Stochastic gradient descent on manifolds improves low-rank approximation.
problem Efficiently approximate large matrices with lower rank.
method Stochastic gradient descent on a manifold.
result Algorithm outperforms Euclidean space methods on Netflix Prize data.
A new method improves stochastic gradient descent for faster and more efficient estimation.
problem Efficient and fast parametric estimation methods.
method Projected stochastic gradient descent corrected by Fisher scoring.
result The method is faster and more efficient than traditional methods.
New adaptive step-size method for convex optimization without tuning.
problem Optimizing convex functions efficiently with stochastic gradients.
method Adapted Adaptive Gradient Descent Without Descent to stochastic setting.
result Stochastic gradient descent converges under various assumptions.
Develops DP-SCD for stochastic coordinate descent, making it differentially private.
problem Privacy leak in auxiliary information during stochastic coordinate descent training.
method Develops DP-SCD, leveraging independent noise addition and decoupling/parallelizing coordinate updates.
result Demonstrates competitive performance against DP-SGD with less tuning.
Stochastic mirror descent improves multi-class classification accuracy.
problem Efficient multi-class classification using stochastic optimization.
method Derive risk bounds for stochastic mirror descent algorithm.
result Algorithm provides efficient error bounds for classification.
Gradient descent optimizes deep ReLU networks with proper initialization.
problem Training deep neural networks with ReLU activation.
method Gradient descent and stochastic gradient descent with proper random weight initialization.
result Gradient descent finds global minima for over-parameterized deep ReLU networks.
Improved SGD algorithm with faster convergence.
problem Optimization of machine learning models.
method Conditional accelerated lazy stochastic gradient descent.
result Convergence rate of $O\left(\frac{1}{\varepsilon^2}
ight)$, faster than previous methods.
New algorithms improve stochastic optimization and online learning efficiency.
problem Efficient optimization and online learning algorithms for stochastic problems.
method Accelerated randomized coordinate descent algorithms.
result Significantly less per-iteration complexity and better regret performance.
New dynamics for SGD in small learning rate regime.
problem Improving stochastic gradient descent in small learning rate regime.
method Introducing stochastic modified flows and distribution dependent stochastic modified flows.
result Captures fluctuating dynamics of SGD in small learning rate - infinite width scaling regime.
Proof given for SGD convergence in a concise manner.
problem Convergence of Stochastic Gradient Descent (SGD)
method Self-contained proof
result SGD convergence proven
Kalman Gradient Descent optimizes machine learning models by reducing variance in stochastic optimization.
problem Reducing variance in stochastic gradient descent to improve optimization performance.
method Uses Kalman filtering to adaptively reduce gradient variance in stochastic gradient descent.
result Improved performance on various machine learning tasks including neural networks and black box variational inference.
SGD and stochastic gradient descent converge at optimal rates for certain non-convex functions.
problem Optimal convergence rates for non-convex functions under gradient noise.
method Geometric interpretation of the PL-condition to analyze convergence rates.
result Convergence rates of SGD and stochastic gradient descent match those of strongly convex quadratics.
This paper extends Mirror Descent to Riemannian manifolds for optimization.
problem Optimization on Riemannian manifolds.
method Developed a Riemannian Mirror Descent (RMD) framework and a stochastic variant.
result Established non-asymptotic convergence guarantees for RMD and stochastic RMD.
Stochastic Gradient Descent prefers minimizers with flat basins in nonconvex problems.
problem Understanding why SGD prefers minimizers with flat basins in nonconvex problems.
method Detailed analysis of a generic stochastic quadratic problem, deriving a deterministic mechanism.
result Derives a deterministic mechanism explaining why SGD prefers flat minimizers.
New analysis shows GMD can converge linearly under PL-like conditions.
problem Establishing linear convergence for generalized mirror descent.
method PL-based analysis for time-dependent mirrors, Taylor-series approach for stochastic GMD.
result Linear convergence of stochastic GMD under PL-like conditions.
Langevin algorithms enhance training of deep neural networks for stochastic control problems.
problem Training acceleration for deep neural networks in stochastic control problems.
method Application of Langevin algorithms to minimize the loss of deep neural networks in stochastic control problems.
result Langevin algorithms improve training on various stochastic control problems.
