Adaptive Sampling Strategies for Stochastic Optimization
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Abstract (arXiv)
In this paper, we propose a stochastic optimization method that adaptively controls the sample size used in the computation of gradient approximations. Unlike other variance reduction techniques that either require additional storage or the regular computation of full gradients, the proposed method reduces variance by increasing the sample size as needed. The decision to increase the sample size is governed by an inner product test that ensures that search directions are descent directions with high probability. We show that the inner product test improves upon the well known norm test, and can be used as a basis for an algorithm that is globally convergent on nonconvex functions and enjoys a global linear rate of convergence on strongly convex functions. Numerical experiments on logistic regression problems illustrate the performance of the algorithm.
Key facts. Cited by 30 papers in the map (data through 14 Oct 2026). First posted on arXiv 30 Oct 2017.
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Citing papers per year: 2021: 13; 2022: 3; 2023: 3; 2024: 5; 2025: 3; 2026: 3.
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- 2023Fine-Tuning Language Models with Just Forward Passescited by 345
- 2022Cramming: Training a Language Model on a Single GPU in One Daycited by 81
- 2023A Distributed Data-Parallel PyTorch Implementation of the Distributed Shampoo Optimizer for Training Neural Networks At-Scalecited by 77
- 2021SGD in the Large: Average-case Analysis, Asymptotics, and Stepsize Criticalitycited by 35
- 2021An Adaptive Stochastic Sequential Quadratic Programming with Differentiable Exact Augmented Lagrangianscited by 25
- 2021Inequality Constrained Stochastic Nonlinear Optimization via Active-Set Sequential Quadratic Programmingcited by 17
- 2021Globally Convergent Multilevel Training of Deep Residual Networkscited by 11
- 2024Enhancing Efficiency of Safe Reinforcement Learning via Sample Manipulationcited by 9
- 2024AdAdaGrad: Adaptive Batch Size Schemes for Adaptive Gradient Methodscited by 8
- 2021Cockpit: A Practical Debugging Tool for the Training of Deep Neural Networkscited by 7
- 2021Stochastic Gradient Line Bayesian Optimization for Efficient Noise-Robust Optimization of Parameterized Quantum Circuitscited by 7
- 2025IMPACT: A Generic Semantic Loss for Multimodal Medical Image Registrationcited by 5
18 more
- 2021Adaptive Sampling Quasi-Newton Methods for Zeroth-Order Stochastic Optimizationcited by 4
- 2024Communication-Efficient Adaptive Batch Size Strategies for Distributed Local Gradient Methodscited by 4
- 2024Adaptive Batch Size Schedules for Distributed Training of Language Models with Data and Model Parallelismcited by 4
- 2024AdaBatchGrad: Combining Adaptive Batch Size and Adaptive Step Sizecited by 3
- 2023Communication-Efficient Federated Optimization over Semi-Decentralized Networkscited by 2
- 2026Adaptive Batch Sizes Using Non-Euclidean Gradient Noise Scales for Stochastic Sign and Spectral Descentcited by 2
- 2021A Retrospective Approximation Approach for Smooth Stochastic Optimizationcited by 1
- 2021Adaptive First- and Second-Order Algorithms for Large-Scale Machine Learningcited by 1
- 2025Efficient Personalization of Quantized Diffusion Model without Backpropagationcited by 1
- 2021Discriminative Bayesian filtering lends momentum to the stochastic Newton method for minimizing log-convex functionscited by 0
- 2021GOALS: Gradient-Only Approximations for Line Searches Towards Robust and Consistent Training of Deep Neural Networkscited by 0
- 2021On the equivalence of different adaptive batch size selection strategies for stochastic gradient descent methodscited by 0
- 2021Bolstering Stochastic Gradient Descent with Model Buildingcited by 0
- 2022A Stochastic Proximal Method for Nonsmooth Regularized Finite Sum Optimizationcited by 0
- 2022Convergence of ease-controlled Random Reshuffling gradient Algorithms under Lipschitz smoothnesscited by 0
- 2025AdLoCo: adaptive batching significantly improves communications efficiency and convergence for Large Language Modelscited by 0
- 2026Guiding the Recommender: Information-Aware Auto-Bidding for Content Promotioncited by 0
- 2026Why Does Adaptive Batching Help LLM Pretraining? A Perspective from Unbounded Variancecited by 0
- 2026Why Does Adaptive Batching Help LLM Pretraining? A Perspective from Unbounded Variance1 Oct 2026
- 2026Adaptive Batch Sizes Using Non-Euclidean Gradient Noise Scales for Stochastic Sign and Spectral Descent3 Feb 2026
- 2026Guiding the Recommender: Information-Aware Auto-Bidding for Content Promotion28 Jan 2026
- 2025AdLoCo: adaptive batching significantly improves communications efficiency and convergence for Large Language Models25 Aug 2025
- 2025IMPACT: A Generic Semantic Loss for Multimodal Medical Image Registration31 Mar 2025
- 2025Efficient Personalization of Quantized Diffusion Model without Backpropagation19 Mar 2025
