相关论文: Anytime Stochastic Gradient Descent: A Time to Hea…

We consider the stochastic gradient descent (SGD) algorithm driven by a general stochastic sequence, including i.i.d noise and random walk on an arbitrary graph, among others; and analyze it in the asymptotic sense. Specifically, we employ…

In this paper, we study the performance of a large family of SGD variants in the smooth nonconvex regime. To this end, we propose a generic and flexible assumption capable of accurate modeling of the second moment of the stochastic…

Distributed data-parallel algorithms aim to accelerate the training of deep neural networks by parallelizing the computation of large mini-batch gradient updates across multiple nodes. Approaches that synchronize nodes using exact…

One of the most widely used methods for solving large-scale stochastic optimization problems is distributed asynchronous stochastic gradient descent (DASGD), a family of algorithms that result from parallelizing stochastic gradient descent…

In this paper, we examine the time it takes for stochastic gradient descent (SGD) to reach the global minimum of a general, non-convex loss function. We approach this question through the lens of randomly perturbed dynamical systems and…

Stochastic gradient descent (SGD) is a cornerstone algorithm for high-dimensional optimization, renowned for its empirical successes. Recent theoretical advances have provided a deep understanding of how SGD enables feature learning in…

Huge scale machine learning problems are nowadays tackled by distributed optimization algorithms, i.e. algorithms that leverage the compute power of many devices for training. The communication overhead is a key bottleneck that hinders…

Stochastic gradient descent (SGD) is a simple and popular method to solve stochastic optimization problems which arise in machine learning. For strongly convex problems, its convergence rate was known to be O(\log(T)/T), by running SGD for…

This work characterizes the benefits of averaging schemes widely used in conjunction with stochastic gradient descent (SGD). In particular, this work provides a sharp analysis of: (1) mini-batching, a method of averaging many samples of a…

Cloud computing is becoming increasingly popular as a platform for distributed training of deep neural networks. Synchronous stochastic gradient descent (SSGD) suffers from substantial slowdowns due to stragglers if the environment is…

Master-worker distributed computing systems use task replication in order to mitigate the effect of slow workers, known as stragglers. Tasks are grouped into batches and assigned to one or more workers for execution. We first consider the…

In this paper we analyze the behaviour of the stochastic gradient descent (SGD), a widely used method in supervised learning for optimizing neural network weights via a minimization of non-convex loss functions. Since the pioneering work of…

This study investigates leveraging stochastic gradient descent (SGD) to learn operators between general Hilbert spaces. We propose weak and strong regularity conditions for the target operator to depict its intrinsic structure and…

Stochastic gradient descent (SGD) is a workhorse algorithm for solving large-scale optimization problems in data science and machine learning. Understanding the convergence of SGD is hence of fundamental importance. In this work we examine…

To reduce the long training time of large deep neural network (DNN) models, distributed synchronous stochastic gradient descent (S-SGD) is commonly used on a cluster of workers. However, the speedup brought by multiple workers is limited by…

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…

Slow working nodes, known as stragglers, can greatly reduce the speed of distributed computation. Coded matrix multiplication is a recently introduced technique that enables straggler-resistant distributed multiplication of large matrices.…

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…

Stochastic gradient descent (SGD) is the optimization algorithm of choice in many machine learning applications such as regularized empirical risk minimization and training deep neural networks. The classical convergence analysis of SGD is…

We analyze a batched variant of Stochastic Gradient Descent (SGD) with weighted sampling distribution for smooth and non-smooth objective functions. We show that by distributing the batches computationally, a significant speedup in the…