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The performance of stochastic gradient descent (SGD), which is the simplest first-order optimizer for training deep neural networks, depends on not only the learning rate but also the batch size. They both affect the number of iterations…

机器学习 · 统计学 2024-02-26 Kento Imaizumi , Hideaki Iiduka

Recent works have shown that stochastic gradient descent (SGD) achieves the fast convergence rates of full-batch gradient descent for over-parameterized models satisfying certain interpolation conditions. However, the step-size used in…

机器学习 · 计算机科学 2021-06-07 Sharan Vaswani , Aaron Mishkin , Issam Laradji , Mark Schmidt , Gauthier Gidel , Simon Lacoste-Julien

The convergence behavior of mini-batch stochastic gradient descent (SGD) is highly sensitive to the batch size and learning rate settings. Recent theoretical studies have identified the existence of a critical batch size that minimizes…

机器学习 · 计算机科学 2025-08-08 Hikaru Umeda , Hideaki Iiduka

The performance of mini-batch stochastic gradient descent (SGD) strongly depends on setting the batch size and learning rate to minimize the empirical loss in training the deep neural network. In this paper, we present theoretical analyses…

机器学习 · 计算机科学 2025-02-17 Hikaru Umeda , Hideaki Iiduka

Armijo line-search (Armijo-LS) is a standard method to set the step-size for gradient descent (GD). For smooth functions, Armijo-LS alleviates the need to know the global smoothness constant L and adapts to the ``local'' smoothness,…

机器学习 · 计算机科学 2026-02-25 Sharan Vaswani , Reza Babanezhad

The unprecedented growth of deep learning models has enabled remarkable advances but introduced substantial computational bottlenecks. A key factor contributing to training efficiency is batch-size and learning-rate scheduling in stochastic…

机器学习 · 计算机科学 2025-08-08 Hikaru Umeda , Hideaki Iiduka

Recently, convergence as well as convergence rate analyses of deep learning optimizers for nonconvex optimization have been widely studied. Meanwhile, numerical evaluations for the optimizers have precisely clarified the relationship…

最优化与控制 · 数学 2021-08-27 Hideaki Iiduka

Mini-batch stochastic gradient descent (SGD) and variants thereof approximate the objective function's gradient with a small number of training examples, aka the batch size. Small batch sizes require little computation for each model update…

机器学习 · 计算机科学 2023-09-28 Scott Sievert , Shrey Shah

When training neural networks, it has been widely observed that a large step size is essential in stochastic gradient descent (SGD) for obtaining superior models. However, the effect of large step sizes on the success of SGD is not well…

机器学习 · 计算机科学 2023-02-17 Amirkeivan Mohtashami , Martin Jaggi , Sebastian Stich

In recent studies, line search methods have been demonstrated to significantly enhance the performance of conventional stochastic gradient descent techniques across various datasets and architectures, while making an otherwise critical…

机器学习 · 计算机科学 2024-07-31 Philip Kenneweg , Tristan Kenneweg , Fabian Fumagalli , Barbara Hammer

Minimax optimal convergence rates for classes of stochastic convex optimization problems are well characterized, where the majority of results utilize iterate averaged stochastic gradient descent (SGD) with polynomially decaying step sizes.…

机器学习 · 计算机科学 2019-10-30 Rong Ge , Sham M. Kakade , Rahul Kidambi , Praneeth Netrapalli

Numerical evaluations have definitively shown that, for deep learning optimizers such as stochastic gradient descent, momentum, and adaptive methods, the number of steps needed to train a deep neural network halves for each doubling of the…

机器学习 · 计算机科学 2021-12-17 Hideaki Iiduka

In this work, we investigate the dynamics of stochastic gradient descent (SGD) when training a single-neuron autoencoder with linear or ReLU activation on orthogonal data. We show that for this non-convex problem, randomly initialized SGD…

机器学习 · 统计学 2023-08-08 Nikhil Ghosh , Spencer Frei , Wooseok Ha , Bin Yu

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

The learning rate is perhaps the single most important parameter in the training of neural networks and, more broadly, in stochastic (nonconvex) optimization. Accordingly, there are numerous effective, but poorly understood, techniques for…

机器学习 · 计算机科学 2020-04-16 Bin Shi , Weijie J. Su , Michael I. Jordan

Stochastic gradient descent (SGD) is almost ubiquitously used for training non-convex optimization tasks. Recently, a hypothesis proposed by Keskar et al. [2017] that large batch methods tend to converge to sharp minimizers has received…

机器学习 · 统计学 2018-12-04 Xiaowu Dai , Yuhua Zhu

A fundamental challenge in Deep Learning is to find optimal step sizes for stochastic gradient descent automatically. In traditional optimization, line searches are a commonly used method to determine step sizes. One problem in Deep…

机器学习 · 计算机科学 2022-02-22 Maximus Mutschler , Kevin Laube , Andreas Zell

Stochastic Gradient Descent (SGD) is one of the simplest and most popular stochastic optimization methods. While it has already been theoretically studied for decades, the classical analysis usually required non-trivial smoothness…

机器学习 · 计算机科学 2013-01-01 Ohad Shamir , Tong Zhang

For deterministic optimization, line-search methods augment algorithms by providing stability and improved efficiency. We adapt a classical backtracking Armijo line-search to the stochastic optimization setting. While traditional…

最优化与控制 · 数学 2018-07-24 Courtney Paquette , Katya Scheinberg

We propose a new stochastic optimization framework for empirical risk minimization problems such as those that arise in machine learning. The traditional approaches, such as (mini-batch) stochastic gradient descent (SGD), utilize an…

机器学习 · 统计学 2020-02-04 Kenji Kawaguchi , Haihao Lu
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