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The Stochastic Gradient Descent method (SGD) and its stochastic variants have become methods of choice for solving finite-sum optimization problems arising from machine learning and data science thanks to their ability to handle large-scale…

最优化与控制 · 数学 2024-03-06 Trang H. Tran , Quoc Tran-Dinh , Lam M. Nguyen

Stochastic gradient descent is one of the most successful approaches for solving large-scale problems, especially in machine learning and statistics. At each iteration, it employs an unbiased estimator of the full gradient computed from one…

数值分析 · 数学 2018-12-05 Bangti Jin , Xiliang Lu

Stochastic gradient descent is the method of choice for large scale optimization of machine learning objective functions. Yet, its performance is greatly variable and heavily depends on the choice of the stepsizes. This has motivated a…

机器学习 · 统计学 2019-02-28 Xiaoyu Li , Francesco Orabona

Mini-batch stochastic gradient descent (SGD) is state of the art in large scale distributed training. The scheme can reach a linear speedup with respect to the number of workers, but this is rarely seen in practice as the scheme often…

最优化与控制 · 数学 2019-05-06 Sebastian U. Stich

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

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…

机器学习 · 统计学 2023-06-16 Rodrigo Veiga , Ludovic Stephan , Bruno Loureiro , Florent Krzakala , Lenka Zdeborová

Large-scale optimization problems require algorithms both effective and efficient. One such popular and proven algorithm is Stochastic Gradient Descent which uses first-order gradient information to solve these problems. This paper studies…

最优化与控制 · 数学 2021-11-11 Theodoros Mamalis , Dusan Stipanovic , Petros Voulgaris

In recent years, large language models (LLMs) have emerged as promising candidates for graph tasks. Many studies leverage natural language to describe graphs and apply LLMs for reasoning, yet most focus narrowly on performance benchmarks…

机器学习 · 计算机科学 2026-01-28 Yuxiang Wang , Xinnan Dai , Wenqi Fan , Yao Ma

Gradient descent and stochastic gradient descent are central to modern machine learning, yet their behavior under large step sizes remains theoretically unclear. Recent work suggests that acceleration often arises near the edge of…

机器学习 · 计算机科学 2026-03-02 Sacchit Kale , Piyushi Manupriya , Pierre Marion , Francis Bach , Anant Raj

SGD with momentum (SGDM) has been widely applied in many machine learning tasks, and it is often applied with dynamic stepsizes and momentum weights tuned in a stagewise manner. Despite of its empirical advantage over SGD, the role of…

最优化与控制 · 数学 2020-08-19 Yanli Liu , Yuan Gao , Wotao Yin

This work investigates the problem of estimating the weight matrices of a stable time-invariant linear dynamical system from a single sequence of noisy measurements. We show that if the unknown weight matrices describing the system are in…

机器学习 · 计算机科学 2021-02-24 Navid Reyhanian , Jarvis Haupt

We analyze the convergence behavior of stochastic gradient descent with momentum (SGDM) under dynamic learning-rate and batch-size schedules by introducing a novel and simpler Lyapunov function. We extend the existing theoretical framework…

机器学习 · 计算机科学 2025-10-13 Yuichi Kondo , Hideaki Iiduka

Stochastic distributed optimization methods that solve an optimization problem over a multi-agent network have played an important role in a variety of large-scale signal processing and machine leaning applications. Among the existing…

最优化与控制 · 数学 2023-02-06 Songyang Ge , Tsung-Hui Chang

The $L_{2}$-regularized loss of Deep Linear Networks (DLNs) with more than one hidden layers has multiple local minima, corresponding to matrices with different ranks. In tasks such as matrix completion, the goal is to converge to the local…

机器学习 · 计算机科学 2023-10-02 Zihan Wang , Arthur Jacot

Deep neural networks have successfully been trained in various application areas with stochastic gradient descent. However, there exists no rigorous mathematical explanation why this works so well. The training of neural networks with…

机器学习 · 计算机科学 2021-10-13 Patrick Cheridito , Arnulf Jentzen , Florian Rossmannek

Understanding stochastic gradient descent (SGD) and its variants is essential for machine learning. However, most of the preceding analyses are conducted under amenable conditions such as unbiased gradient estimator and bounded objective…

机器学习 · 统计学 2024-03-26 Tianyou Li , Fan Chen , Huajie Chen , Zaiwen Wen

Gradient-based iterative optimization methods are the workhorse of modern machine learning. They crucially rely on careful tuning of parameters like learning rate and momentum. However, one typically sets them using heuristic approaches…

机器学习 · 计算机科学 2025-12-05 Dravyansh Sharma

Stochastic gradient descent (SGD) is widely used in deep learning due to its computational efficiency, but a complete understanding of why SGD performs so well remains a major challenge. It has been observed empirically that most…

机器学习 · 统计学 2022-06-20 Carmina Fjellström , Kaj Nyström

Stochastic Gradient Descent (SGD) is widely used in machine learning research. Previous convergence analyses of SGD under the vanishing step-size setting typically require Robbins-Monro conditions. However, in practice, a wider variety of…

机器学习 · 计算机科学 2025-04-18 Ruinan Jin , Difei Cheng , Hong Qiao , Xin Shi , Shaodong Liu , Bo Zhang

Stochastic gradient descent~(SGD) and its variants have been the dominating optimization methods in machine learning. Compared to SGD with small-batch training, SGD with large-batch training can better utilize the computational power of…

机器学习 · 统计学 2024-04-16 Shen-Yi Zhao , Chang-Wei Shi , Yin-Peng Xie , Wu-Jun Li