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相关论文: On the Convergence of Stochastic Gradient Descent …

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Low-precision training has become crucial for reducing the computational and memory costs of large-scale deep learning. However, quantizing gradients introduces magnitude shrinkage, which can change how stochastic gradient descent (SGD)…

机器学习 · 计算机科学 2026-01-09 Vincent-Daniel Yun

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 a fundamental algorithm in machine learning, representing the optimization backbone for training several classic models, from regression to neural networks. Given the recent practical focus on…

分布式、并行与集群计算 · 计算机科学 2018-06-25 Dan Alistarh , Christopher De Sa , Nikola Konstantinov

The stochastic gradient descent (SGD) optimization algorithm plays a central role in a series of machine learning applications. The scientific literature provides a vast amount of upper error bounds for the SGD method. Much less attention…

数值分析 · 数学 2020-10-05 Arnulf Jentzen , Philippe von Wurstemberger

Stochastic gradient descent (SGD) type optimization schemes are fundamental ingredients in a large number of machine learning based algorithms. In particular, SGD type optimization schemes are frequently employed in applications involving…

数值分析 · 数学 2020-07-22 Aritz Bercher , Lukas Gonon , Arnulf Jentzen , Diyora Salimova

Stochastic Gradient Descent (SGD) is a central tool in machine learning. We prove that SGD converges to zero loss, even with a fixed (non-vanishing) learning rate - in the special case of homogeneous linear classifiers with smooth monotone…

机器学习 · 统计学 2022-04-19 Mor Shpigel Nacson , Nathan Srebro , Daniel Soudry

Stochastic gradient descent (SGD) is a popular and efficient method with wide applications in training deep neural nets and other nonconvex models. While the behavior of SGD is well understood in the convex learning setting, the existing…

机器学习 · 计算机科学 2019-12-16 Yunwen Lei , Ting Hu , Guiying Li , Ke Tang

Stochastic Gradient Descent (SGD) plays a central role in modern machine learning. While there is extensive work on providing error upper bound for SGD, not much is known about SGD error lower bound. In this paper, we study the convergence…

最优化与控制 · 数学 2019-10-21 Zhiyan Ding , Yiding Chen , Qin Li , Xiaojin Zhu

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

Stochastic Gradient Descent (SGD) is a known stochastic iterative method popular for large-scale convex optimization problems due to its simple implementation and scalability. Some objectives, such as those found in complex-valued neural…

机器学习 · 计算机科学 2026-05-26 Natanael Alpay , Emeric Battaglia

Stochastic Gradient Descent (SGD) is an out-of-equilibrium algorithm used extensively to train artificial neural networks. However very little is known on to what extent SGD is crucial for to the success of this technology and, in…

机器学习 · 计算机科学 2023-12-19 Persia Jana Kamali , Pierfrancesco Urbani

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

Stochastic gradient descent (SGD) is a widely used algorithm in machine learning, particularly for neural network training. Recent studies on SGD for canonical quadratic optimization or linear regression show it attains well generalization…

机器学习 · 计算机科学 2024-09-17 Haihan Zhang , Yuanshi Liu , Qianwen Chen , Cong Fang

Stochastic Gradient Descent (SGD) is the workhorse algorithm of deep learning technology. At each step of the training phase, a mini batch of samples is drawn from the training dataset and the weights of the neural network are adjusted…

无序系统与神经网络 · 物理学 2022-09-07 Francesca Mignacco , Pierfrancesco Urbani

Stochastic gradient descent (SGD) algorithm and its variations have been effectively used to optimize neural network models. However, with the rapid growth of big data and deep learning, SGD is no longer the most suitable choice due to its…

机器学习 · 计算机科学 2024-02-13 Anuraganand Sharma

In machine learning, stochastic gradient descent (SGD) is widely deployed to train models using highly non-convex objectives with equally complex noise models. Unfortunately, SGD theory often makes restrictive assumptions that fail to…

机器学习 · 计算机科学 2022-10-11 Vivak Patel , Shushu Zhang , Bowen Tian

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

Stochastic Gradient Descent (SGD) is an important algorithm in machine learning. With constant learning rates, it is a stochastic process that, after an initial phase of convergence, generates samples from a stationary distribution. We show…

机器学习 · 统计学 2017-09-12 Stephan Mandt , Matthew D. Hoffman , David M. Blei

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…

机器学习 · 计算机科学 2021-03-30 Jingfeng Wu , Difan Zou , Vladimir Braverman , Quanquan Gu

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
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