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We investigate the dynamical and convergent properties of stochastic gradient descent (SGD) applied to Deep Neural Networks (DNNs). Characterizing the relation between learning rate, batch size and the properties of the final minima, such…

Machine Learning · Computer Science 2018-09-14 Stanisław Jastrzębski , Zachary Kenton , Devansh Arpit , Nicolas Ballas , Asja Fischer , Yoshua Bengio , Amos Storkey

Label noise may affect the generalization of classifiers, and the effective learning of main patterns from samples with noisy labels is an important challenge. Recent studies have shown that deep neural networks tend to prioritize the…

Machine Learning · Computer Science 2019-12-06 Yi Sun , Yan Tian , Yiping Xu , Jianxiang Li

In this work, we theoretically investigate the generalization properties of neural networks (NN) trained by stochastic gradient descent (SGD) algorithm with large learning rates. Under such a training regime, our finding is that, the…

Machine Learning · Computer Science 2023-10-27 Miao Lu , Beining Wu , Xiaodong Yang , Difan Zou

Stochastic gradient descent (SGD) is almost ubiquitously used for training non-convex optimization tasks. Recently, a hypothesis proposed by Keskar et al. [2017] that large batch methods tend to converge to sharp minimizers has received…

Machine Learning · Statistics 2018-12-04 Xiaowu Dai , Yuhua Zhu

Generalization error (also known as the out-of-sample error) measures how well the hypothesis learned from training data generalizes to previously unseen data. Proving tight generalization error bounds is a central question in statistical…

Machine Learning · Computer Science 2020-03-03 Jian Li , Xuanyuan Luo , Mingda Qiao

Increasing the mini-batch size for stochastic gradient descent offers significant opportunities to reduce wall-clock training time, but there are a variety of theoretical and systems challenges that impede the widespread success of this…

When training neural networks, it has been widely observed that a large step size is essential in stochastic gradient descent (SGD) for obtaining superior models. However, the effect of large step sizes on the success of SGD is not well…

Machine Learning · Computer Science 2023-02-17 Amirkeivan Mohtashami , Martin Jaggi , Sebastian Stich

The generalization mystery in deep learning is the following: Why do over-parameterized neural networks trained with gradient descent (GD) generalize well on real datasets even though they are capable of fitting random datasets of…

Machine Learning · Computer Science 2022-06-07 Satrajit Chatterjee , Piotr Zielinski

Stochastic gradient descent (SGD) with mini-batching is a standard tool in large-scale optimization, yet its theoretical properties under heavy-tailed gradient noise remain largely unexplored. In this paper we study SGD with increasing…

Probability · Mathematics 2026-05-11 Bartosz Glowacki , Rafal Kulik , Philippe Soulier

Recent studies have demonstrated that noise in stochastic gradient descent (SGD) is closely related to generalization: A larger SGD noise, if not too large, results in better generalization. Since the covariance of the SGD noise is…

Machine Learning · Computer Science 2020-09-29 Takashi Mori , Masahito Ueda

Stochastic gradient descent plays a fundamental role in nearly all applications of deep learning. However its ability to converge to a global minimum remains shrouded in mystery. In this paper we propose to study the behavior of the loss…

Machine Learning · Computer Science 2023-02-02 Mark Sandler , Andrey Zhmoginov , Max Vladymyrov , Nolan Miller

Stochastic gradient methods enable learning probabilistic models from large amounts of data. While large step-sizes (learning rates) have shown to be best for least-squares (e.g., Gaussian noise) once combined with parameter averaging,…

Machine Learning · Statistics 2018-11-22 Dmitry Babichev , Francis Bach

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

Stochastic gradient descent~(SGD) and its variants have been the dominating optimization methods in machine learning. Compared to SGD with small-batch training, SGD with large-batch training can better utilize the computational power of…

Machine Learning · Statistics 2024-04-16 Shen-Yi Zhao , Chang-Wei Shi , Yin-Peng Xie , Wu-Jun Li

We investigate the inherent bias of Stochastic Gradient Descent (SGD) toward learning low-rank weight matrices during the training of deep neural networks. Our results demonstrate that training with mini-batch SGD and weight decay induces a…

Machine Learning · Computer Science 2024-10-22 Tomer Galanti , Zachary S. Siegel , Aparna Gupte , Tomaso Poggio

Learning algorithms that divide the data into batches are prevalent in many machine-learning applications, typically offering useful trade-offs between computational efficiency and performance. In this paper, we examine the benefits of…

Machine Learning · Computer Science 2024-09-24 Shahar Stein Ioushua , Inbar Hasidim , Ofer Shayevitz , Meir Feder

In this paper, we theoretically prove that gradient descent can find a global minimum of non-convex optimization of all layers for nonlinear deep neural networks of sizes commonly encountered in practice. The theory developed in this paper…

Machine Learning · Statistics 2020-06-18 Kenji Kawaguchi , Jiaoyang Huang

In this work, we investigate the dynamics of stochastic gradient descent (SGD) when training a single-neuron autoencoder with linear or ReLU activation on orthogonal data. We show that for this non-convex problem, randomly initialized SGD…

Machine Learning · Statistics 2023-08-08 Nikhil Ghosh , Spencer Frei , Wooseok Ha , Bin Yu

What enables Stochastic Gradient Descent (SGD) to achieve better generalization than Gradient Descent (GD) in Neural Network training? This question has attracted much attention. In this paper, we study the distribution of the Stochastic…

Machine Learning · Computer Science 2019-10-28 Abhishek Panigrahi , Raghav Somani , Navin Goyal , Praneeth Netrapalli

Machine learning, especially deep neural networks, has been rapidly developed in fields including computer vision, speech recognition and reinforcement learning. Although Mini-batch SGD is one of the most popular stochastic optimization…

Machine Learning · Computer Science 2019-03-12 Xinyu Peng , Li Li , Fei-Yue Wang