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Through case studies on text classification and the training of deep neural networks, is discussed how optimization problems arise in machine learning and what makes them challenging. A main theme of this study is that large-scale machine learning represents a distinctive setting in which the stochastic gradient method has traditionally played a central role while conventional gradient-based nonlinear optimization techniques typically falter. Based on this viewpoint, a comprehensive theory of a straightforward, yet versatile stochastic gradient algorithm, discussed its practical behavior, and highlight opportunities for designing algorithms with improved performance is presented. This leads to a discussion about the next generation of optimization methods for large-scale machine learning, including an investigation of two main streams of research on techniques that diminish noise in the stochastic directions and methods that make use of second-order derivative approximations.<div class="reviewer"> Reviewer: <a href="/authors/?q=rv%3A4143">Tiit Riismaa (Tallinn)</a></div> <div class="clearfix"></div></div> <div class="clear"></div> <br> <div class="citations"><div class="clear"><a href="/?q=ci%3A6870204">Cited in <strong>1</strong> Review</a></div><div class="clear"><a href="/?q=rf%3A6870204">Cited in <strong>440</strong> Documents</a></div></div> <div class="classification"> <h3>MSC:</h3> <table><tr> <td> <a class="mono" href="/classification/?q=cc%3A65K05" title="MSC2020">65K05</a> </td> <td class="space"> Numerical mathematical programming methods </td> </tr><tr> <td> <a class="mono" href="/classification/?q=cc%3A68Q25" title="MSC2020">68Q25</a> </td> <td class="space"> Analysis of algorithms and problem complexity </td> </tr><tr> <td> <a class="mono" href="/classification/?q=cc%3A68T05" title="MSC2020">68T05</a> </td> <td class="space"> Learning and adaptive systems in artificial intelligence </td> </tr><tr> <td> <a class="mono" href="/classification/?q=cc%3A90C06" title="MSC2020">90C06</a> </td> <td class="space"> Large-scale problems in mathematical programming </td> </tr><tr> <td> <a class="mono" href="/classification/?q=cc%3A90C30" title="MSC2020">90C30</a> </td> <td class="space"> Nonlinear programming </td> </tr><tr> <td> <a class="mono" href="/classification/?q=cc%3A49Q10" title="MSC2020">49Q10</a> </td> <td class="space"> Optimization of shapes other than minimal surfaces </td> </tr></table> </div><div class="keywords"> <h3>Keywords:</h3><a href="/?q=ut%3Anumerical+optimization">numerical optimization</a>; <a href="/?q=ut%3Amachine+learning">machine learning</a>; <a href="/?q=ut%3Astochastic+gradient+methods">stochastic gradient methods</a>; <a href="/?q=ut%3Aalgorithm+complexity+analysis">algorithm complexity analysis</a>; <a href="/?q=ut%3Anoise+reduction+methods">noise reduction methods</a>; <a href="/?q=ut%3Asecond-order+methods">second-order methods</a></div> <div class="software"> <h3>Software:</h3><a href="/software/22202">AdaGrad</a>; <a href="/software/38522">AlexNet</a>; <a href="/software/4880">LIBLINEAR</a>; <a href="/software/22204">RMSprop</a>; <a href="/software/4714">TRON</a>; <a href="/software/8752">Pegasos</a>; <a href="/software/7279">RCV1</a>; <a href="/software/12839">TFOCS</a>; <a href="/software/11795">QUIC</a>; <a href="/software/39677">Saga</a>; <a href="/software/28396">HOGWILD</a>; <a href="/software/19411">SGD-QN</a>; <a href="/software/22205">Adam</a>; <a href="/software/39429">ADADELTA</a>; <a href="/software/21105">ImageNet</a>; <a href="/software/3229">L-BFGS</a></div> <!-- Modal used to show zbmath metadata in different output formats--> <div class="modal fade" id="metadataModal" tabindex="-1" role="dialog" aria-labelledby="myModalLabel"> <div class="modal-dialog" role="document"> <div class="modal-content"> <div class="modal-header"> <button type="button" class="close" data-dismiss="modal" aria-label="Close"><span aria-hidden="true">×</span></button> <h4 class="modal-title" id="myModalLabel">Cite</h4> </div> <div class="modal-body"> <div class="form-group"> <label for="select-output" class="control-label">Format</label> <select id="select-output" class="form-control" aria-label="Select Metadata format"></select> </div> <div class="form-group"> <label for="metadataText" class="control-label">Result</label> <textarea class="form-control" id="metadataText" rows="10" style="min-width: 100%;max-width: 100%"></textarea> </div> <div id="metadata-alert" class="alert alert-danger" role="alert" style="display: none;"> <!-- alert for connection errors etc --> </div> </div> <div class="modal-footer"> <button type="button" class="btn btn-primary" onclick="copyMetadata()">Copy to clipboard</button> <button type="button" class="btn btn-default" data-dismiss="modal">Close</button> </div> </div> </div> </div> <div class="functions clearfix"> <div class="function"> <!-- Button trigger metadata modal --> <a type="button" class="btn btn-default btn-xs pdf" data-toggle="modal" data-target="#metadataModal" data-itemtype="Zbl" data-itemname="Zbl 1397.65085" data-ciurl="/ci/06870204" data-biburl="/bibtex/06870204.bib" data-amsurl="/amsrefs/06870204.bib" data-xmlurl="/xml/06870204.xml" > Cite </a> <a class="btn btn-default btn-xs pdf" data-container="body" type="button" href="/pdf/06870204.pdf" title="Zbl 1397.65085 as PDF">Review PDF</a> </div> <div class="fulltexts"> <span class="fulltext">Full Text:</span> <a class="btn btn-default btn-xs" type="button" href="https://doi.org/10.1137/16M1080173" aria-label="DOI for “Optimization methods for large-scale machine learning”" title="10.1137/16M1080173">DOI</a> <a class="btn btn-default btn-xs" type="button" href="https://arxiv.org/abs/1606.04838"title="Note: arXiv document may differ from published version">arXiv</a> <a class="btn btn-default btn-xs" type="button" href="https://www.osti.gov/biblio/1541717" title="Full Text Link">Link</a> </div> <div class="sfx" style="float: right;"> </div> </div> <div class="references"> <h3>References:</h3> <table><tr> <td>[1]</td> <td class="space">A. 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