2023/11/09 by Yida Yin, Yin, Yida, Zhiqiu Xu +7 · 3 citations
Computer Science · #Advanced Neural Network Applications #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Machine Learning and Data Classification #Optimization and Control (math.OC) #Stochastic Gradient Optimization Techniques
paper · pdf · doi:10.48550/arxiv.2311.05589
openalex publication_date 2023/11/09 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
Stochastic Variance Reduced Gradient (SVRG), introduced by Johnson & Zhang (2013), is a theoretically compelling optimization method. However, as Defazio & Bottou (2019) highlight, its effectiveness in deep learning is yet to be proven. In this work, we demonstrate the potential of SVRG in optimizing real-world neural networks. Our empirical analysis finds that, for deeper neural networks, the strength of the variance reduction term in SVRG should be smaller and decrease as training progresses. Inspired by this, we introduce a multiplicative coefficient α to control the strength and adjust it through a linear decay schedule. We name our method α-SVRG. Our results show α-SVRG better optimizes models, consistently reducing training loss compared to the baseline and standard SVRG across various model architectures and multiple image classification datasets. We hope our findings encourage further exploration into variance reduction techniques in deep learning. Code is available at github.com/davidyyd/alpha-SVRG.