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The stochastic gradient (SG) method can minimize an objective function composed of a large number of differentiable functions, or solve a stochastic optimization problem, to a moderate accuracy. The block coordinate descent/update (BCD)…

最优化与控制 · 数学 2015-11-23 Yangyang Xu , Wotao Yin

We present an optimizer which uses Bayesian optimization to tune the system parameters of distributed stochastic gradient descent (SGD). Given a specific context, our goal is to quickly find efficient configurations which appropriately…

机器学习 · 统计学 2016-12-04 Valentin Dalibard , Michael Schaarschmidt , Eiko Yoneki

Stochastic gradient descent (SGD) is a ubiquitous algorithm for a variety of machine learning problems. Researchers and industry have developed several techniques to optimize SGD's runtime performance, including asynchronous execution and…

机器学习 · 计算机科学 2015-10-06 Christopher De Sa , Ce Zhang , Kunle Olukotun , Christopher Ré

We study online inference and asymptotic covariance estimation for the stochastic gradient descent (SGD) algorithm. While classical methods (such as plug-in and batch-means estimators) are available, they either require inaccessible…

机器学习 · 统计学 2026-04-24 Ziyang Wei , Wanrong Zhu , Jingyang Lyu , Wei Biao Wu

Stochastic Gradient Descent (SGD) is a workhorse in machine learning, yet its slow convergence can be a computational bottleneck. Variance reduction techniques such as SAG, SVRG and SAGA have been proposed to overcome this weakness,…

机器学习 · 计算机科学 2016-02-29 Thomas Hofmann , Aurelien Lucchi , Simon Lacoste-Julien , Brian McWilliams

Gradient-based optimizers have been proposed for training variational quantum circuits in settings such as quantum neural networks (QNNs). The task of gradient estimation, however, has proven to be challenging, primarily due to distinctive…

We develop a multidimensional Stein methodology for non-degenerate self-decomposable random vectors in $\mathbb{R}^d$ having finite first moment. Building on previous univariate findings, we solve an integro-partial differential Stein…

概率论 · 数学 2019-04-08 Benjamin Arras , Christian Houdré

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

Stochastic Gradient Langevin Dynamics (SGLD) has emerged as a key MCMC algorithm for Bayesian learning from large scale datasets. While SGLD with decreasing step sizes converges weakly to the posterior distribution, the algorithm is often…

机器学习 · 统计学 2018-11-27 Nicolas Brosse , Alain Durmus , Eric Moulines

In this paper some methods to use the empirical bootstrap approach for stochastic gradient descent (SGD) to minimize the empirical risk over a separable Hilbert space are investigated from the view point of algorithmic stability and…

机器学习 · 统计学 2024-09-04 Andreas Christmann , Yunwen Lei

Generative priors of large-scale text-to-image diffusion models enable a wide range of new generation and editing applications on diverse visual modalities. However, when adapting these priors to complex visual modalities, often represented…

计算机视觉与模式识别 · 计算机科学 2023-07-12 Subin Kim , Kyungmin Lee , June Suk Choi , Jongheon Jeong , Kihyuk Sohn , Jinwoo Shin

Accurate calibration of stochastic agent-based models (ABMs) in epidemiology is crucial to make them useful in public health policy decisions and interventions. Traditional calibration methods, e.g., Markov Chain Monte Carlo (MCMC), that…

机器学习 · 统计学 2025-02-28 Connor Robertson , Cosmin Safta , Nicholson Collier , Jonathan Ozik , Jaideep Ray

Stochastic gradient descent (SGD) algorithm is the method of choice in many machine learning tasks thanks to its scalability and efficiency in dealing with large-scale problems. In this paper, we focus on the shuffling version of SGD which…

机器学习 · 计算机科学 2023-10-27 Lam M. Nguyen , Trang H. Tran

Stochastic gradient descent (SGD) is the workhorse of modern machine learning. Sometimes, there are many different potential gradient estimators that can be used. When so, choosing the one with the best tradeoff between cost and variance is…

机器学习 · 计算机科学 2020-10-23 Tomas Geffner , Justin Domke

We investigate the stochastic gradient descent (SGD) method where the step size lies within a banded region instead of being given by a fixed formula. The optimal convergence rate under mild conditions and large initial step size is proved.…

最优化与控制 · 数学 2023-04-10 Xiaoyu Wang , Ya-xiang Yuan

We introduce a clipping strategy for Stochastic Gradient Descent (SGD) which uses quantiles of the gradient norm as clipping thresholds. We prove that this new strategy provides a robust and efficient optimization algorithm for smooth…

机器学习 · 统计学 2024-10-15 Ibrahim Merad , Stéphane Gaïffas

Recently, Deng et al. (2026) proposed Generative Modeling via Drifting (GMD), a novel framework for generative tasks. This note presents an analysis of GMD through the lens of Wasserstein Gradient Flows (WGF), i.e., the path of steepest…

Stochastic gradient descent (SGD) is a scalable and memory-efficient optimization algorithm for large datasets and stream data, which has drawn a great deal of attention and popularity. The applications of SGD-based estimators to…

统计方法学 · 统计学 2026-03-04 Ruiqi Liu , Xi Chen , Zuofeng Shang

We consider a decentralized learning setting in which data is distributed over nodes in a graph. The goal is to learn a global model on the distributed data without involving any central entity that needs to be trusted. While gossip-based…

信息论 · 计算机科学 2021-03-17 Ghadir Ayache , Salim El Rouayheb

Approximate inference in Bayesian deep networks exhibits a dilemma of how to yield high fidelity posterior approximations while maintaining computational efficiency and scalability. We tackle this challenge by introducing a novel…

机器学习 · 计算机科学 2021-11-01 Son Nguyen , Duong Nguyen , Khai Nguyen , Khoat Than , Hung Bui , Nhat Ho