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A recent line of research has shown that gradient-based algorithms with random initialization can converge to the global minima of the training loss for over-parameterized (i.e., sufficiently wide) deep neural networks. However, the…

Machine Learning · Computer Science 2019-06-12 Difan Zou , Quanquan Gu

We study the gradient descent (GD) dynamics of a depth-2 linear neural network with a single input and output. We show that GD converges at an explicit linear rate to a global minimum of the training loss, even with a large stepsize --…

Machine Learning · Computer Science 2025-01-22 Pierfrancesco Beneventano , Blake Woodworth

Stochastic gradient descent (SGD) is a popular algorithm for optimization problems arising in high-dimensional inference tasks. Here one produces an estimator of an unknown parameter from independent samples of data by iteratively…

Machine Learning · Statistics 2023-06-23 Gerard Ben Arous , Reza Gheissari , Aukosh Jagannath

Neural networks, a central tool in machine learning, have demonstrated remarkable, high fidelity performance on image recognition and classification tasks. These successes evince an ability to accurately represent high dimensional…

Machine Learning · Statistics 2023-02-08 Grant M. Rotskoff , Eric Vanden-Eijnden

The learning rate is perhaps the single most important parameter in the training of neural networks and, more broadly, in stochastic (nonconvex) optimization. Accordingly, there are numerous effective, but poorly understood, techniques for…

Machine Learning · Computer Science 2020-04-16 Bin Shi , Weijie J. Su , Michael I. Jordan

Differentially private stochastic gradient descent (DP-SGD) has become the standard algorithm for training machine learning models with rigorous privacy guarantees. Despite its widespread use, the theoretical understanding of its long-run…

Machine Learning · Computer Science 2025-11-21 Amartya Mukherjee , Jun Liu

In this work we consider stochastic gradient descent (SGD) for solving linear inverse problems in Banach spaces. SGD and its variants have been established as one of the most successful optimisation methods in machine learning, imaging and…

Machine Learning · Computer Science 2023-02-13 Z. Kereta , B. Jin

The stochastic gradient descent (SGD) optimization algorithm plays a central role in a series of machine learning applications. The scientific literature provides a vast amount of upper error bounds for the SGD method. Much less attention…

Numerical Analysis · Mathematics 2020-10-05 Arnulf Jentzen , Philippe von Wurstemberger

Despite the omnipresent use of stochastic gradient descent (SGD) optimization methods in the training of deep neural networks (DNNs), it remains, in basically all practically relevant scenarios, a fundamental open problem to provide a…

Machine Learning · Computer Science 2025-03-04 Thang Do , Arnulf Jentzen , Adrian Riekert

We consider a variant of the stochastic gradient descent (SGD) with a random learning rate and reveal its convergence properties. SGD is a widely used stochastic optimization algorithm in machine learning, especially deep learning. Numerous…

Machine Learning · Statistics 2025-09-09 Naoki Yoshida , Shogo Nakakita , Masaaki Imaizumi

Stochastic gradient descent (SGD) and its variants enable modern artificial intelligence. However, theoretical understanding lags far behind their empirical success. It is widely believed that SGD has a curious ability to avoid sharp local…

Machine Learning · Computer Science 2025-10-27 Xingyu Wang , Chang-Han Rhee

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

Stochastic Gradient Descent (SGD) is an out-of-equilibrium algorithm used extensively to train artificial neural networks. However very little is known on to what extent SGD is crucial for to the success of this technology and, in…

Machine Learning · Computer Science 2023-12-19 Persia Jana Kamali , Pierfrancesco Urbani

Mini-batch stochastic gradient descent (SGD) is state of the art in large scale distributed training. The scheme can reach a linear speedup with respect to the number of workers, but this is rarely seen in practice as the scheme often…

Optimization and Control · Mathematics 2019-05-06 Sebastian U. Stich

State-of-the-art training algorithms for deep learning models are based on stochastic gradient descent (SGD). Recently, many variations have been explored: perturbing parameters for better accuracy (such as in Extragradient), limiting SGD…

Machine Learning · Computer Science 2022-03-23 Amirkeivan Mohtashami , Martin Jaggi , Sebastian U. Stich

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

Deep neural networks (DNNs) have achieved remarkable success in computer vision; however, training DNNs for satisfactory performance remains challenging and suffers from sensitivity to empirical selections of an optimization algorithm for…

Computer Vision and Pattern Recognition · Computer Science 2020-12-22 Haichao Zhang , Kuangrong Hao , Lei Gao , Bing Wei , Xuesong Tang

The stochastic gradient descent (SGD) method is most widely used for deep neural network (DNN) training. However, the method does not always converge to a flat minimum of the loss surface that can demonstrate high generalization capability.…

Machine Learning · Computer Science 2020-09-08 Wonyong Sung , Iksoo Choi , Jinhwan Park , Seokhyun Choi , Sungho Shin

Deep learning models are dominating almost all artificial intelligence tasks such as vision, text, and speech processing. Stochastic Gradient Descent (SGD) is the main tool for training such models, where the computations are usually…

Machine Learning · Computer Science 2023-01-10 Matteo Cacciola , Antonio Frangioni , Masoud Asgharian , Alireza Ghaffari , Vahid Partovi Nia

Stochastic gradient descent (SGD) now acts as a fundamental part of optimization in current machine learning. Meanwhile, deep learning architectures have shown outstanding performance in a wide range of fields, such as natural language…

Machine Learning · Computer Science 2026-01-27 Zhao Song , Song Yue