Stochastic Gradient Descent

Stochastic Gradient Descent is an iterative optimization algorithm in the class of first-order gradient-based methods for unconstrained continuous optimization that approximates the true gradient of the objective function using a single randomly selected data point or mini-batch at each iteration, thereby reducing computational cost and enabling convergence in large-scale or online learning settings.

4.9K

Publications

518.8K

Citations

10.4K

Authors

2.2K

Institutions

Publications per year

2017–2026

3K

Authors

10.4K

  1. FD
    Feng Ding

    Jiangnan University, China

    42 publications · 2.7K citations

    28

    h-index

  2. PR
    Peter Richtárik

    University of Edinburgh, United Kingdom

    60 publications · 3K citations

    25

    h-index

  3. MI
    Michael I. Jordan

    University of California, Berkeley, United States

    34 publications · 2K citations

    24

    h-index

  4. YB
    Yoshua Bengio

    Université de Montréal, Canada

    23 publications · 9.4K citations

    21

    h-index

  5. TY
    Tianbao Yang

    University of Iowa, United States

    37 publications · 1.4K citations

    21

    h-index

1–5 of 10.4K

Venues

  1. arXiv (Cornell University)

    Repository · 1.3K publications · 130.9K citations

    137

    h-index

  2. IEEE Transactions on Signal Processing

    121 publications · 11.2K citations

    52

    h-index

  3. Neural Information Processing Systems

    Conference · 82 publications · 9.3K citations

    42

    h-index

  4. SIAM Journal on Optimization

    59 publications · 7.8K citations

    38

    h-index

  5. IEEE Transactions on Automatic Control

    46 publications · 5.7K citations

    31

    h-index

1–5