Adaptive Stochastic Gradient Descent (SGD) for erratic datasets

Stochastic Gradient Descent (SGD) is a highly efficient optimization algorithm, particularly well suited for large datasets due to its incremental parameter updates. In this study, we apply SGD to a simple linear classifier using logistic regression, a widely used method for binary classification tasks. Unlike traditional batch Gradient Descent (GD), which processes the entire dataset simultaneously, SGD offers enhanced scalability and performance for streaming and large-scale data. Our experiments reveal that SGD outperforms GD across multiple performance metrics, achieving 45.83% accuracy compared to GD's 41.67 %, and excelling in precision (60 % vs. 45.45 %), recall (100 % vs. 60 %), and F1-score (100 % vs. 62 %). Additionally, SGD achieves 99.99 % of Principal Component Analysis (PCA) accuracy, slightly surpassing GD's 99.92 %. These results highlight SGD's superior efficiency and flexibility for large-scale data environments, driven by its ability to balance precision and recall effectively. To further enhance SGD's robustness, the proposed method incorporates adaptive learning rates, momentum, and logistic regression, addressing traditional GD drawbacks. These modifications improve the algorithm's stability, convergence behavior, and applicability to complex, large-scale optimization tasks where standard GD often struggles, making SGD a highly effective solution for challenging data-driven scenarios.