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Generalization error bounds for deep neural networks trained by stochastic gradient descent (SGD) are derived by combining a dynamical control of an appropriate parameter norm and the Rademacher complexity estimate based on parameter norms.…

Machine Learning · Computer Science 2023-05-30 Mingze Wang , Chao Ma

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

The performance of stochastic gradient descent (SGD) depends critically on how learning rates are tuned and decreased over time. We propose a method to automatically adjust multiple learning rates so as to minimize the expected error at any…

Machine Learning · Statistics 2013-02-19 Tom Schaul , Sixin Zhang , Yann LeCun

Optimal Transport has sparked vivid interest in recent years, in particular thanks to the Wasserstein distance, which provides a geometrically sensible and intuitive way of comparing probability measures. For computational reasons, the…

Machine Learning · Computer Science 2024-03-19 Eloi Tanguy

This study investigates leveraging stochastic gradient descent (SGD) to learn operators between general Hilbert spaces. We propose weak and strong regularity conditions for the target operator to depict its intrinsic structure and…

Machine Learning · Statistics 2026-01-13 Lei Shi , Jia-Qi Yang

Stochastic gradient descent (SGD) and its variants are widely used and highly effective optimization methods in machine learning, especially for neural network training. By using a single datum or a small subset of the data, selected…

Numerical Analysis · Mathematics 2026-01-21 Bangti Jin , Zeljko Kereta , Yuxin Xia

Deep neural networks achieve stellar generalisation even when they have enough parameters to easily fit all their training data. We study this phenomenon by analysing the dynamics and the performance of over-parameterised two-layer neural…

Machine Learning · Statistics 2022-03-28 Sebastian Goldt , Madhu S. Advani , Andrew M. Saxe , Florent Krzakala , Lenka Zdeborová

Stochastic gradient descent (SGD) provides a simple and efficient way to solve a broad range of machine learning problems. Here, we focus on distribution regression (DR), involving two stages of sampling: Firstly, we regress from…

Machine Learning · Statistics 2021-03-08 Nicole Mücke

In many numerical simulations stochastic gradient descent (SGD) type optimization methods perform very effectively in the training of deep neural networks (DNNs) but till this day it remains an open problem of research to provide a…

Machine Learning · Computer Science 2023-06-26 Martin Hutzenthaler , Arnulf Jentzen , Katharina Pohl , Adrian Riekert , Luca Scarpa

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

Natural gradient descent (NGD) is a powerful optimization technique for machine learning, but the computational complexity of the inverse Fisher information matrix limits its application in training deep neural networks. To overcome this…

Machine Learning · Computer Science 2024-12-11 Weihua Liu , Said Boumaraf , Jianwu Li , Chaochao Lin , Xiabi Liu , Lijuan Niu , Naoufel Werghi

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

The stochastic gradient descent (SGD) algorithm is the algorithm we use to train neural networks. However, it remains poorly understood how the SGD navigates the highly nonlinear and degenerate loss landscape of a neural network. In this…

Machine Learning · Computer Science 2025-06-13 Liu Ziyin , Hongchao Li , Masahito Ueda

Stochastic Gradient Descent (SGD) is a widely deployed optimization procedure throughout data-driven and simulation-driven disciplines, which has drawn a substantial interest in understanding its global behavior across a broad class of…

Optimization and Control · Mathematics 2021-04-02 Vivak Patel , Shushu Zhang

Understanding the implicit bias of training algorithms is of crucial importance in order to explain the success of overparametrised neural networks. In this paper, we study the dynamics of stochastic gradient descent over diagonal linear…

Machine Learning · Computer Science 2021-12-08 Scott Pesme , Loucas Pillaud-Vivien , Nicolas Flammarion

Stochastic gradient descent (SGD) is widely used in deep learning due to its computational efficiency, but a complete understanding of why SGD performs so well remains a major challenge. It has been observed empirically that most…

Machine Learning · Statistics 2022-06-20 Carmina Fjellström , Kaj Nyström

Kolmogorov--Arnold Networks (KANs), a recently proposed neural network architecture, have gained significant attention in the deep learning community, due to their potential as a viable alternative to multi-layer perceptrons (MLPs) and…

Machine Learning · Computer Science 2024-10-11 Yihang Gao , Vincent Y. F. Tan

Stochastic gradient descent (SGD) is a widely adopted iterative method for optimizing differentiable objective functions. In this paper, we propose and discuss a novel approach to scale up SGD in applications involving non-convex functions…

Machine Learning · Statistics 2022-10-07 Saad Mohamad , Hamad Alamri , Abdelhamid Bouchachia

In this paper, we present some theoretical work to explain why simple gradient descent methods are so successful in solving non-convex optimization problems in learning large-scale neural networks (NN). After introducing a mathematical tool…

Machine Learning · Computer Science 2023-05-01 Hui Jiang

We study a continuous-time approximation of the stochastic gradient descent process for minimizing the population expected loss in learning problems. The main results establish general sufficient conditions for the convergence, extending…

Machine Learning · Computer Science 2025-11-03 Gabor Lugosi , Eulalia Nualart