arXiv Machine Learning

What's in a Smoothness Constant? Tighter Rates for Local SGD with Bounded Second-order Heterogeneity

arXiv:2607. 14731v1 Announce Type: new Abstract: Local SGD, also known as Federated Averaging, is a widely used distributed optimization algorithm.

arXiv Machine Learning
Jun 2

Safeguarded Stochastic Polyak Step Sizes for Non-smooth Optimization: Robust Performance Without Small (Sub)Gradients

arXiv:2512. 02342v3 Announce Type: replace-cross Abstract: The stochastic Polyak step size (SPS) has proven to be a promising choice for stochastic gradient descent (SGD), delivering competitive performance relative to state-of-the-art methods on smooth convex and non-convex optimization problems, including deep neural network training.

By Dimitris Oikonomou, Nicolas Loizou
arXiv Machine Learning
Jul 2

Towards Weaker Variance Assumptions for Stochastic Optimization

arXiv:2504. 09951v2 Announce Type: replace-cross Abstract: We revisit a classical assumption for analyzing stochastic gradient algorithms where the squared norm of the stochastic subgradient (or the variance for smooth problems) is allowed to grow as fast as the squared norm of the optimization variable.

By Ahmet Alacaoglu, Yura Malitsky, Stephen J. Wright
arXiv Machine Learning
Jul 1

Random Reshuffling Dominates Stochastic Gradient Descent

arXiv:2606. 32005v1 Announce Type: cross Abstract: Stochastic Gradient Descent ($\textsf{SGD}$) is one of the most classical optimization algorithms with favorable theoretical guarantees, yet the practical implementation of $\textsf{SGD}$ differs subtly from its well-known form and is often referred to as Shuffling Stochastic Gradient Descent ($\textsf{Shuffling SGD}$).

By Zijian Liu