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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

This paper explores the connection between learning trajectories of Deep Neural Networks (DNNs) and their generalization capabilities when optimized using (stochastic) gradient descent algorithms. Instead of concentrating solely on the…

Machine Learning · Computer Science 2023-11-01 Jingwen Fu , Zhizheng Zhang , Dacheng Yin , Yan Lu , Nanning Zheng

Variational inference (VI) is widely used for approximate inference in Bayesian machine learning. In addition to this practical success, generalization bounds for variational inference and related algorithms have been developed, mostly…

Machine Learning · Computer Science 2025-02-19 Yadi Wei , Roni Khardon

In this work, we improve upon the stepwise analysis of noisy iterative learning algorithms initiated by Pensia, Jog, and Loh (2018) and recently extended by Bu, Zou, and Veeravalli (2019). Our main contributions are significantly improved…

Machine Learning · Statistics 2020-01-28 Jeffrey Negrea , Mahdi Haghifam , Gintare Karolina Dziugaite , Ashish Khisti , Daniel M. Roy

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

Pairwise learning is receiving increasing attention since it covers many important machine learning tasks, e.g., metric learning, AUC maximization, and ranking. Investigating the generalization behavior of pairwise learning is thus of…

Machine Learning · Computer Science 2021-11-10 Shaojie Li , Yong Liu

Large-scale nonconvex optimization problems are ubiquitous in modern machine learning, and among practitioners interested in solving them, Stochastic Gradient Descent (SGD) reigns supreme. We revisit the analysis of SGD in the nonconvex…

Optimization and Control · Mathematics 2020-07-27 Ahmed Khaled , Peter Richtárik

Providing generalization guarantees for modern neural networks has been a crucial task in statistical learning. Recently, several studies have attempted to analyze the generalization error in such settings by using tools from fractal…

Machine Learning · Statistics 2023-07-11 Benjamin Dupuis , George Deligiannidis , Umut Şimşekli

Stochastic gradient descent (SGD) is the main algorithm behind a large body of work in machine learning. In many cases, constraints are enforced via projections, leading to projected stochastic gradient algorithms. In recent years, a large…

Optimization and Control · Mathematics 2025-10-06 Yuping Zheng , Andrew Lamperski

An important question in deep learning is how higher-order optimization methods affect generalization. In this work, we analyze a stochastic Gauss-Newton (SGN) method with Levenberg-Marquardt damping and mini-batch sampling for training…

Machine Learning · Computer Science 2025-11-13 Semih Cayci

We show generalisation error bounds for deep learning with two main improvements over the state of the art. (1) Our bounds have no explicit dependence on the number of classes except for logarithmic factors. This holds even when formulating…

Machine Learning · Computer Science 2021-02-23 Antoine Ledent , Waleed Mustafa , Yunwen Lei , Marius Kloft

We derive a novel information-theoretic analysis of the generalization property of meta-learning algorithms. Concretely, our analysis proposes a generic understanding of both the conventional learning-to-learn framework and the modern…

Machine Learning · Computer Science 2021-12-13 Qi Chen , Changjian Shui , Mario Marchand

In this paper, we study the generalization properties of online learning based stochastic methods for supervised learning problems where the loss function is dependent on more than one training sample (e.g., metric learning, ranking). We…

Machine Learning · Computer Science 2013-05-14 Purushottam Kar , Bharath K Sriperumbudur , Prateek Jain , Harish C Karnick

In this paper, we establish novel data-dependent upper bounds on the generalization error through the lens of a "variable-size compressibility" framework that we introduce newly here. In this framework, the generalization error of an…

Machine Learning · Statistics 2024-06-12 Milad Sefidgaran , Abdellatif Zaidi

The stochastic gradient Langevin Dynamics is one of the most fundamental algorithms to solve sampling problems and non-convex optimization appearing in several machine learning applications. Especially, its variance reduced versions have…

Machine Learning · Computer Science 2022-11-22 Yuri Kinoshita , Taiji Suzuki

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

The classical convergence analysis of SGD is carried out under the assumption that the norm of the stochastic gradient is uniformly bounded. While this might hold for some loss functions, it is violated for cases where the objective…

Optimization and Control · Mathematics 2019-11-12 Lam M. Nguyen , Phuong Ha Nguyen , Peter Richtárik , Katya Scheinberg , Martin Takáč , Marten van Dijk

Information-theoretic generalization bounds analyze stochastic optimization by relating expected generalization error to the mutual information between learned parameters and training data. Virtual perturbation analyses of SGD add auxiliary…

Machine Learning · Computer Science 2026-05-04 Mohammad Partohaghighi

The success of minimax learning problems of generative adversarial networks (GANs) has been observed to depend on the minimax optimization algorithm used for their training. This dependence is commonly attributed to the convergence speed…

Machine Learning · Computer Science 2020-10-26 Farzan Farnia , Asuman Ozdaglar

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