Related papers: Generalization Properties and Implicit Regularizat…
We analyze the learning properties of the stochastic gradient method when multiple passes over the data and mini-batches are allowed. We study how regularization properties are controlled by the step-size, the number of passes and the…
We show that parametric models trained by a stochastic gradient method (SGM) with few iterations have vanishing generalization error. We prove our results by arguing that SGM is algorithmically stable in the sense of Bousquet and Elisseeff.…
An influential line of recent work has focused on the generalization properties of unregularized gradient-based learning procedures applied to separable linear classification with exponentially-tailed loss functions. The ability of such…
The notion of implicit bias, or implicit regularization, has been suggested as a means to explain the surprising generalization ability of modern-days overparameterized learning algorithms. This notion refers to the tendency of the…
Recently, there has been significant progress in understanding the convergence and generalization properties of gradient-based methods for training overparameterized learning models. However, many aspects including the role of small random…
For infinitesimal learning rates, stochastic gradient descent (SGD) follows the path of gradient flow on the full batch loss function. However moderately large learning rates can achieve higher test accuracies, and this generalization…
Understanding the implicit bias of training algorithms is of crucial importance in order to explain the success of overparametrised neural networks. In this paper, we study the dynamics of stochastic gradient descent over diagonal linear…
We consider the problem of supervised learning with convex loss functions and propose a new form of iterative regularization based on the subgradient method. Unlike other regularization approaches, in iterative regularization no constraint…
Many machine learning problems can be formulated as minimax problems such as Generative Adversarial Networks (GANs), AUC maximization and robust estimation, to mention but a few. A substantial amount of studies are devoted to studying the…
In this paper we measured the stability of stochastic gradient method (SGM) for learning an approximated Fourier primal support vector machine. The stability of an algorithm is considered by measuring the generalization error in terms of…
Within a statistical learning setting, we propose and study an iterative regularization algorithm for least squares defined by an incremental gradient method. In particular, we show that, if all other parameters are fixed a priori, the…
Stochastic gradient descent is one of the most successful approaches for solving large-scale problems, especially in machine learning and statistics. At each iteration, it employs an unbiased estimator of the full gradient computed from one…
The success of deep learning has led to a rising interest in the generalization property of the stochastic gradient descent (SGD) method, and stability is one popular approach to study it. Existing works based on stability have studied…
In high-dimensional and/or non-parametric regression problems, regularization (or penalization) is used to control model complexity and induce desired structure. Each penalty has a weight parameter that indicates how strongly the structure…
Deep neural networks with remarkably strong generalization performances are usually over-parameterized. Despite explicit regularization strategies are used for practitioners to avoid over-fitting, the impacts are often small. Some…
Recent years have seen a flurry of activities in designing provably efficient nonconvex procedures for solving statistical estimation problems. Due to the highly nonconvex nature of the empirical loss, state-of-the-art procedures often…
There is growing body of learning problems for which it is natural to organize the parameters into matrix, so as to appropriately regularize the parameters under some matrix norm (in order to impose some more sophisticated prior knowledge).…
While momentum-based methods, in conjunction with stochastic gradient descent (SGD), are widely used when training machine learning models, there is little theoretical understanding on the generalization error of such methods. In this work,…
A widely believed explanation for the remarkable generalization capacities of overparameterized neural networks is that the optimization algorithms used for training induce an implicit bias towards benign solutions. To grasp this…
We propose graph-dependent implicit regularisation strategies for distributed stochastic subgradient descent (Distributed SGD) for convex problems in multi-agent learning. Under the standard assumptions of convexity, Lipschitz continuity,…