Stochastic gradient descent procedures have gained popularity for parameter estimation from large data sets. However, their statistical properties are not well understood, in theory. And in practice, avoiding numerical instability requires careful tuning of key parameters. Here, we introduce implicit stochastic gradien…
SGD reduces test error by decorrelating updates.
problem Improving generalization error in machine learning models.
method Derive a formula for generalization gap change due to SGD updates, compare to GD, and show decorrelation effect.
result SGD implicitly regularizes generalization error by decorrelating updates.
The paper studies stochastic gradient descent with infinite variance gradients.
problem Theoretical properties of SGD with infinite variance gradients.
method Establish asymptotic behavior of SGD with infinite variance gradients.
result Asymptotic distribution of SGD is characterized as a stationary distribution of an Ornstein-Uhlenbeck process driven by a stable Lévy process.
Gradient descent with delayed updates converges faster with noise, even when delays are significant.
problem Analyzing convergence of gradient descent with delayed gradients and stochastic noise.
method Novel technique using generating functions for convergence analysis.
result Convergence bounds show that stochastic noise mitigates the negative effects of delays, improving performance.
New adaptive and accelerated SGD methods achieve optimal convergence rates.
problem Optimizing convergence rates of stochastic gradient descent methods.
method Integrates diagonal scaling and momentum into accelerated SGD.
result Achieves optimal sampling and iteration complexity for smooth stochastic optimization.
Stochastic gradient methods converge for training wide PINNs.
problem Convergence of stochastic gradient descent in training over-parameterized PINNs.
method Established linear convergence of stochastic gradient descent/flow in training over-parameterized two-layer PINNs.
result Linear convergence with high probability for general activation functions.
The paper analyzes stability and generalization of decentralized SGD.
problem Stability and generalization of decentralized stochastic gradient descent.
method Novel formulation of decentralized stochastic gradient descent combined with non/convex optimization theory.
result First stability and generalization guarantees for decentralized stochastic gradient descent.
SAGD uses Langevin algorithm for efficient gradient descent.
problem Efficiently approximating gradients in complex models.
method Langevin algorithm for biased but asymptotically accurate gradients.
result Theoretical convergence guarantee for SAGD.
Stochastic gradient descent improves Gaussian process regression.
problem Efficiently solving large linear systems in Gaussian process regression.
method Developed a stochastic dual descent algorithm using insights from optimisation and kernel communities.
result Stochastic gradient descent is highly effective when done right.
This paper shows faster convergence rates for stochastic gradient descent in binary classification.
problem Achieving faster convergence rates for stochastic gradient descent in binary classification.
method Stochastic gradient descent and averaging variant, focusing on exponential convergence rates under strong low-noise conditions.
result Exponential convergence of the expected classification error in the final phase of stochastic gradient descent and averaged stochastic gradient descent for differentiable convex loss functions.
Stochastic gradient descent approximates Gaussian process posteriors efficiently.
problem Efficiently sampling from Gaussian process posteriors with limited computational resources.
method Developed stochastic gradient optimization objectives for sampling from Gaussian process posteriors.
result Stochastic gradient descent produces accurate predictive distributions, even in non-convergent cases.
New method reveals insights about stochastic optimization methods using modified equations.
problem Understanding the qualitative behavior of stochastic optimization algorithms.
method Developed a class of stochastic differential equations to approximate the dynamics of stochastic optimization methods.
result Mean-square stability of the modified equation provides qualitative insights about stochastic coordinate descent.
Paper uses Mirror Descent for efficient risk budgeting portfolios.
problem Computing optimal risk budgeting weights for various risk measures.
method Employed Mirror Descent algorithms in deterministic and stochastic settings.
result Established convergence and quantitative rate for averaged Mirror Descent algorithm.
Gradient descent variants improve phase retrieval accuracy.
problem Phase retrieval problem in high-dimensional spaces.
method Gradient descent, stochastic gradient descent, Langevin algorithm, dynamical mean-field theory.
result Stochastic variants of gradient descent achieve better generalization in phase retrieval.
Improved stochastic gradient descent analysis for non-smooth convex functions.
problem Minimizing non-smooth, non-differentiable convex functions.
method Stochastic gradient descent with suffix averaging method analysis.
result Error rate of final iterate is O(log(T)/T) with high probability. PSGD accelerates RNN training, achieving competitive performance.
problem Training recurrent neural networks, especially those with long-term memory requirements.
method Preconditioned stochastic gradient descent (PSGD) algorithm.
result PSGD achieves highly competitive performance on RNN training tasks.
