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Stochastic gradient descent (SGD) is widely believed to perform implicit regularization when used to train deep neural networks, but the precise manner in which this occurs has thus far been elusive. We prove that SGD minimizes an average…

Machine Learning · Computer Science 2018-01-17 Pratik Chaudhari , Stefano Soatto

Stochastic Gradient Descent (SGD) is a central tool in machine learning. We prove that SGD converges to zero loss, even with a fixed (non-vanishing) learning rate - in the special case of homogeneous linear classifiers with smooth monotone…

Machine Learning · Statistics 2022-04-19 Mor Shpigel Nacson , Nathan Srebro , Daniel Soudry

Stochastic gradient descent (SGD) method is popular for solving non-convex optimization problems in machine learning. This work investigates SGD from a viewpoint of graduated optimization, which is a widely applied approach for non-convex…

Optimization and Control · Mathematics 2023-08-15 Da Li , Jingjing Wu , Qingrun Zhang

Stochastic descent methods (of the gradient and mirror varieties) have become increasingly popular in optimization. In fact, it is now widely recognized that the success of deep learning is not only due to the special deep architecture of…

Machine Learning · Computer Science 2019-01-21 Navid Azizan , Babak Hassibi

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

Many modern learning tasks involve fitting nonlinear models to data which are trained in an overparameterized regime where the parameters of the model exceed the size of the training dataset. Due to this overparameterization, the training…

Machine Learning · Computer Science 2018-12-27 Samet Oymak , Mahdi Soltanolkotabi

Stochastic gradient descent (SGD) gives an optimal convergence rate when minimizing convex stochastic objectives $f(x)$. However, in terms of making the gradients small, the original SGD does not give an optimal rate, even when $f(x)$ is…

Machine Learning · Computer Science 2021-07-30 Zeyuan Allen-Zhu

Neural network optimization remains one of the most consequential yet poorly understood challenges in modern AI research, where improvements in training algorithms can lead to enhanced feature learning in foundation models,…

Machine Learning · Computer Science 2025-12-23 Ansh Nagwekar

In this article we study the stochastic gradient descent (SGD) optimization method in the training of fully-connected feedforward artificial neural networks with ReLU activation. The main result of this work proves that the risk of the SGD…

Numerical Analysis · Mathematics 2022-09-28 Arnulf Jentzen , Adrian Riekert

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

Stochastic convex optimization is a basic and well studied primitive in machine learning. It is well known that convex and Lipschitz functions can be minimized efficiently using Stochastic Gradient Descent (SGD). The Normalized Gradient…

Machine Learning · Computer Science 2015-10-29 Elad Hazan , Kfir Y. Levy , Shai Shalev-Shwartz

Stochastic gradient descent (SGD) is a standard optimization method to minimize a training error with respect to network parameters in modern neural network learning. However, it typically suffers from proliferation of saddle points in the…

Machine Learning · Computer Science 2017-11-23 Haiping Huang , Taro Toyoizumi

Understanding the algorithmic bias of \emph{stochastic gradient descent} (SGD) is one of the key challenges in modern machine learning and deep learning theory. Most of the existing works, however, focus on \emph{very small or even…

Machine Learning · Computer Science 2021-03-30 Jingfeng Wu , Difan Zou , Vladimir Braverman , Quanquan Gu

We study convergence properties of Stochastic Gradient Descent (SGD) for convex objectives without assumptions on smoothness or strict convexity. We consider the question of establishing that with high probability the objective evaluated at…

Machine Learning · Computer Science 2018-10-23 Andrea Schioppa

Stochastic gradient descent (SGD) is a widely used algorithm in machine learning, particularly for neural network training. Recent studies on SGD for canonical quadratic optimization or linear regression show it attains well generalization…

Machine Learning · Computer Science 2024-09-17 Haihan Zhang , Yuanshi Liu , Qianwen Chen , Cong Fang

Stochastic gradient descent (SGD) algorithm is the method of choice in many machine learning tasks thanks to its scalability and efficiency in dealing with large-scale problems. In this paper, we focus on the shuffling version of SGD which…

Machine Learning · Computer Science 2023-10-27 Lam M. Nguyen , Trang H. Tran

Stochastic Gradient Descent (SGD) based training of neural networks with a large learning rate or a small batch-size typically ends in well-generalizing, flat regions of the weight space, as indicated by small eigenvalues of the Hessian of…

Machine Learning · Statistics 2019-12-24 Stanisław Jastrzębski , Zachary Kenton , Nicolas Ballas , Asja Fischer , Yoshua Bengio , Amos Storkey

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) is the optimization algorithm of choice in many machine learning applications such as regularized empirical risk minimization and training deep neural networks. The classical convergence analysis of SGD is…

Optimization and Control · Mathematics 2018-07-10 Lam M. Nguyen , Phuong Ha Nguyen , Marten van Dijk , Peter Richtárik , Katya Scheinberg , Martin Takáč

Stochastic Gradient Descent (SGD) has proven to be remarkably effective in optimizing deep neural networks that employ ever-larger numbers of parameters. Yet, improving the efficiency of large-scale optimization remains a vital and highly…

Machine Learning · Computer Science 2020-11-11 Frithjof Gressmann , Zach Eaton-Rosen , Carlo Luschi