Related papers: Stability and Convergence Trade-off of Iterative O…
This paper uses the notion of algorithmic stability to derive novel generalization bounds for several families of transductive regression algorithms, both by using convexity and closed-form solutions. Our analysis helps compare the…
Uniform stability of a learning algorithm is a classical notion of algorithmic stability introduced to derive high-probability bounds on the generalization error (Bousquet and Elisseeff, 2002). Specifically, for a loss function with range…
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…
Many industrial machine learning (ML) systems require frequent retraining to keep up-to-date with constantly changing data. This retraining exacerbates a large challenge facing ML systems today: model training is unstable, i.e., small…
We establish a data-dependent notion of algorithmic stability for Stochastic Gradient Descent (SGD), and employ it to develop novel generalization bounds. This is in contrast to previous distribution-free algorithmic stability results for…
Recent research has observed that in machine learning optimization, gradient descent (GD) often operates at the edge of stability (EoS) [Cohen, et al., 2021], where the stepsizes are set to be large, resulting in non-monotonic losses…
This paper considers the stability of online learning algorithms and its implications for learnability (bounded regret). We introduce a novel quantity called {\em forward regret} that intuitively measures how good an online learning…
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…
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…
Recent studies have shown that heavy tails can emerge in stochastic optimization and that the heaviness of the tails have links to the generalization error. While these studies have shed light on interesting aspects of the generalization…
We study the trade-offs between convergence rate and robustness to gradient errors in designing a first-order algorithm. We focus on gradient descent (GD) and accelerated gradient (AG) methods for minimizing strongly convex functions when…
Generalization analyses of deep learning typically assume that the training converges to a fixed point. But, recent results indicate that in practice, the weights of deep neural networks optimized with stochastic gradient descent often…
In computing, as in many aspects of life, changes incur cost. Many optimization problems are formulated as a one-time instance starting from scratch. However, a common case that arises is when we already have a set of prior assignments, and…
Deep models, while being extremely versatile and accurate, are vulnerable to adversarial attacks: slight perturbations that are imperceptible to humans can completely flip the prediction of deep models. Many attack and defense mechanisms…
In this thesis we develop a novel framework to study smooth and strongly convex optimization algorithms, both deterministic and stochastic. Focusing on quadratic functions we are able to examine optimization algorithms as a recursive…
By searching for shared inductive biases across tasks, meta-learning promises to accelerate learning on novel tasks, but with the cost of solving a complex bilevel optimization problem. We introduce and rigorously define the trade-off…
Algorithmic stability is a key characteristic to ensure the generalization ability of a learning algorithm. Among different notions of stability, \emph{uniform stability} is arguably the most popular one, which yields exponential…
In statistical learning theory, generalization error is used to quantify the degree to which a supervised machine learning algorithm may overfit to training data. Recent work [Xu and Raginsky (2017)] has established a bound on the…
We study momentum-based first-order optimization algorithms in which the iterations utilize information from the two previous steps and are subject to an additive white noise. This setup uses noise to account for uncertainty in either…
Recently there is a large amount of work devoted to the study of Markov chain stochastic gradient methods (MC-SGMs) which mainly focus on their convergence analysis for solving minimization problems. In this paper, we provide a…