相关论文: Exact Mean Square Linear Stability Analysis for SG…
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…
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.…
The success of deep learning has led to a rising interest in the generalization property of the stochastic gradient descent (SGD) method, and stability is one popular approach to study it. Existing works based on stability have studied…
We propose a projected semi-stochastic gradient descent method with mini-batch for improving both the theoretical complexity and practical performance of the general stochastic gradient descent method (SGD). We are able to prove linear…
Mini-batch SGD with momentum is a fundamental algorithm for learning large predictive models. In this paper we develop a new analytic framework to analyze noise-averaged properties of mini-batch SGD for linear models at constant learning…
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…
This work provides a simplified proof of the statistical minimax optimality of (iterate averaged) stochastic gradient descent (SGD), for the special case of least squares. This result is obtained by analyzing SGD as a stochastic process and…
Stochastic Gradient Descent (SGD) and its variants are almost universally used to train neural networks and to fit a variety of other parametric models. An important hyperparameter in this context is the batch size, which determines how…
The strong growth condition (SGC) is known to be a sufficient condition for linear convergence of the stochastic gradient method using a constant step-size $\gamma$ (SGM-CS). In this paper, we provide a necessary condition, for the linear…
Over the last decades, Stochastic Gradient Descent (SGD) has been intensively studied by the Machine Learning community. Despite its versatility and excellent performance, the optimization of large models via SGD still is a time-consuming…
Stochastic Gradient Descent (SGD) often slows in the late stage of training due to anisotropic curvature and gradient noise. We analyze preconditioned SGD in the geometry induced by a symmetric positive definite matrix $\mathbf{M}$,…
SketchySGD improves upon existing stochastic gradient methods in machine learning by using randomized low-rank approximations to the subsampled Hessian and by introducing an automated stepsize that works well across a wide range of convex…
A theoretical, and potentially also practical, problem with stochastic gradient descent is that trajectories may escape to infinity. In this note, we investigate uniform boundedness properties of iterates and function values along the…
We consider speeding up stochastic gradient descent (SGD) by parallelizing it across multiple workers. We assume the same data set is shared among $N$ workers, who can take SGD steps and coordinate with a central server. While it is…
Stochastic Gradient Descent (SGD) is widely used in machine learning problems to efficiently perform empirical risk minimization, yet, in practice, SGD is known to stall before reaching the actual minimizer of the empirical risk. SGD…
Stochastic gradient descent (SGD) is widely believed to perform implicit regularization when used to train deep neural networks, but the precise manner in which this occurs has thus far been elusive. We prove that SGD minimizes an average…
We consider the minimization of an objective function given access to unbiased estimates of its gradient through stochastic gradient descent (SGD) with constant step-size. While the detailed analysis was only performed for quadratic…
For infinitesimal learning rates, stochastic gradient descent (SGD) follows the path of gradient flow on the full batch loss function. However moderately large learning rates can achieve higher test accuracies, and this generalization…
The stochastic gradient descent (SGD) method and its variants are algorithms of choice for many Deep Learning tasks. These methods operate in a small-batch regime wherein a fraction of the training data, say $32$-$512$ data points, is…
This paper proposes a thorough theoretical analysis of Stochastic Gradient Descent (SGD) with non-increasing step sizes. First, we show that the recursion defining SGD can be provably approximated by solutions of a time inhomogeneous…