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Stochastic Gradient Descent (SGD) is a popular optimization method which has been applied to many important machine learning tasks such as Support Vector Machines and Deep Neural Networks. In order to parallelize SGD, minibatch training is…

Machine Learning · Statistics 2014-05-14 Peilin Zhao , Tong Zhang

In this paper, we study the stochastic gradient descent (SGD) method for the nonconvex nonsmooth optimization, and propose an accelerated SGD method by combining the variance reduction technique with Nesterov's extrapolation technique.…

Optimization and Control · Mathematics 2019-02-18 Feihu Huang , Songcan Chen

With the vigorous development of artificial intelligence technology, various engineering technology applications have been implemented one after another. The gradient descent method plays an important role in solving various optimization…

Machine Learning · Computer Science 2021-04-27 Jinhuan Duan , Xianxian Li , Shiqi Gao , Jinyan Wang , Zili Zhong

Stochastic gradient descent updates parameters with summation gradient computed from a random data batch. This summation will lead to unbalanced training process if the data we obtained is unbalanced. To address this issue, this paper takes…

Machine Learning · Computer Science 2019-05-22 Tao Yi , Xingxuan Wang

Asynchronous methods are widely used in deep learning, but have limited theoretical justification when applied to non-convex problems. We show that running stochastic gradient descent (SGD) in an asynchronous manner can be viewed as adding…

Machine Learning · Statistics 2016-11-28 Ioannis Mitliagkas , Ce Zhang , Stefan Hadjis , Christopher Ré

In this paper, we propose a simple variant of the original SVRG, called variance reduced stochastic gradient descent (VR-SGD). Unlike the choices of snapshot and starting points in SVRG and its proximal variant, Prox-SVRG, the two vectors…

Machine Learning · Computer Science 2018-10-31 Fanhua Shang , Kaiwen Zhou , Hongying Liu , James Cheng , Ivor W. Tsang , Lijun Zhang , Dacheng Tao , Licheng Jiao

Stochastic gradient descent (SGD) is a ubiquitous algorithm for a variety of machine learning problems. Researchers and industry have developed several techniques to optimize SGD's runtime performance, including asynchronous execution and…

Machine Learning · Computer Science 2015-10-06 Christopher De Sa , Ce Zhang , Kunle Olukotun , Christopher Ré

This paper investigates different vector step-size adaptation approaches for non-stationary online, continual prediction problems. Vanilla stochastic gradient descent can be considerably improved by scaling the update with a vector of…

Machine Learning · Computer Science 2019-12-16 Andrew Jacobsen , Matthew Schlegel , Cameron Linke , Thomas Degris , Adam White , Martha White

We consider distributed optimization under communication constraints for training deep learning models. We propose a new algorithm, whose parameter updates rely on two forces: a regular gradient step, and a corrective direction dictated by…

Machine Learning · Computer Science 2022-04-29 Yunfei Teng , Wenbo Gao , Francois Chalus , Anna Choromanska , Donald Goldfarb , Adrian Weller

Distributed gradient descent (DGD) is an efficient way of implementing gradient descent (GD), especially for large data sets, by dividing the computation tasks into smaller subtasks and assigning to different computing servers (CSs) to be…

Information Theory · Computer Science 2018-11-29 Emre Ozfatura , Deniz Gunduz , Sennur Ulukus

Stochastic gradient descent (SGD) and its variants are the main workhorses for solving large-scale optimization problems with nonconvex objective functions. Although the convergence of SGDs in the (strongly) convex case is well-understood,…

Machine Learning · Computer Science 2023-10-20 Aritra Dutta , El Houcine Bergou , Soumia Boucherouite , Nicklas Werge , Melih Kandemir , Xin Li

Stochastic gradient descent (SGD) has taken the stage as the primary workhorse for large-scale machine learning. It is often used with its adaptive variants such as AdaGrad, Adam, and AMSGrad. This paper proposes an adaptive stochastic…

Machine Learning · Computer Science 2021-01-01 Tianyi Chen , Ziye Guo , Yuejiao Sun , Wotao Yin

This paper proposes a novel parallel stochastic gradient descent (SGD) method that is obtained by applying parallel sets of SGD iterations (each set operating on one node using the data residing in it) for finding the direction in each…

Machine Learning · Computer Science 2013-11-05 Dhruv Mahajan , S. Sathiya Keerthi , S. Sundararajan , Leon Bottou

Distributed-memory implementations of numerical optimization algorithm, such as stochastic gradient descent (SGD), require interprocessor communication at every iteration of the algorithm. On modern distributed-memory clusters where…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-01-14 Aditya Devarakonda , Ramakrishnan Kannan

The convergence of SGD based distributed training algorithms is tied to the data distribution across workers. Standard partitioning techniques try to achieve equal-sized partitions with per-class population distribution in proportion to the…

Machine Learning · Computer Science 2023-09-20 Haoze He , Parijat Dube

The article discusses distributed gradient-descent algorithms for computing local and global minima in nonconvex optimization. For local optimization, we focus on distributed stochastic gradient descent (D-SGD)--a simple network-based…

Optimization and Control · Mathematics 2020-09-17 Brian Swenson , Soummya Kar , H. Vincent Poor , José M. F. Moura , Aaron Jaech

In distributed training of deep neural networks, parallel mini-batch SGD is widely used to speed up the training process by using multiple workers. It uses multiple workers to sample local stochastic gradient in parallel, aggregates all…

Optimization and Control · Mathematics 2018-11-19 Hao Yu , Sen Yang , Shenghuo Zhu

We propose a general framework for distributed stochastic optimization under delayed gradient models. In this setting, $n$ local agents leverage their own data and computation to assist a central server in minimizing a global objective…

Optimization and Control · Mathematics 2026-03-04 Xinran Zheng , Tara Javidi , Behrouz Touri

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

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