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Stochastic gradient descent (SGD) is a powerful optimization technique that is particularly useful in online learning scenarios. Its convergence analysis is relatively well understood under the assumption that the data samples are…

Machine Learning · Computer Science 2024-10-03 Ethan Che , Jing Dong , Xin T. Tong

We introduce a novel algorithm for gradient-based optimization of stochastic objective functions. The method may be seen as a variant of SGD with momentum equipped with an adaptive learning rate automatically adjusted by an 'energy'…

Optimization and Control · Mathematics 2022-03-24 Hailiang Liu , Xuping Tian

Stochastic Gradient Descent (SGD) and its variants are the most used algorithms in machine learning applications. In particular, SGD with adaptive learning rates and momentum is the industry standard to train deep networks. Despite the…

Machine Learning · Statistics 2020-07-29 Xiaoyu Li , Francesco Orabona

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

Commonly used optimization algorithms often show a trade-off between good generalization and fast training times. For instance, stochastic gradient descent (SGD) tends to have good generalization; however, adaptive gradient methods have…

Machine Learning · Computer Science 2023-06-14 Aditya Cowsik , Tankut Can , Paolo Glorioso

Background: Recent developments have made it possible to accelerate neural networks training significantly using large batch sizes and data parallelism. Training in an asynchronous fashion, where delay occurs, can make training even more…

Machine Learning · Computer Science 2020-02-14 Niv Giladi , Mor Shpigel Nacson , Elad Hoffer , Daniel Soudry

We give a sharp convergence rate for the asynchronous stochastic gradient descent (ASGD) algorithms when the loss function is a perturbed quadratic function based on the stochastic modified equations introduced in [An et al. Stochastic…

Numerical Analysis · Mathematics 2020-01-27 Yuhua Zhu , Lexing Ying

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

Distributed Stochastic Gradient Descent (SGD) when run in a synchronous manner, suffers from delays in runtime as it waits for the slowest workers (stragglers). Asynchronous methods can alleviate stragglers, but cause gradient staleness…

Machine Learning · Statistics 2020-03-25 Sanghamitra Dutta , Jianyu Wang , Gauri Joshi

The performance of fully synchronized distributed systems has faced a bottleneck due to the big data trend, under which asynchronous distributed systems are becoming a major popularity due to their powerful scalability. In this paper, we…

Machine Learning · Statistics 2019-10-01 Jayanth Regatti , Gaurav Tendolkar , Yi Zhou , Abhishek Gupta , Yingbin Liang

Synchronous federated learning scales poorly due to the straggler effect. Asynchronous algorithms increase the update throughput by processing updates upon arrival, but they introduce two fundamental challenges: gradient staleness, which…

Machine Learning · Computer Science 2026-03-30 Abdelkrim Alahyane , Céline Comte , Matthieu Jonckheere

Recent work has established an empirically successful framework for adapting learning rates for stochastic gradient descent (SGD). This effectively removes all needs for tuning, while automatically reducing learning rates over time on…

Machine Learning · Computer Science 2013-03-28 Tom Schaul , Yann LeCun

In order to extract the best possible performance from asynchronous stochastic gradient descent one must increase the mini-batch size and scale the learning rate accordingly. In order to achieve further speedup we introduce a technique that…

Computation and Language · Computer Science 2018-09-17 Nikolay Bogoychev , Marcin Junczys-Dowmunt , Kenneth Heafield , Alham Fikri Aji

Asynchronous distributed stochastic gradient descent methods have trouble converging because of stale gradients. A gradient update sent to a parameter server by a client is stale if the parameters used to calculate that gradient have since…

Machine Learning · Statistics 2016-01-18 Augustus Odena

Stochastic gradient descent (\textsc{Sgd}) methods are the most powerful optimization tools in training machine learning and deep learning models. Moreover, acceleration (a.k.a. momentum) methods and diagonal scaling (a.k.a. adaptive…

Machine Learning · Statistics 2018-10-02 Qi Deng , Yi Cheng , Guanghui Lan

Stochastic Gradient Descent (SGD) is widely used in machine learning research. Previous convergence analyses of SGD under the vanishing step-size setting typically require Robbins-Monro conditions. However, in practice, a wider variety of…

Machine Learning · Computer Science 2025-04-18 Ruinan Jin , Difei Cheng , Hong Qiao , Xin Shi , Shaodong Liu , Bo Zhang

Distributed Stochastic Gradient Descent (SGD) when run in a synchronous manner, suffers from delays in waiting for the slowest learners (stragglers). Asynchronous methods can alleviate stragglers, but cause gradient staleness that can…

Machine Learning · Statistics 2018-05-11 Sanghamitra Dutta , Gauri Joshi , Soumyadip Ghosh , Parijat Dube , Priya Nagpurkar

Stochastic Gradient Descent (SGD) and its momentum variants form the backbone of deep learning optimization, yet the underlying dynamics of their gradient behavior remain insufficiently understood. In this work, we reinterpret gradient…

Machine Learning · Computer Science 2026-03-09 Zhipeng Yao , Rui Yu , Guisong Chang , Ying Li , Yu Zhang , Dazhou Li

Local stochastic gradient descent (Local-SGD), also referred to as federated averaging, is an approach to distributed optimization where each device performs more than one SGD update per communication. This work presents an empirical study…

Stochastic gradient algorithms are often unstable when applied to functions that do not have Lipschitz-continuous and/or bounded gradients. Gradient clipping is a simple and effective technique to stabilize the training process for problems…

Optimization and Control · Mathematics 2021-06-11 Vien V. Mai , Mikael Johansson