Variance-Reduced Methods for Machine Learning
Not on the map. Why?
Abstract (arXiv)
Stochastic optimization lies at the heart of machine learning, and its cornerstone is stochastic gradient descent (SGD), a method introduced over 60 years ago. The last 8 years have seen an exciting new development: variance reduction (VR) for stochastic optimization methods. These VR methods excel in settings where more than one pass through the training data is allowed, achieving a faster convergence than SGD in theory as well as practice. These speedups underline the surge of interest in VR methods and the fast-growing body of work on this topic. This review covers the key principles and main developments behind VR methods for optimization with finite data sets and is aimed at non-expert readers. We focus mainly on the convex setting, and leave pointers to readers interested in extensions for minimizing non-convex functions.
Key facts. Cited by 79 papers in the map (data through 7 Oct 2026). First posted on arXiv 2 Oct 2020.
Builds on
No reference list yet.
Built on by
Citing papers per year: 2021: 15; 2022: 6; 2023: 19; 2024: 19; 2025: 13; 2026: 7.
79 papers.
Sort:
By area:
- 2025LLaDA 1.5: Variance-Reduced Preference Optimization for Large Language Diffusion Modelscited by 273
- 2021Breaking the Sample Complexity Barrier to Regret-Optimal Model-Free Reinforcement Learningcited by 51
- 2021Stochastic Variance Reduction for Variational Inequality Methodscited by 46
- 2021A Statistical Analysis of Polyak-Ruppert Averaged Q-learningcited by 29
- 2021Query Complexity of Least Absolute Deviation Regression via Robust Uniform Convergencecited by 24
- 2021Smoothness Matrices Beat Smoothness Constants: Better Communication Compression Techniques for Distributed Optimizationcited by 21
- 2021Random Reshuffling with Variance Reduction: New Analysis and Better Ratescited by 19
- 2022EF-BV: A Unified Theory of Error Feedback and Variance Reduction Mechanisms for Biased and Unbiased Compression in Distributed Optimizationcited by 17
- 2021Gradient Descent on Infinitely Wide Neural Networks: Global Convergence and Generalizationcited by 15
- 2021SVRG Meets AdaGrad: Painless Variance Reductioncited by 13
- 2021MURANA: A Generic Framework for Stochastic Variance-Reduced Optimizationcited by 13
- 2022CompressedScaffnew: The First Theoretical Double Acceleration of Communication from Local Training and Compression in Distributed Optimizationcited by 11
38 more
- 2024LoCoDL: Communication-Efficient Distributed Learning with Local Training and Compressioncited by 11
- 2023Stochastic Approximation Beyond Gradient for Signal Processing and Machine Learningcited by 10
- 2023Linear Convergence of Black-Box Variational Inference: Should We Stick the Landing?cited by 10
- 2023Variance Reduced Halpern Iteration for Finite-Sum Monotone Inclusionscited by 10
- 2024Exact Gauss-Newton Optimization for Training Deep Neural Networkscited by 10
- 2021IntSGD: Adaptive Floatless Compression of Stochastic Gradientscited by 8
- 2022RECAPP: Crafting a More Efficient Catalyst for Convex Optimizationcited by 8
- 2024AdAdaGrad: Adaptive Batch Size Schemes for Adaptive Gradient Methodscited by 8
- 2024Gap-Dependent Bounds for Q-Learning using Reference-Advantage Decompositioncited by 8
- 2023A2CiD2: Accelerating Asynchronous Communication in Decentralized Deep Learningcited by 7
- 2023Adaptive Federated Learning with Auto-Tuned Clientscited by 7
- 2023Balancing Act: Constraining Disparate Impact in Sparse Modelscited by 7
- 2023A Coefficient Makes SVRG Effectivecited by 7
- 2021EF21 with Bells & Whistles: Six Algorithmic Extensions of Modern Error Feedbackcited by 6
- 2023Towards a Better Theoretical Understanding of Independent Subnetwork Trainingcited by 6
- 2024Dataset Distillation via Knowledge Distillation: Towards Efficient Self-Supervised Pre-Training of Deep Networkscited by 6
- 2024Efficient Optimization Algorithms for Linear Adversarial Trainingcited by 6
- 2023Balance is Essence: Accelerating Sparse Training via Adaptive Gradient Correctioncited by 5
- 2023Coreset Markov Chain Monte Carlocited by 5
- 2021First-Order Methods for Convex Optimizationcited by 4
- 2023A One-Sample Decentralized Proximal Algorithm for Non-Convex Stochastic Composite Optimizationcited by 4
