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This paper takes an initial step to systematically investigate the generalization bounds of algorithms for solving nonconvex-(strongly)-concave (NC-SC/NC-C) stochastic minimax optimization measured by the stationarity of primal functions.…

Optimization and Control · Mathematics 2023-02-08 Siqi Zhang , Yifan Hu , Liang Zhang , Niao He

In adversarial machine learning, deep neural networks can fit the adversarial examples on the training dataset but have poor generalization ability on the test set. This phenomenon is called robust overfitting, and it can be observed when…

Machine Learning · Computer Science 2022-11-01 Jiancong Xiao , Yanbo Fan , Ruoyu Sun , Jue Wang , Zhi-Quan Luo

Stochastic Gradient Descent (SGD) is fundamental for training deep neural networks, especially in non-convex settings. Understanding SGD's generalization properties is crucial for ensuring robust model performance on unseen data. In this…

Machine Learning · Statistics 2025-06-24 Wenjun Xiong , Juan Ding , Xinlei Zuo , Qizhai Li

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…

Machine Learning · Computer Science 2020-12-23 Assaf Dauber , Meir Feder , Tomer Koren , Roi Livni

STOchastic Recursive Momentum (STORM)-based algorithms have been widely developed to solve one to $K$-level ($K \geq 3$) stochastic optimization problems. Specifically, they use estimators to mitigate the biased gradient issue and achieve…

Machine Learning · Computer Science 2024-07-09 Xiaokang Pan , Xingyu Li , Jin Liu , Tao Sun , Kai Sun , Lixing Chen , Zhe Qu

The solution to empirical risk minimization with $f$-divergence regularization (ERM-$f$DR) is extended to constrained optimization problems, establishing conditions for equivalence between the solution and constraints. A dual formulation of…

Machine Learning · Statistics 2025-02-21 Francisco Daunas , Iñaki Esnaola , Samir M. Perlaza , Gholamali Aminian

In this paper we study the stability and its trade-off with optimization error for stochastic gradient descent (SGD) algorithms in the pairwise learning setting. Pairwise learning refers to a learning task which involves a loss function…

Machine Learning · Computer Science 2019-04-29 Wei Shen , Zhenhuan Yang , Yiming Ying , Xiaoming Yuan

We propose a new stochastic optimization framework for empirical risk minimization problems such as those that arise in machine learning. The traditional approaches, such as (mini-batch) stochastic gradient descent (SGD), utilize an…

Machine Learning · Statistics 2020-02-04 Kenji Kawaguchi , Haihao Lu

While momentum-based accelerated variants of 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, we…

Machine Learning · Computer Science 2024-01-17 Ali Ramezani-Kebrya , Kimon Antonakopoulos , Volkan Cevher , Ashish Khisti , Ben Liang

Stochastic gradient descent (SGD) has been widely studied in the literature from different angles, and is commonly employed for solving many big data machine learning problems. However, the averaging technique, which combines all iterative…

Machine Learning · Computer Science 2020-05-28 Zhishuai Guo , Yan Yan , Tianbao Yang

In this paper, we study the generalization properties of Model-Agnostic Meta-Learning (MAML) algorithms for supervised learning problems. We focus on the setting in which we train the MAML model over $m$ tasks, each with $n$ data points,…

Machine Learning · Computer Science 2021-11-18 Alireza Fallah , Aryan Mokhtari , Asuman Ozdaglar

We consider linear prediction with a convex Lipschitz loss, or more generally, stochastic convex optimization problems of generalized linear form, i.e.~where each instantaneous loss is a scalar convex function of a linear function. We show…

Machine Learning · Computer Science 2022-11-01 Idan Amir , Roi Livni , Nathan Srebro

This paper investigates the problems large-scale distributed composite convex optimization, with motivations from a broad range of applications, including multi-agent systems, federated learning, smart grids, wireless sensor networks,…

Optimization and Control · Mathematics 2025-12-16 Maoran Wang , Xingju Cai , Yongxin Chen

In machine learning, stochastic gradient descent (SGD) is widely deployed to train models using highly non-convex objectives with equally complex noise models. Unfortunately, SGD theory often makes restrictive assumptions that fail to…

Machine Learning · Computer Science 2022-10-11 Vivak Patel , Shushu Zhang , Bowen Tian

Many machine learning tasks can be formulated as a stochastic compositional optimization (SCO) problem such as reinforcement learning, AUC maximization, and meta-learning, where the objective function involves a nested composition…

Machine Learning · Computer Science 2023-11-23 Ming Yang , Xiyuan Wei , Tianbao Yang , Yiming Ying

Pairwise learning includes various machine learning tasks, with ranking and metric learning serving as the primary representatives. While randomized coordinate descent (RCD) is popular in various learning problems, there is much less…

Machine Learning · Computer Science 2025-03-04 Liang Wu , Ruixi Hu , Yunwen Lei

Machine learning has made tremendous progress in recent years, with models matching or even surpassing humans on a series of specialized tasks. One key element behind the progress of machine learning in recent years has been the ability to…

Machine Learning · Computer Science 2020-06-30 Giorgi Nadiradze , Ilia Markov , Bapi Chatterjee , Vyacheslav Kungurtsev , Dan Alistarh

We consider the generalization error associated with stochastic gradient descent on a smooth convex function over a compact set. We show the first bound on the generalization error that vanishes when the number of iterations $T$ and the…

Machine Learning · Computer Science 2024-04-16 Julien Hendrickx , Alex Olshevsky

Error bounds, which refer to inequalities that bound the distance of vectors in a test set to a given set by a residual function, have proven to be extremely useful in analyzing the convergence rates of a host of iterative methods for…

Optimization and Control · Mathematics 2015-12-14 Zirui Zhou , Anthony Man-Cho So

Understanding the generalization behavior of learning algorithms is a central goal of learning theory. A recently emerging explanation is that learning algorithms are successful in practice because they converge to flat minima, which have…

Machine Learning · Computer Science 2026-05-26 Matan Schliserman , Shira Vansover-Hager , Tomer Koren