相关论文: SGD in the Large: Average-case Analysis, Asymptoti…

Stochastic gradient descent (SGD) and its variants are widely used and highly effective optimization methods in machine learning, especially for neural network training. By using a single datum or a small subset of the data, selected…

It has been experimentally observed that the efficiency of distributed training with stochastic gradient (SGD) depends decisively on the batch size and -- in asynchronous implementations -- on the gradient staleness. Especially, it has been…

When using large-batch training to speed up stochastic gradient descent, learning rates must adapt to new batch sizes in order to maximize speed-ups and preserve model quality. Re-tuning learning rates is resource intensive, while fixed…

Understanding the limitations of gradient methods, and stochastic gradient descent (SGD) in particular, is a central challenge in learning theory. To that end, a commonly used tool is the Statistical Queries (SQ) framework, which studies…

In this paper some methods to use the empirical bootstrap approach for stochastic gradient descent (SGD) to minimize the empirical risk over a separable Hilbert space are investigated from the view point of algorithmic stability and…

Large-scale nonconvex optimization problems are ubiquitous in modern machine learning, and among practitioners interested in solving them, Stochastic Gradient Descent (SGD) reigns supreme. We revisit the analysis of SGD in the nonconvex…

Iterative procedures for parameter estimation based on stochastic gradient descent allow the estimation to scale to massive data sets. However, in both theory and practice, they suffer from numerical instability. Moreover, they are…

Stochastic gradient methods are central to large-scale learning, yet their generalization theory typically relies on independent sampling assumptions. In many practical applications, data are generated by Markov chains and learning is…

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…

The stochastic gradient descent (SGD) algorithm is widely used for parameter estimation, especially for huge data sets and online learning. While this recursive algorithm is popular for computation and memory efficiency, quantifying…

We prove closed-form equations for the exact high-dimensional asymptotics of a family of first order gradient-based methods, learning an estimator (e.g. M-estimator, shallow neural network, ...) from observations on Gaussian data with…

A popular method of force-directed graph drawing is multidimensional scaling using graph-theoretic distances as input. We present an algorithm to minimize its energy function, known as stress, by using stochastic gradient descent (SGD) to…

We develop a new method of online inference for a vector of parameters estimated by the Polyak-Ruppert averaging procedure of stochastic gradient descent (SGD) algorithms. We leverage insights from time series regression in econometrics and…

In recent years, various notions of capacity and complexity have been proposed for characterizing the generalization properties of stochastic gradient descent (SGD) in deep learning. Some of the popular notions that correlate well with the…

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…

The existing analysis of asynchronous stochastic gradient descent (SGD) degrades dramatically when any delay is large, giving the impression that performance depends primarily on the delay. On the contrary, we prove much better guarantees…

Understanding the algorithmic bias of \emph{stochastic gradient descent} (SGD) is one of the key challenges in modern machine learning and deep learning theory. Most of the existing works, however, focus on \emph{very small or even…

Stochastic gradient descent (SGD) is a key ingredient in the training of deep neural networks and yet its geometrical significance appears elusive. We study a deterministic model in which the trajectories of our dynamical systems are…

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…

Despite the non-convex optimization landscape, over-parametrized shallow networks are able to achieve global convergence under gradient descent. The picture can be radically different for narrow networks, which tend to get stuck in…