- 2024A Unified Theory of Stochastic Proximal Point Methods without Smoothnesscited by 4
- 2024Communication-Efficient Adaptive Batch Size Strategies for Distributed Local Gradient Methodscited by 4
- 2023TAMUNA: Doubly Accelerated Distributed Optimization under Partial Participationcited by 3
- 2023Byzantine-Robust Loopless Stochastic Variance-Reduced Gradientcited by 3
- 2023Sketch-and-Project Meets Newton Method: Global mathcal O(k-2) Convergence with Low-Rank Updatescited by 3
- 2023Critical Influence of Overparameterization on Sharpness-aware Minimizationcited by 3
- 2024On the Convergence of FedProx with Extrapolation and Inexact Proxcited by 3
- 2025The Ball-Proximal (="Broximal") Point Method: a New Algorithm, Convergence Theory, and Applicationscited by 3
- 2025Variance Matters: Improving Domain Adaptation via Stratified Samplingcited by 3
- 2021Delayed Projection Techniques for Linearly Constrained Problems: Convergence Rates, Acceleration, and Applicationscited by 2
- 2021LoSAC: An Efficient Local Stochastic Average Control Method for Federated Optimizationcited by 2
- 2023A Large Deviations Perspective on Policy Gradient Algorithmscited by 2
- 2024Demystifying SGD with Doubly Stochastic Gradientscited by 2
- 2024An Effective Dynamic Gradient Calibration Method for Continual Learningcited by 2
- 2025Variance Reduction Methods Do Not Need to Compute Full Gradients: Improved Efficiency through Shufflingcited by 2
- 2025GC-Fed: Gradient Centralized Federated Learning with Partial Client Participationcited by 2
- 2025Regret-Optimal Q-Learning with Low Cost for Single-Agent and Federated Reinforcement Learningcited by 2
50 most cited of 79 All 79 (JSON)
- 2026Learning Theory of the SVRG: Generalization and Convergence Analysis27 May 2026
- 2026Accelerating LMO-Based Optimization via Implicit Gradient Transport7 May 2026
- 2026Order Matters: Improving Domain Adaptation by Reordering Data6 May 2026
- 2026RAMPAGE: RAndomized Mid-Point for debiAsed Gradient Extrapolation23 Mar 2026
- 2026Convergence Rate of the Last Iterate of Stochastic Proximal Algorithms5 Feb 2026
- 2026A Short and Unified Convergence Analysis of the SAG, SAGA, and IAG Algorithms5 Feb 2026
- 2026BiCoLoR: Communication-Efficient Optimization with Bidirectional Compression and Local Training18 Jan 2026
- 2025Finite-sample guarantees for data-driven forward-backward operator methods22 Dec 2025
- 2025Variance Matters: Improving Domain Adaptation via Stratified Sampling4 Dec 2025
- 2025Scalable inference of functional neural connectivity at submillisecond timescales23 Oct 2025
- 2025Hadamard-Riemannian Optimization for Margin-Variance Ensemble12 Sep 2025
- 2025Shuffling Heuristic in Variational Inequalities: Establishing New Convergence Guarantees4 Sep 2025
38 more
- 2025On the Effectiveness of the z-Transform Method in Quadratic Optimization4 Jul 2025
- 2025Regret-Optimal Q-Learning with Low Cost for Single-Agent and Federated Reinforcement Learning5 Jun 2025
- 2025AutoSGD: Automatic Learning Rate Selection for Stochastic Gradient Descent27 May 2025
- 2025LLaDA 1.5: Variance-Reduced Preference Optimization for Large Language Diffusion Models25 May 2025
- 2025VAMO: Efficient Zeroth-Order Variance Reduction for SGD with Faster Convergence20 May 2025
- 2025GC-Fed: Gradient Centralized Federated Learning with Partial Client Participation17 Mar 2025
- 2025Variance Reduction Methods Do Not Need to Compute Full Gradients: Improved Efficiency through Shuffling20 Feb 2025
- 2025The Ball-Proximal (="Broximal") Point Method: a New Algorithm, Convergence Theory, and Applications4 Feb 2025
- 2024Analysis of regularized federated learning3 Nov 2024
- 2024Generative Example-Based Explanations: Bridging the Gap between Generative Modeling and Explainability28 Oct 2024
- 2024Efficient Optimization Algorithms for Linear Adversarial Training16 Oct 2024
- 2024Gap-Dependent Bounds for Q-Learning using Reference-Advantage Decomposition10 Oct 2024
- 2024Dataset Distillation via Knowledge Distillation: Towards Efficient Self-Supervised Pre-Training of Deep Networks3 Oct 2024
- 2024On the SAGA algorithm with decreasing step2 Oct 2024
- 2024On the Convergence of FedProx with Extrapolation and Inexact Prox2 Oct 2024
- 2024An Effective Dynamic Gradient Calibration Method for Continual Learning30 Jul 2024
