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Stochastic gradient descent (SGD) with stochastic momentum is popular in nonconvex stochastic optimization and particularly for the training of deep neural networks. In standard SGD, parameters are updated by improving along the path of the…

机器学习 · 计算机科学 2021-06-08 Jun-Kun Wang , Chi-Heng Lin , Jacob Abernethy

We study convergence rates of AdaGrad-Norm as an exemplar of adaptive stochastic gradient methods (SGD), where the step sizes change based on observed stochastic gradients, for minimizing non-convex, smooth objectives. Despite their…

SGD (Stochastic Gradient Descent) is a popular algorithm for large scale optimization problems due to its low iterative cost. However, SGD can not achieve linear convergence rate as FGD (Full Gradient Descent) because of the inherent…

机器学习 · 计算机科学 2017-12-05 Aixiang Chen , Bingchuan Chen , Xiaolong Chai , Rui Bian , Hengguang Li

With the recent proliferation of large-scale learning problems,there have been a lot of interest on distributed machine learning algorithms, particularly those that are based on stochastic gradient descent (SGD) and its variants. However,…

机器学习 · 计算机科学 2015-12-07 Ruiliang Zhang , Shuai Zheng , James T. Kwok

We study to what extent may stochastic gradient descent (SGD) be understood as a "conventional" learning rule that achieves generalization performance by obtaining a good fit to training data. We consider the fundamental stochastic convex…

机器学习 · 计算机科学 2023-01-13 Tomer Koren , Roi Livni , Yishay Mansour , Uri Sherman

The stochastic gradient descent (SGD) algorithm has been widely used in statistical estimation for large-scale data due to its computational and memory efficiency. While most existing works focus on the convergence of the objective function…

机器学习 · 统计学 2023-11-02 Xi Chen , Jason D. Lee , Xin T. Tong , Yichen Zhang

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…

最优化与控制 · 数学 2020-09-17 Brian Swenson , Soummya Kar , H. Vincent Poor , José M. F. Moura , Aaron Jaech

Decentralized optimization has become vital for leveraging distributed data without central control, enhancing scalability and privacy. However, practical deployments face fundamental challenges due to heterogeneous computation speeds and…

机器学习 · 计算机科学 2025-05-16 Yijie Zhou , Shi Pu

Stochastic gradient descent (\textsc{Sgd}) methods are the most powerful optimization tools in training machine learning and deep learning models. Moreover, acceleration (a.k.a. momentum) methods and diagonal scaling (a.k.a. adaptive…

机器学习 · 统计学 2018-10-02 Qi Deng , Yi Cheng , Guanghui Lan

Adaptive gradient methods have attracted much attention of machine learning communities due to the high efficiency. However their acceleration effect in practice, especially in neural network training, is hard to analyze, theoretically. The…

最优化与控制 · 数学 2020-06-15 Xunpeng Huang , Hao Zhou , Runxin Xu , Zhe Wang , Lei Li

Compressed Stochastic Gradient Descent (SGD) algorithms have been recently proposed to address the communication bottleneck in distributed and decentralized optimization problems, such as those that arise in federated machine learning.…

机器学习 · 统计学 2022-07-21 Adarsh M. Subramaniam , Akshayaa Magesh , Venugopal V. Veeravalli

The increasing size of deep learning models has made distributed training across multiple devices essential. However, current methods such as distributed data-parallel training suffer from large communication and synchronization overheads…

机器学习 · 计算机科学 2025-02-10 Cabrel Teguemne Fokam , Khaleelulla Khan Nazeer , Lukas König , David Kappel , Anand Subramoney

Stochastic gradient descent (SGD) is one of the most popular algorithms in modern machine learning. The noise encountered in these applications is different from that in many theoretical analyses of stochastic gradient algorithms. In this…

机器学习 · 统计学 2021-09-16 Stephan Wojtowytsch

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…

最优化与控制 · 数学 2020-06-15 Zhize Li , Peter Richtárik

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…

分布式、并行与集群计算 · 计算机科学 2019-11-11 Karl Bäckström , Marina Papatriantafilou , Philippas Tsigas

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…

机器学习 · 计算机科学 2025-05-13 Davide Barbieri , Matteo Bonforte , Peio Ibarrondo

We study the asynchronous stochastic gradient descent algorithm for distributed training over $n$ workers which have varying computation and communication frequency over time. In this algorithm, workers compute stochastic gradients in…

机器学习 · 计算机科学 2022-06-17 Anastasia Koloskova , Sebastian U. Stich , Martin Jaggi

The implementation of a vast majority of machine learning (ML) algorithms boils down to solving a numerical optimization problem. In this context, Stochastic Gradient Descent (SGD) methods have long proven to provide good results, both in…

分布式、并行与集群计算 · 计算机科学 2015-10-06 Janis Keuper , Franz-Josef Pfreundt

One of the most common methods to train machine learning algorithms today is the stochastic gradient descent (SGD). In a distributed setting, SGD-based algorithms have been shown to converge theoretically under specific circumstances. A…

机器学习 · 计算机科学 2025-08-22 Soumya Sarkar , Shweta Jain

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…

机器学习 · 计算机科学 2022-09-16 Jie Hu , Vishwaraj Doshi , Do Young Eun