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Understanding the algorithmic bias of \emph{stochastic gradient descent} (SGD) is one of the key challenges in modern machine learning and deep learning theory. Most of the existing works, however, focus on \emph{very small or even…

Machine Learning · Computer Science 2021-03-30 Jingfeng Wu , Difan Zou , Vladimir Braverman , Quanquan Gu

Stochastic gradient descent (SGD) is a popular and efficient method with wide applications in training deep neural nets and other nonconvex models. While the behavior of SGD is well understood in the convex learning setting, the existing…

Machine Learning · Computer Science 2019-12-16 Yunwen Lei , Ting Hu , Guiying Li , Ke Tang

Commonly used optimization algorithms often show a trade-off between good generalization and fast training times. For instance, stochastic gradient descent (SGD) tends to have good generalization; however, adaptive gradient methods have…

Machine Learning · Computer Science 2023-06-14 Aditya Cowsik , Tankut Can , Paolo Glorioso

Modern machine learning algorithms aim to extract fine-grained information from data to provide accurate predictions, which often conflicts with the goal of privacy protection. This paper addresses the practical and theoretical importance…

Machine Learning · Statistics 2023-07-17 Puyu Wang , Yunwen Lei , Yiming Ying , Ding-Xuan Zhou

Neural networks are trained by optimizing multi-dimensional sets of fitting parameters on non-convex loss landscapes. Low-loss regions of the landscapes correspond to the parameter sets that perform well on the training data. A key issue in…

Machine Learning · Computer Science 2026-02-26 Jianneng Yu , Alexandre V. Morozov

Generalization error bounds for deep neural networks trained by stochastic gradient descent (SGD) are derived by combining a dynamical control of an appropriate parameter norm and the Rademacher complexity estimate based on parameter norms.…

Machine Learning · Computer Science 2023-05-30 Mingze Wang , Chao Ma

We investigate the convergence rates and data sample sizes required for training a machine learning model using a stochastic gradient descent (SGD) algorithm, where data points are sampled based on either their loss value or uncertainty…

Machine Learning · Computer Science 2024-11-26 Daniel Haimovich , Dima Karamshuk , Fridolin Linder , Niek Tax , Milan Vojnovic

Energy and resource efficient training of DNNs will greatly extend the applications of deep learning. However, there are three major obstacles which mandate accurate calculation in high precision. In this paper, we tackle two of them…

Neural and Evolutionary Computing · Computer Science 2018-10-15 Hyunsun Park , Jun Haeng Lee , Youngmin Oh , Sangwon Ha , Seungwon Lee

Stochastic gradient descent (SGD) is a popular algorithm for optimization problems arising in high-dimensional inference tasks. Here one produces an estimator of an unknown parameter from independent samples of data by iteratively…

Machine Learning · Statistics 2023-06-23 Gerard Ben Arous , Reza Gheissari , Aukosh Jagannath

In this paper, we consider a general stochastic optimization problem which is often at the core of supervised learning, such as deep learning and linear classification. We consider a standard stochastic gradient descent (SGD) method with a…

Machine Learning · Statistics 2018-12-27 Lam M. Nguyen , Nam H. Nguyen , Dzung T. Phan , Jayant R. Kalagnanam , Katya Scheinberg

We study a distributed consensus-based stochastic gradient descent (SGD) algorithm and show that the rate of convergence involves the spectral properties of two matrices: the standard spectral gap of a weight matrix from the network…

Optimization and Control · Mathematics 2016-09-02 Avleen S. Bijral , Anand D. Sarwate , Nathan Srebro

Understanding the dynamics of neural network parameters during training is one of the key challenges in building a theoretical foundation for deep learning. A central obstacle is that the motion of a network in high-dimensional parameter…

Machine Learning · Computer Science 2021-03-30 Daniel Kunin , Javier Sagastuy-Brena , Surya Ganguli , Daniel L. K. Yamins , Hidenori Tanaka

We propose an algorithm for the adaptation of the learning rate for stochastic gradient descent (SGD) that avoids the need for validation set use. The idea for the adaptiveness comes from the technique of extrapolation: to get an estimate…

Machine Learning · Statistics 2020-08-28 Antti Koskela , Antti Honkela

Stochastic gradient descent (SGD) is one of the most popular algorithms in modern machine learning. The noise encountered in these applications is different from that in many theoretical analyses of stochastic gradient algorithms. In this…

Machine Learning · Statistics 2021-09-16 Stephan Wojtowytsch

Low-precision training has become crucial for reducing the computational and memory costs of large-scale deep learning. However, quantizing gradients introduces magnitude shrinkage, which can change how stochastic gradient descent (SGD)…

Machine Learning · Computer Science 2026-01-09 Vincent-Daniel Yun

Neural networks are usually trained by some form of stochastic gradient descent (SGD)). A number of strategies are in common use intended to improve SGD optimization, such as learning rate schedules, momentum, and batching. These are…

Neural and Evolutionary Computing · Computer Science 2015-08-13 Thomas M. Breuel

The performance of stochastic gradient descent (SGD) depends critically on how learning rates are tuned and decreased over time. We propose a method to automatically adjust multiple learning rates so as to minimize the expected error at any…

Machine Learning · Statistics 2013-02-19 Tom Schaul , Sixin Zhang , Yann LeCun

A recent line of research has shown that gradient-based algorithms with random initialization can converge to the global minima of the training loss for over-parameterized (i.e., sufficiently wide) deep neural networks. However, the…

Machine Learning · Computer Science 2019-06-12 Difan Zou , Quanquan Gu

Understanding the limitations of gradient methods, and stochastic gradient descent (SGD) in particular, is a central challenge in learning theory. To that end, a commonly used tool is the Statistical Queries (SQ) framework, which studies…

Machine Learning · Computer Science 2026-02-06 Daniel Barzilai , Ohad Shamir

Stochastic gradient descent (SGD) and projected stochastic gradient descent (PSGD) are scalable algorithms to compute model parameters in unconstrained and constrained optimization problems. In comparison with SGD, PSGD forces its iterative…

Machine Learning · Statistics 2022-03-24 Ruiqi Liu , Mingao Yuan , Zuofeng Shang