- 2024Adaptive Batch Size Schedules for Distributed Training of Language Models with Data and Model Parallelism30 Dec 2024
- 2024Communication-Efficient Adaptive Batch Size Strategies for Distributed Local Gradient Methods20 Jun 2024
- 2024Enhancing Efficiency of Safe Reinforcement Learning via Sample Manipulation31 May 2024
- 2024AdAdaGrad: Adaptive Batch Size Schemes for Adaptive Gradient Methods17 Feb 2024
- 2024AdaBatchGrad: Combining Adaptive Batch Size and Adaptive Step Size7 Feb 2024
- 2023Communication-Efficient Federated Optimization over Semi-Decentralized Networks30 Nov 2023
18 more
- 2023A Distributed Data-Parallel PyTorch Implementation of the Distributed Shampoo Optimizer for Training Neural Networks At-Scale12 Sep 2023
- 2023Fine-Tuning Language Models with Just Forward Passes27 May 2023
- 2022Cramming: Training a Language Model on a Single GPU in One Day28 Dec 2022
- 2022Convergence of ease-controlled Random Reshuffling gradient Algorithms under Lipschitz smoothness4 Dec 2022
- 2022A Stochastic Proximal Method for Nonsmooth Regularized Finite Sum Optimization14 Jun 2022
- 2021Adaptive First- and Second-Order Algorithms for Large-Scale Machine Learning29 Nov 2021
- 2021Stochastic Gradient Line Bayesian Optimization for Efficient Noise-Robust Optimization of Parameterized Quantum Circuits15 Nov 2021
- 2021Bolstering Stochastic Gradient Descent with Model Building13 Nov 2021
- 2021Adaptive Sampling Quasi-Newton Methods for Zeroth-Order Stochastic Optimization24 Sep 2021
- 2021Inequality Constrained Stochastic Nonlinear Optimization via Active-Set Sequential Quadratic Programming23 Sep 2021
- 2021On the equivalence of different adaptive batch size selection strategies for stochastic gradient descent methods22 Sep 2021
- 2021Globally Convergent Multilevel Training of Deep Residual Networks15 Jul 2021
- 2021GOALS: Gradient-Only Approximations for Line Searches Towards Robust and Consistent Training of Deep Neural Networks23 May 2021
- 2021Discriminative Bayesian filtering lends momentum to the stochastic Newton method for minimizing log-convex functions27 Apr 2021
- 2021A Retrospective Approximation Approach for Smooth Stochastic Optimization7 Mar 2021
- 2021Cockpit: A Practical Debugging Tool for the Training of Deep Neural Networks12 Feb 2021
- 2021An Adaptive Stochastic Sequential Quadratic Programming with Differentiable Exact Augmented Lagrangians10 Feb 2021
- 2021SGD in the Large: Average-case Analysis, Asymptotics, and Stepsize Criticality8 Feb 2021
- 2023Fine-Tuning Language Models with Just Forward Passescited by 345
- 2022Cramming: Training a Language Model on a Single GPU in One Daycited by 81
- 2023A Distributed Data-Parallel PyTorch Implementation of the Distributed Shampoo Optimizer for Training Neural Networks At-Scalecited by 77
- 2021SGD in the Large: Average-case Analysis, Asymptotics, and Stepsize Criticalitycited by 35
- 2021An Adaptive Stochastic Sequential Quadratic Programming with Differentiable Exact Augmented Lagrangianscited by 25
- 2021Inequality Constrained Stochastic Nonlinear Optimization via Active-Set Sequential Quadratic Programmingcited by 17
- 2021Globally Convergent Multilevel Training of Deep Residual Networkscited by 11
- 2024AdAdaGrad: Adaptive Batch Size Schemes for Adaptive Gradient Methodscited by 8
- 2021Cockpit: A Practical Debugging Tool for the Training of Deep Neural Networkscited by 7
- 2021Stochastic Gradient Line Bayesian Optimization for Efficient Noise-Robust Optimization of Parameterized Quantum Circuitscited by 7
- 2025IMPACT: A Generic Semantic Loss for Multimodal Medical Image Registrationcited by 5
- 2021Adaptive Sampling Quasi-Newton Methods for Zeroth-Order Stochastic Optimizationcited by 4
12 most cited of 28 All 28 (JSON)
- 2026Why Does Adaptive Batching Help LLM Pretraining? A Perspective from Unbounded Variance1 Oct 2026
- 2026Adaptive Batch Sizes Using Non-Euclidean Gradient Noise Scales for Stochastic Sign and Spectral Descent3 Feb 2026
- 2026Guiding the Recommender: Information-Aware Auto-Bidding for Content Promotion28 Jan 2026
- 2025AdLoCo: adaptive batching significantly improves communications efficiency and convergence for Large Language Models25 Aug 2025
- 2025IMPACT: A Generic Semantic Loss for Multimodal Medical Image Registration31 Mar 2025
- 2024Adaptive Batch Size Schedules for Distributed Training of Language Models with Data and Model Parallelism30 Dec 2024
- 2024Communication-Efficient Adaptive Batch Size Strategies for Distributed Local Gradient Methods20 Jun 2024
- 2024AdAdaGrad: Adaptive Batch Size Schemes for Adaptive Gradient Methods17 Feb 2024
- 2024AdaBatchGrad: Combining Adaptive Batch Size and Adaptive Step Size7 Feb 2024
- 2023Communication-Efficient Federated Optimization over Semi-Decentralized Networks30 Nov 2023
- 2023A Distributed Data-Parallel PyTorch Implementation of the Distributed Shampoo Optimizer for Training Neural Networks At-Scale12 Sep 2023
- 2023Fine-Tuning Language Models with Just Forward Passes27 May 2023
12 newest of 28 All 28 (JSON)