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相关论文: Ridge Rider: Finding Diverse Solutions by Followin…

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Ridge Rider (RR) is an algorithm for finding diverse solutions to optimization problems by following eigenvectors of the Hessian ("ridges"). RR is designed for conservative gradient systems (i.e., settings involving a single loss function),…

计算机科学与博弈论 · 计算机科学 2021-12-30 Jonathan Lorraine , Paul Vicol , Jack Parker-Holder , Tal Kachman , Luke Metz , Jakob Foerster

Stochastic gradient descent (SGD) provides a simple and efficient way to solve a broad range of machine learning problems. Here, we focus on distribution regression (DR), involving two stages of sampling: Firstly, we regress from…

机器学习 · 统计学 2021-03-08 Nicole Mücke

Stochastic gradient descent (SGD) is widely used in deep learning due to its computational efficiency, but a complete understanding of why SGD performs so well remains a major challenge. It has been observed empirically that most…

机器学习 · 统计学 2022-06-20 Carmina Fjellström , Kaj Nyström

Stochastic gradient descent (SGD) is widely used in machine learning. Although being commonly viewed as a fast but not accurate version of gradient descent (GD), it always finds better solutions than GD for modern neural networks. In order…

机器学习 · 计算机科学 2018-08-17 Robert Kleinberg , Yuanzhi Li , Yang Yuan

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…

机器学习 · 计算机科学 2019-12-24 Jie Chen , Ronny Luss

Training deep neural network is a high dimensional and a highly non-convex optimization problem. Stochastic gradient descent (SGD) algorithm and it's variations are the current state-of-the-art solvers for this task. However, due to…

机器学习 · 计算机科学 2017-01-17 Xi He , Dheevatsa Mudigere , Mikhail Smelyanskiy , Martin Takáč

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…

Stochastic gradient descent (SGD) has been a go-to algorithm for nonconvex stochastic optimization problems arising in machine learning. Its theory however often requires a strong framework to guarantee convergence properties. We hereby…

最优化与控制 · 数学 2025-03-11 Azar Louzi

Stochastic gradient descent (SGD) is the workhorse of modern machine learning. Sometimes, there are many different potential gradient estimators that can be used. When so, choosing the one with the best tradeoff between cost and variance is…

机器学习 · 计算机科学 2020-10-23 Tomas Geffner , Justin Domke

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…

数值分析 · 数学 2024-12-11 Lehan Chen , Yuji Nakatsukasa

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…

机器学习 · 统计学 2013-02-19 Tom Schaul , Sixin Zhang , Yann LeCun

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…

机器学习 · 计算机科学 2015-10-06 Christopher De Sa , Ce Zhang , Kunle Olukotun , Christopher Ré

Stochastic gradient descent (SGD) is a popular algorithm for optimization problems arising in high-dimensional inference tasks. Here one produces an estimator of an unknown parameter from independent samples of data by iteratively…

机器学习 · 统计学 2023-06-23 Gerard Ben Arous , Reza Gheissari , Aukosh Jagannath

Stochastic gradient descent (SGD) method is popular for solving non-convex optimization problems in machine learning. This work investigates SGD from a viewpoint of graduated optimization, which is a widely applied approach for non-convex…

最优化与控制 · 数学 2023-08-15 Da Li , Jingjing Wu , Qingrun Zhang

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…

机器学习 · 计算机科学 2015-03-19 Alexander Rakhlin , Ohad Shamir , Karthik Sridharan

Neural networks are trained by optimizing multi-dimensional sets of fitting parameters on non-convex loss landscapes. Low-loss regions of the landscapes correspond to the parameter sets that perform well on the training data. A key issue in…

机器学习 · 计算机科学 2026-02-26 Jianneng Yu , Alexandre V. Morozov

Stochastic Gradient Decent (SGD) is one of the core techniques behind the success of deep neural networks. The gradient provides information on the direction in which a function has the steepest rate of change. The main problem with basic…

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…

机器学习 · 统计学 2018-12-27 Lam M. Nguyen , Nam H. Nguyen , Dzung T. Phan , Jayant R. Kalagnanam , Katya Scheinberg

Deep neural networks are usually trained with stochastic gradient descent (SGD), which minimizes objective function using very rough approximations of gradient, only averaging to the real gradient. Standard approaches like momentum or ADAM…

机器学习 · 计算机科学 2023-03-14 Jarek Duda

Stochastic optimization lies at the heart of machine learning, and its cornerstone is stochastic gradient descent (SGD), a method introduced over 60 years ago. The last 8 years have seen an exciting new development: variance reduction (VR)…

机器学习 · 计算机科学 2020-10-05 Robert M. Gower , Mark Schmidt , Francis Bach , Peter Richtarik
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