Less than a Single Pass: Stochastically Controlled Stochastic Gradient Method
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Abstract (arXiv)
We develop and analyze a procedure for gradient-based optimization that we refer to as stochastically controlled stochastic gradient (SCSG). As a member of the SVRG family of algorithms, SCSG makes use of gradient estimates at two scales, with the number of updates at the faster scale being governed by a geometric random variable. Unlike most existing algorithms in this family, both the computation cost and the communication cost of SCSG do not necessarily scale linearly with the sample size n; indeed, these costs are independent of n when the target accuracy is low. An experimental evaluation on real datasets confirms the effectiveness of SCSG.
Key facts. Cited by 17 papers in the map (data through 7 Oct 2026). First posted on arXiv 12 Sep 2016.
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Citing papers per year: 2021: 6; 2022: 3; 2023: 1; 2024: 2; 2025: 5.
17 papers.
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- 2021Fault-Tolerant Federated Reinforcement Learning with Theoretical Guaranteecited by 52
- 2025APHQ-ViT: Post-Training Quantization with Average Perturbation Hessian Based Reconstruction for Vision Transformerscited by 17
- 2021Faster Rates for Compressed Federated Learning with Client-Variance Reductioncited by 14
- 2021ANITA: An Optimal Loopless Accelerated Variance-Reduced Gradient Methodcited by 9
- 2025Provably Robust Federated Reinforcement Learningcited by 8
- 2023Adaptive, Doubly Optimal No-Regret Learning in Strongly Monotone and Exp-Concave Games with Gradient Feedbackcited by 6
- 2022Simple and Optimal Stochastic Gradient Methods for Nonsmooth Nonconvex Optimizationcited by 5
- 2022Sampling Through the Lens of Sequential Decision Makingcited by 4
- 2021A Variance Controlled Stochastic Method with Biased Estimation for Faster Non-convex Optimizationcited by 2
- 2024Probabilistic Guarantees of Stochastic Recursive Gradient in Non-Convex Finite Sum Problemscited by 2
- 2025Stopping Rules for Stochastic Gradient Descent via Anytime-Valid Confidence Sequencescited by 2
- 2021Decentralized Stochastic Proximal Gradient Descent with Variance Reduction over Time-varying Networkscited by 1
5 more
- 2022SADAM: Stochastic Adam, A Stochastic Operator for First-Order Gradient-based Optimizercited by 1
- 2021Escaping Saddle Points with Stochastically Controlled Stochastic Gradient Methodscited by 0
- 2024Stochastic Variance-Reduced Iterative Hard Thresholding in Graph Sparsity Optimizationcited by 0
- 2025Convergence Analysis of alpha-SVRG under Strong Convexitycited by 0
- 2025Permutation Randomization on Nonsmooth Nonconvex Optimization: A Theoretical and Experimental Studycited by 0
- 2025Stopping Rules for Stochastic Gradient Descent via Anytime-Valid Confidence Sequences15 Dec 2025
- 2025Permutation Randomization on Nonsmooth Nonconvex Optimization: A Theoretical and Experimental Study16 May 2025
- 2025APHQ-ViT: Post-Training Quantization with Average Perturbation Hessian Based Reconstruction for Vision Transformers3 Apr 2025
- 2025Convergence Analysis of alpha-SVRG under Strong Convexity16 Mar 2025
- 2025Provably Robust Federated Reinforcement Learning12 Feb 2025
- 2024Stochastic Variance-Reduced Iterative Hard Thresholding in Graph Sparsity Optimization24 Jul 2024
- 2024Probabilistic Guarantees of Stochastic Recursive Gradient in Non-Convex Finite Sum Problems29 Jan 2024
