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Providing generalization guarantees for stochastic optimization algorithms remains a key challenge in learning theory. Recently, numerous works demonstrated the impact of the geometric properties of optimization trajectories on…

Machine Learning · Computer Science 2026-01-23 Mario Tuci , Lennart Bastian , Benjamin Dupuis , Nassir Navab , Tolga Birdal , Umut Şimşekli

Regularized empirical risk minimization (R-ERM) is an important branch of machine learning, since it constrains the capacity of the hypothesis space and guarantees the generalization ability of the learning algorithm. Two classic proximal…

Machine Learning · Computer Science 2016-09-28 Qi Meng , Wei Chen , Jingcheng Yu , Taifeng Wang , Zhi-Ming Ma , Tie-Yan Liu

Stochastic gradient descent (SGD) is a simple and popular method to solve stochastic optimization problems which arise in machine learning. For strongly convex problems, its convergence rate was known to be O(\log(T)/T), by running SGD for…

Machine Learning · Computer Science 2015-03-19 Alexander Rakhlin , Ohad Shamir , Karthik Sridharan

Generalization error bounds are essential to understanding machine learning algorithms. This paper presents novel expected generalization error upper bounds based on the average joint distribution between the output hypothesis and each…

Information Theory · Computer Science 2022-02-25 Gholamali Aminian , Yuheng Bu , Gregory Wornell , Miguel Rodrigues

While significant theoretical progress has been achieved, unveiling the generalization mystery of overparameterized neural networks still remains largely elusive. In this paper, we study the generalization behavior of shallow neural…

Machine Learning · Computer Science 2022-09-21 Yunwen Lei , Rong Jin , Yiming Ying

Regularization for optimization is a crucial technique to avoid overfitting in machine learning. In order to obtain the best performance, we usually train a model by tuning the regularization parameters. It becomes costly, however, when a…

Machine Learning · Computer Science 2020-08-18 Jingfeng Wu , Vladimir Braverman , Lin F. Yang

Under mild assumptions stochastic gradient methods asymptotically achieve an optimal rate of convergence if the arithmetic mean of all iterates is returned as an approximate optimal solution. However, in the absence of stochastic noise, the…

Optimization and Control · Mathematics 2022-10-06 Melinda Hagedorn , Florian Jarre

We study the generalization performance of gradient methods in the fundamental stochastic convex optimization setting, focusing on its dimension dependence. First, for full-batch gradient descent (GD) we give a construction of a learning…

Machine Learning · Computer Science 2024-01-23 Matan Schliserman , Uri Sherman , Tomer Koren

Recently, significant progress has been made in understanding the generalization of neural networks (NNs) trained by gradient descent (GD) using the algorithmic stability approach. However, most of the existing research has focused on…

Machine Learning · Computer Science 2025-07-22 Puyu Wang , Yunwen Lei , Di Wang , Yiming Ying , Ding-Xuan Zhou

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…

Machine Learning · Computer Science 2025-12-19 Maria Matveev , Vit Fojtik , Hung-Hsu Chou , Gitta Kutyniok , Johannes Maly

We study problem-dependent rates, i.e., generalization errors that scale near-optimally with the variance, the effective loss, or the gradient norms evaluated at the "best hypothesis." We introduce a principled framework dubbed "uniform…

Machine Learning · Statistics 2020-12-25 Yunbei Xu , Assaf Zeevi

Large-scale constrained optimization problems are at the core of many tasks in control, signal processing, and machine learning. Notably, problems with functional constraints arise when, beyond a performance{\nobreakdash-}centric goal…

Optimization and Control · Mathematics 2025-05-15 Antesh Upadhyay , Sang Bin Moon , Abolfazl Hashemi

The growing size of available data has attracted increasing interest in solving minimax problems in a decentralized manner for various machine learning tasks. Previous theoretical research has primarily focused on the convergence rate and…

Machine Learning · Computer Science 2023-11-01 Miaoxi Zhu , Li Shen , Bo Du , Dacheng Tao

Stochastic Gradient Descent (SGD) is one of the simplest and most popular stochastic optimization methods. While it has already been theoretically studied for decades, the classical analysis usually required non-trivial smoothness…

Machine Learning · Computer Science 2013-01-01 Ohad Shamir , Tong Zhang

We provide the first proof of convergence for normalized error feedback algorithms across a wide range of machine learning problems. Despite their popularity and efficiency in training deep neural networks, traditional analyses of error…

Machine Learning · Computer Science 2024-10-23 Sarit Khirirat , Abdurakhmon Sadiev , Artem Riabinin , Eduard Gorbunov , Peter Richtárik

Decentralized stochastic gradient descent (D-SGD) is an efficient method for large-scale distributed learning. Existing generalization studies mainly address expected results, achieving rates limited to $\mathcal{O}\left(\frac{1}{\delta…

Machine Learning · Computer Science 2026-05-12 Jiahuan Wang , Ping Luo , Ziqing Wen , Dongsheng Li , Tao Sun

Algorithmic stability is among the most potent techniques in generalization analysis. However, its derivation usually requires a stepsize $\eta_t = \mathcal{O}(1/t)$ under non-convex training regimes, where $t$ denotes iterations. This…

Machine Learning · Computer Science 2026-02-27 Wenquan Ma , Yang Sui , Jiaye Teng , Bohan Wang , Jing Xu , Jingqin Yang

We show that the average stability notion introduced by \cite{kearns1999algorithmic, bousquet2002stability} is invariant to data preconditioning, for a wide class of generalized linear models that includes most of the known exp-concave…

Machine Learning · Computer Science 2017-04-18 Alon Gonen , Shai Shalev-Shwartz

This paper studies the generalization performance of iterates obtained by Gradient Descent (GD), Stochastic Gradient Descent (SGD) and their proximal variants in high-dimensional robust regression problems. The number of features is…

Statistics Theory · Mathematics 2024-11-05 Kai Tan , Pierre C. Bellec

Leveraging algorithmic stability to derive sharp generalization bounds is a classic and powerful approach in learning theory. Since Vapnik and Chervonenkis [1974] first formalized the idea for analyzing SVMs, it has been utilized to study…

Machine Learning · Computer Science 2021-01-26 Qinghua Liu , Zhou Lu