Stochastic gradient descent outperforms traditional force-directed methods.
problem Improving graph layout quality and efficiency.
method Applying stochastic gradient descent for stress minimization.
result Stochastic gradient descent is simpler and more robust than traditional methods.
Conservative SPDEs emerge from fluctuating SGD dynamics in neural networks.
problem Understanding the convergence of stochastic gradient descent to SPDEs.
method Mean-field analysis and central limit theorem for SPDEs.
result Optimal convergence rates for SPDEs derived from SGD.
Stochastic gradient descent in continuous time improves efficiency for complex models.
problem Efficiently learning and optimizing continuous-time models.
method Continuous-time stochastic gradient descent (SGDCT) using a stochastic differential equation.
result Convergence to optimal parameters over time, validated by theoretical analysis.
Gradient descent stagnates in low-precision, but unbiased rounding schemes improve convergence.
problem Stagnation of gradient descent in low-precision computation.
method Proposed unbiased stochastic rounding schemes that trade zero bias for larger probability of preserving small gradients.
result Unbiased rounding methods typically improve convergence rate of gradient descent for convex problems.
Studied SGD convergence under weak conditions.
problem Convergence of SGD in nonconvex optimization.
method Analyzed biased nonconvex SGD under mild conditions.
result Provided convergence rates and complexities.
Riemannian stochastic gradient descent approximates a diffusion process called Riemannian stochastic modified flow.
problem Improving convergence rate of Riemannian stochastic gradient descent.
method Using stochastic differential geometry, the paper shows RSGD can be approximated by the Riemannian stochastic modified flow (RSMF).
result RSGD can be approximated by the solution to the RSMF driven by an infinite-dimensional Wiener process, increasing the order of approximation.
This paper uses antithetic sampling to reduce variance in stochastic gradient descent.
problem High variance in stochastic gradient descent slows down convergence.
method Antithetic sampling to make gradients negatively correlated.
result The proposed method accelerates convergence in machine learning applications.
Continuous-time SGD converges under certain conditions, useful for deep learning.
problem Minimizing population expected loss in learning problems.
method Continuous-time approximation of stochastic gradient descent.
result Establishes sufficient conditions for convergence, applicable to overparametrized neural networks.
New stochastic gradient descent with random search directions improves efficiency and convergence.
problem Efficiency and convergence of stochastic gradient descent methods.
method Developed a new class of stochastic gradient descent algorithms with random search directions.
result Established almost sure convergence and provided Lp rates of convergence. Stochastic NGD approximates Bayesian posterior samples near local minima.
problem Approximating Bayesian uncertainty in model parameters near local minima.
method Develops minibatch natural gradient descent (NGD) and introduces stochastic NGD to preserve Bayesian properties.
result Minibatch NGD's stationary distribution approaches a Bayesian posterior near local minima with small learning rates.
Deep ResNets with constant weights approach Neural ODEs in the limit.
problem Understanding the deep limit behavior of ResNets.
method Proof based on Fokker-Planck equations and stochastic gradient descent convergence.
result Stochastic gradient descent on ResNets converges to Neural ODEs in the deep limit.
New perspective on Sinkhorn algorithm using stochastic mirror descent.
problem Optimal transport with unbounded domain and non-smooth objective.
method Stochastic mirror descent applied to relative smoothness.
result Sinkhorn algorithm as a special case of stochastic mirror descent.
Paper develops a diagnostic test for detecting convergence in SGD with constant step size.
problem Detecting convergence in stochastic gradient descent with constant step size.
method Statistical diagnostic test to detect phase transition in convergence.
result The diagnostic region coincides with the convergence region for a class of loss functions.
SGD fails to converge for deep ReLU networks with limited random initializations.
problem SGD convergence in deep neural networks with limited random initializations.
method Analysis of four discretization parameters: network architecture, training data, gradient steps, and random initializations.
result SGD fails to converge for ReLU networks with depth much larger than width.
Study shows Stochastic Mirror Descent optimizes convex problems with infinite noise variance.
problem Optimizing convex problems with infinite noise variance.
method Stochastic Mirror Descent algorithm with uniformly convex mirror maps.
result Demonstrates convergence rate quantified in terms of iterations, dimensionality, and geometric parameters.
CBO interprets as SGD, leading to global convergence for nonconvex functions.
problem Understanding and improving gradient-based learning algorithms.
method Interpreting CBO as a stochastic relaxation of SGD.
result CBO provably converges globally to minimizers for nonsmooth nonconvex functions.