- 2023Adaptive, Doubly Optimal No-Regret Learning in Strongly Monotone and Exp-Concave Games with Gradient Feedback21 Oct 2023
- 2022Simple and Optimal Stochastic Gradient Methods for Nonsmooth Nonconvex Optimization22 Aug 2022
- 2022Sampling Through the Lens of Sequential Decision Making17 Aug 2022
- 2022SADAM: Stochastic Adam, A Stochastic Operator for First-Order Gradient-based Optimizer20 May 2022
- 2021Faster Rates for Compressed Federated Learning with Client-Variance Reduction24 Dec 2021
5 more
- 2021Decentralized Stochastic Proximal Gradient Descent with Variance Reduction over Time-varying Networks20 Dec 2021
- 2021Fault-Tolerant Federated Reinforcement Learning with Theoretical Guarantee26 Oct 2021
- 2021ANITA: An Optimal Loopless Accelerated Variance-Reduced Gradient Method21 Mar 2021
- 2021Escaping Saddle Points with Stochastically Controlled Stochastic Gradient Methods7 Mar 2021
- 2021A Variance Controlled Stochastic Method with Biased Estimation for Faster Non-convex Optimization19 Feb 2021
- 2021Fault-Tolerant Federated Reinforcement Learning with Theoretical Guaranteecited by 52
- 2025APHQ-ViT: Post-Training Quantization with Average Perturbation Hessian Based Reconstruction for Vision Transformerscited by 17
- 2021Faster Rates for Compressed Federated Learning with Client-Variance Reductioncited by 14
- 2021ANITA: An Optimal Loopless Accelerated Variance-Reduced Gradient Methodcited by 9
- 2025Provably Robust Federated Reinforcement Learningcited by 8
- 2023Adaptive, Doubly Optimal No-Regret Learning in Strongly Monotone and Exp-Concave Games with Gradient Feedbackcited by 6
- 2022Simple and Optimal Stochastic Gradient Methods for Nonsmooth Nonconvex Optimizationcited by 5
- 2022Sampling Through the Lens of Sequential Decision Makingcited by 4
- 2021A Variance Controlled Stochastic Method with Biased Estimation for Faster Non-convex Optimizationcited by 2
- 2024Probabilistic Guarantees of Stochastic Recursive Gradient in Non-Convex Finite Sum Problemscited by 2
- 2025Stopping Rules for Stochastic Gradient Descent via Anytime-Valid Confidence Sequencescited by 2
- 2021Decentralized Stochastic Proximal Gradient Descent with Variance Reduction over Time-varying Networkscited by 1
12 most cited of 17 All 17 (JSON)
- 2025Stopping Rules for Stochastic Gradient Descent via Anytime-Valid Confidence Sequences15 Dec 2025
- 2025Permutation Randomization on Nonsmooth Nonconvex Optimization: A Theoretical and Experimental Study16 May 2025
- 2025APHQ-ViT: Post-Training Quantization with Average Perturbation Hessian Based Reconstruction for Vision Transformers3 Apr 2025
- 2025Convergence Analysis of alpha-SVRG under Strong Convexity16 Mar 2025
- 2025Provably Robust Federated Reinforcement Learning12 Feb 2025
- 2024Stochastic Variance-Reduced Iterative Hard Thresholding in Graph Sparsity Optimization24 Jul 2024
- 2024Probabilistic Guarantees of Stochastic Recursive Gradient in Non-Convex Finite Sum Problems29 Jan 2024
- 2023Adaptive, Doubly Optimal No-Regret Learning in Strongly Monotone and Exp-Concave Games with Gradient Feedback21 Oct 2023
- 2022Simple and Optimal Stochastic Gradient Methods for Nonsmooth Nonconvex Optimization22 Aug 2022
- 2022Sampling Through the Lens of Sequential Decision Making17 Aug 2022
- 2022SADAM: Stochastic Adam, A Stochastic Operator for First-Order Gradient-based Optimizer20 May 2022
- 2021Faster Rates for Compressed Federated Learning with Client-Variance Reduction24 Dec 2021
12 newest of 17 All 17 (JSON)