相关论文: Embedded hyper-parameter tuning by Simulated Annea…

We consider a class of stochastic smooth convex optimization problems under rather general assumptions on the noise in the stochastic gradient observation. As opposed to the classical problem setting in which the variance of noise is…

Deep neural networks have seen great success in recent years; however, training a deep model is often challenging as its performance heavily depends on the hyper-parameters used. In addition, finding the optimal hyper-parameter…

Stochastic Gradient Descent (SGD) is very useful in optimization problems with high-dimensional non-convex target functions, and hence constitutes an important component of several Machine Learning and Data Analytics methods. Recently there…

Despite the development of numerous adaptive optimizers, tuning the learning rate of stochastic gradient methods remains a major roadblock to obtaining good practical performance in machine learning. Rather than changing the learning rate…

We present an approach for efficiently training Gaussian Mixture Model (GMM) by Stochastic Gradient Descent (SGD) with non-stationary, high-dimensional streaming data. Our training scheme does not require data-driven parameter…

Stochastic Gradient Descent with a constant learning rate (constant SGD) simulates a Markov chain with a stationary distribution. With this perspective, we derive several new results. (1) We show that constant SGD can be used as an…

The non-asymptotic analysis of Stochastic Gradient Descent (SGD) typically yields bounds that decompose into a bias term and a variance term. In this work, we focus on the bias component and study the extent to which SGD can match the…

Despite plenty of efforts focusing on improving the domain adaptation ability (DA) under unsupervised or few-shot semi-supervised settings, recently the solution of active learning started to attract more attention due to its suitability in…

We study the Stochastic Gradient Descent (SGD) method in nonconvex optimization problems from the point of view of approximating diffusion processes. We prove rigorously that the diffusion process can approximate the SGD algorithm weakly…

We propose mS2GD: a method incorporating a mini-batching scheme for improving the theoretical complexity and practical performance of semi-stochastic gradient descent (S2GD). We consider the problem of minimizing a strongly convex function…

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…

Stochastic Gradient Descent or SGD is the most popular optimization algorithm for large-scale problems. SGD estimates the gradient by uniform sampling with sample size one. There have been several other works that suggest faster epoch-wise…

Recently, sharpness-aware minimization (SAM) has attracted much attention because of its surprising effectiveness in improving generalization performance. However, compared to stochastic gradient descent (SGD), it is more prone to getting…

Stochastic gradient descent (SGD) and its variants have established themselves as the go-to algorithms for large-scale machine learning problems with independent samples due to their generalization performance and intrinsic computational…

Stochastic Gradient Descent (SGD) has played a central role in machine learning. However, it requires a carefully hand-picked stepsize for fast convergence, which is notoriously tedious and time-consuming to tune. Over the last several…

Distributed stochastic gradient descent (SGD) is essential for scaling the machine learning algorithms to a large number of computing nodes. However, the infrastructures variability such as high communication delay or random node slowdown…

In this paper, we introduce the tamed stochastic gradient descent method (TSGD) for optimization problems. Inspired by the tamed Euler scheme, which is a commonly used method within the context of stochastic differential equations, TSGD is…

Momentum-based acceleration of stochastic gradient descent (SGD) is widely used in deep learning. We propose the quasi-hyperbolic momentum algorithm (QHM) as an extremely simple alteration of momentum SGD, averaging a plain SGD step with a…

Machine learning, especially deep neural networks, has been rapidly developed in fields including computer vision, speech recognition and reinforcement learning. Although Mini-batch SGD is one of the most popular stochastic optimization…

Classically, ML models trained with stochastic gradient descent (SGD) are designed to minimize the average loss per example and use a distribution of training examples that remains {\em static} in the course of training. Research in recent…