown to achieve state-of-the-art performance in several machine learning tasks. Stochastic Gradient Descent (SGD) is the preferred optimization algorithm for training these networks and asynchronous SGD…

Machine Learning · Computer Science 2016-04-06 Wei Zhang , Suyog Gupta , Xiangru Lian , Ji Liu

The scalability of Distributed Stochastic Gradient Descent (SGD) is today limited by communication bottlenecks. We propose a novel SGD variant: Communication-efficient SGD with Error Reset, or CSER. The key idea in CSER is first a new…

Machine Learning · Computer Science 2020-12-08 Cong Xie , Shuai Zheng , Oluwasanmi Koyejo , Indranil Gupta , Mu Li , Haibin Lin

Stochastic gradient descent (SGD) with constant momentum and its variants such as Adam are the optimization algorithms of choice for training deep neural networks (DNNs). Since DNN training is incredibly computationally expensive, there is…

Machine Learning · Computer Science 2020-04-28 Bao Wang , Tan M. Nguyen , Andrea L. Bertozzi , Richard G. Baraniuk , Stanley J. Osher

When applied to training deep neural networks, stochastic gradient descent (SGD) often incurs steady progression phases, interrupted by catastrophic episodes in which loss and gradient norm explode. A possible mitigation of such events is…

Machine Learning · Statistics 2017-09-06 Alice Schoenauer-Sebag , Marc Schoenauer , Michèle Sebag

Stochastic gradient descent (SGD), which updates the model parameters by adding a local gradient times a learning rate at each step, is widely used in model training of machine learning algorithms such as neural networks. It is observed…

Machine Learning · Computer Science 2017-06-01 Chang Xu , Tao Qin , Gang Wang , Tie-Yan Liu

The performance of mini-batch stochastic gradient descent (SGD) strongly depends on setting the batch size and learning rate to minimize the empirical loss in training the deep neural network. In this paper, we present theoretical analyses…

Machine Learning · Computer Science 2025-02-17 Hikaru Umeda , Hideaki Iiduka

The performance of stochastic gradient descent (SGD) depends critically on how learning rates are tuned and decreased over time. We propose a method to automatically adjust multiple learning rates so as to minimize the expected error at any…

Machine Learning · Statistics 2013-02-19 Tom Schaul , Sixin Zhang , Yann LeCun

Stochastic gradient descent (SGD) is a standard optimization method to minimize a training error with respect to network parameters in modern neural network learning. However, it typically suffers from proliferation of saddle points in the…

Machine Learning · Computer Science 2017-11-23 Haiping Huang , Taro Toyoizumi

The learning rate is an important tuning parameter for stochastic gradient descent (SGD) and can greatly influence its performance. However, appropriate selection of a learning rate schedule across all iterations typically requires a…

Machine Learning · Computer Science 2025-05-29 Nikola Surjanovic , Alexandre Bouchard-Côté , Trevor Campbell

Despite exceptional achievements, training neural networks remains computationally expensive and is often plagued by instabilities that can degrade convergence. While learning rate schedules can help mitigate these issues, finding optimal…

Machine Learning · Computer Science 2026-03-30 Benoit Dherin , Benny Avelin , Anders Karlsson , Hanna Mazzawi , Javier Gonzalvo , Michael Munn

Convergence detection of iterative stochastic optimization methods is of great practical interest. This paper considers stochastic gradient descent (SGD) with a constant learning rate and momentum. We show that there exists a transient…

Machine Learning · Computer Science 2020-08-28 Jerry Chee , Ping Li

This paper proposes SplitSGD, a new dynamic learning rate schedule for stochastic optimization. This method decreases the learning rate for better adaptation to the local geometry of the objective function whenever a stationary phase is…

Machine Learning · Statistics 2024-02-20 Matteo Sordello , Niccolò Dalmasso , Hangfeng He , Weijie Su

Stochastic Gradient Descent (SGD) is a workhorse in machine learning, yet its slow convergence can be a computational bottleneck. Variance reduction techniques such as SAG, SVRG and SAGA have been proposed to overcome this weakness,…

Machine Learning · Computer Science 2016-02-29 Thomas Hofmann , Aurelien Lucchi , Simon Lacoste-Julien , Brian McWilliams

Stochastic gradient descent (SGD), which dates back to the 1950s, is one of the most popular and effective approaches for performing stochastic optimization. Research on SGD resurged recently in machine learning for optimizing convex loss…

Machine Learning · Computer Science 2019-12-24 Jie Chen , Ronny Luss

Stochastic Gradient Descent (SGD) is the most popular algorithm for training deep neural networks (DNNs). As larger networks and datasets cause longer training times, training on distributed systems is common and distributed SGD variants,…

Machine Learning · Computer Science 2019-06-17 Kwangmin Yu , Thomas Flynn , Shinjae Yoo , Nicholas D'Imperio

In this paper, we consider a general stochastic optimization problem which is often at the core of supervised learning, such as deep learning and linear classification. We consider a standard stochastic gradient descent (SGD) method with a…

Machine Learning · Statistics 2018-12-27 Lam M. Nguyen , Nam H. Nguyen , Dzung T. Phan , Jayant R. Kalagnanam , Katya Scheinberg

Stochastic gradient descent (SGD) is a widely used algorithm in machine learning, particularly for neural network training. Recent studies on SGD for canonical quadratic optimization or linear regression show it attains well generalization…

Machine Learning · Computer Science 2024-09-17 Haihan Zhang , Yuanshi Liu , Qianwen Chen , Cong Fang

SGD is the widely adopted method to train CNN. Conceptually it approximates the population with a randomly sampled batch; then it evenly trains batches by conducting a gradient update on every batch in an epoch. In this paper, we…

Machine Learning · Computer Science 2017-03-29 Linnan Wang , Yi Yang , Martin Renqiang Min , Srimat Chakradhar

Neural networks are usually trained by some form of stochastic gradient descent (SGD)). A number of strategies are in common use intended to improve SGD optimization, such as learning rate schedules, momentum, and batching. These are…

Neural and Evolutionary Computing · Computer Science 2015-08-13 Thomas M. Breuel
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