Title: Soft Sampling for Efficient Training of Deep Neural Networks on Massive Data. Abstract: We investigate soft sampling which is a simple yet effective approach for efficient training of large-scale deep neural network models when dealing with massive data. Soft sampling selects a subset uniformly at random with replacement from the full data set in each epoch. First, we derive a theoretical convergence guarantee for soft sampling on non-convex objective functions and give the convergence rate. Next, we analyze the data coverage and occupancy properties of soft sampling from the perspective of the coupon collector's problem. And finally, we evaluate soft sampling on various machine learning tasks using various network architectures and demonstrate its effectiveness. Compared to existing coreset-based data selection methods, soft sampling offers a better accuracy-efficiency trade-off. Especially on real-world industrial scale data sets, soft sampling can achieve significant speedup and competitive performance with almost no additional computing cost.