Adaptive algorithms are widely used because of their fast convergence rate for training deep neural networks (DNNs). However, the training cost becomes prohibitively expensive due to the computation of the full gradient when training complicated DNN. To reduce the computational cost, we present a stochastic block adaptive gradient online training algorithm in this study, called SBAG. In this algorithm, stochastic block coordinate descent and the adaptive learning rate are utilized at each iteration. We also prove that the regret bound of
O
T
can be achieved via SBAG, in which
T
is a time horizon. In addition, we use SBAG to train ResNet-34 and DenseNet-121 on CIFAR-10, respectively. The results demonstrate that SBAG has better training speed and generalized ability than other existing training methods.