- 2024SOREL: A Stochastic Algorithm for Spectral Risks Minimization19 Jul 2024
- 2024Unbiased least squares regression via averaged stochastic gradient descent26 Jun 2024
- 2024Communication-Efficient Adaptive Batch Size Strategies for Distributed Local Gradient Methods20 Jun 2024
- 2024Demystifying SGD with Doubly Stochastic Gradients3 Jun 2024
- 2024Double Variance Reduction: A Smoothing Trick for Composite Optimization Problems without First-Order Gradient28 May 2024
- 2024A Unified Theory of Stochastic Proximal Point Methods without Smoothness24 May 2024
- 2024Exact Gauss-Newton Optimization for Training Deep Neural Networks23 May 2024
- 2024Streamlining in the Riemannian Realm: Efficient Riemannian Optimization with Loopless Variance Reduction11 Mar 2024
- 2024LoCoDL: Communication-Efficient Distributed Learning with Local Training and Compression7 Mar 2024
- 2024Tracking the Median of Gradients with a Stochastic Proximal Point Method20 Feb 2024
- 2024AdAdaGrad: Adaptive Batch Size Schemes for Adaptive Gradient Methods17 Feb 2024
- 2023Critical Influence of Overparameterization on Sharpness-aware Minimization29 Nov 2023
- 2023Online Importance Sampling for Stochastic Gradient Optimization24 Nov 2023
- 2023A Large Deviations Perspective on Policy Gradient Algorithms13 Nov 2023
- 2023A Coefficient Makes SVRG Effective9 Nov 2023
- 2023Balancing Act: Constraining Disparate Impact in Sparse Models31 Oct 2023
- 2023Coreset Markov Chain Monte Carlo25 Oct 2023
- 2023Variance Reduced Halpern Iteration for Finite-Sum Monotone Inclusions4 Oct 2023
- 2023Joint Sampling and Optimisation for Inverse Rendering27 Sep 2023
- 2023Linear Convergence of Black-Box Variational Inference: Should We Stick the Landing?27 Jul 2023
- 2023Towards a Better Theoretical Understanding of Independent Subnetwork Training28 Jun 2023
- 2023Adaptive Federated Learning with Auto-Tuned Clients19 Jun 2023
50 newest of 79 All 79 (JSON)
- 2021Breaking the Sample Complexity Barrier to Regret-Optimal Model-Free Reinforcement Learningcited by 51
- 2021Stochastic Variance Reduction for Variational Inequality Methodscited by 46
- 2021A Statistical Analysis of Polyak-Ruppert Averaged Q-learningcited by 29
- 2021Query Complexity of Least Absolute Deviation Regression via Robust Uniform Convergencecited by 24
- 2021Smoothness Matrices Beat Smoothness Constants: Better Communication Compression Techniques for Distributed Optimizationcited by 21
- 2021Random Reshuffling with Variance Reduction: New Analysis and Better Ratescited by 19
- 2022EF-BV: A Unified Theory of Error Feedback and Variance Reduction Mechanisms for Biased and Unbiased Compression in Distributed Optimizationcited by 17
- 2021Gradient Descent on Infinitely Wide Neural Networks: Global Convergence and Generalizationcited by 15
- 2021SVRG Meets AdaGrad: Painless Variance Reductioncited by 13
- 2021MURANA: A Generic Framework for Stochastic Variance-Reduced Optimizationcited by 13
- 2022CompressedScaffnew: The First Theoretical Double Acceleration of Communication from Local Training and Compression in Distributed Optimizationcited by 11
- 2024LoCoDL: Communication-Efficient Distributed Learning with Local Training and Compressioncited by 11
12 most cited of 77 All 77 (JSON)
- 2026Learning Theory of the SVRG: Generalization and Convergence Analysis27 May 2026
- 2026Accelerating LMO-Based Optimization via Implicit Gradient Transport7 May 2026
- 2026Order Matters: Improving Domain Adaptation by Reordering Data6 May 2026
- 2026RAMPAGE: RAndomized Mid-Point for debiAsed Gradient Extrapolation23 Mar 2026
- 2026Convergence Rate of the Last Iterate of Stochastic Proximal Algorithms5 Feb 2026
- 2026A Short and Unified Convergence Analysis of the SAG, SAGA, and IAG Algorithms5 Feb 2026
- 2026BiCoLoR: Communication-Efficient Optimization with Bidirectional Compression and Local Training18 Jan 2026
- 2025Finite-sample guarantees for data-driven forward-backward operator methods22 Dec 2025
- 2025Variance Matters: Improving Domain Adaptation via Stratified Sampling4 Dec 2025
- 2025Scalable inference of functional neural connectivity at submillisecond timescales23 Oct 2025
- 2025Hadamard-Riemannian Optimization for Margin-Variance Ensemble12 Sep 2025
- 2025Shuffling Heuristic in Variational Inequalities: Establishing New Convergence Guarantees4 Sep 2025
12 newest of 77 All 77 (JSON)