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Stochastic gradient descent (SGD) and its variants are the main workhorses for solving large-scale optimization problems with nonconvex objective functions. Although the convergence of SGDs in the (strongly) convex case is well-understood,…

Machine Learning · Computer Science 2023-10-20 Aritra Dutta , El Houcine Bergou , Soumia Boucherouite , Nicklas Werge , Melih Kandemir , Xin Li

Deep neural networks have been shown to achieve state-of-the-art performance in several machine learning tasks. Stochastic Gradient Descent (SGD) is the preferred optimization algorithm for training these networks and asynchronous SGD…

Machine Learning · Computer Science 2016-04-06 Wei Zhang , Suyog Gupta , Xiangru Lian , Ji Liu

We establish novel generalization bounds for learning algorithms that converge to global minima. We do so by deriving black-box stability results that only depend on the convergence of a learning algorithm and the geometry around the…

Machine Learning · Statistics 2017-10-25 Zachary Charles , Dimitris Papailiopoulos

Stochastic gradient descent (SGD) is a popular algorithm for minimizing objective functions that arise in machine learning. For constant step-sized SGD, the iterates form a Markov chain on a general state space. Focusing on a class of…

Optimization and Control · Mathematics 2025-03-26 David Shirokoff , Philip Zaleski

In this paper, we study the convergence properties of the Stochastic Gradient Descent (SGD) method for finding a stationary point of a given objective function $J(\cdot)$. The objective function is not required to be convex. Rather, our…

Machine Learning · Statistics 2024-09-24 Rajeeva L. Karandikar , M. Vidyasagar

Stochastic Gradient Descent (SGD) is a known stochastic iterative method popular for large-scale convex optimization problems due to its simple implementation and scalability. Some objectives, such as those found in complex-valued neural…

Machine Learning · Computer Science 2026-05-26 Natanael Alpay , Emeric Battaglia

We study the convergence properties of gradient descent for training deep linear neural networks, i.e., deep matrix factorizations, by extending a previous analysis for the related gradient flow. We show that under suitable conditions on…

Machine Learning · Computer Science 2021-11-25 Gabin Maxime Nguegnang , Holger Rauhut , Ulrich Terstiege

Training neural networks requires optimizing a loss function that may be highly irregular, and in particular neither convex nor smooth. Popular training algorithms are based on stochastic gradient descent with momentum (SGDM), for which…

Machine Learning · Computer Science 2026-03-17 Qinzi Zhang , Ashok Cutkosky

Graph Neural Networks (GNNs) are powerful tools for addressing learning problems on graph structures, with a wide range of applications in molecular biology and social networks. However, the theoretical foundations underlying their…

Machine Learning · Computer Science 2025-01-27 Dhiraj Patel , Anton Savostianov , Michael T. Schaub

Low-precision training has become crucial for reducing the computational and memory costs of large-scale deep learning. However, quantizing gradients introduces magnitude shrinkage, which can change how stochastic gradient descent (SGD)…

Machine Learning · Computer Science 2026-01-09 Vincent-Daniel Yun

Recent results in the literature suggest that the penultimate (second-to-last) layer representations of neural networks that are trained for classification exhibit a clustering property called neural collapse (NC). We study the implicit…

Machine Learning · Computer Science 2022-09-29 Tomer Galanti , Liane Galanti , Ido Ben-Shaul

The optimization algorithms are crucial in training physics-informed neural networks (PINNs), as unsuitable methods may lead to poor solutions. Compared to the common gradient descent (GD) algorithm, implicit gradient descent (IGD)…

Machine Learning · Computer Science 2025-08-04 Xianliang Xu , Ting Du , Wang Kong , Bin Shan , Ye Li , Zhongyi Huang

The generalization mystery of overparametrized deep nets has motivated efforts to understand how gradient descent (GD) converges to low-loss solutions that generalize well. Real-life neural networks are initialized from small random values…

Machine Learning · Computer Science 2021-11-10 Kaifeng Lyu , Zhiyuan Li , Runzhe Wang , Sanjeev Arora

The convergence of GD and SGD when training mildly parameterized neural networks starting from random initialization is studied. For a broad range of models and loss functions, including the most commonly used square loss and cross entropy…

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

Momentum plays a crucial role in stochastic gradient-based optimization algorithms for accelerating or improving training deep neural networks (DNNs). In deep learning practice, the momentum is usually weighted by a well-calibrated…

Machine Learning · Computer Science 2020-12-04 Bao Wang , Qiang Ye

Stochastic Gradient Descent (SGD) and its variants are the most used algorithms in machine learning applications. In particular, SGD with adaptive learning rates and momentum is the industry standard to train deep networks. Despite the…

Machine Learning · Statistics 2020-07-29 Xiaoyu Li , Francesco Orabona

Most modern learning problems are highly overparameterized, meaning that there are many more parameters than the number of training data points, and as a result, the training loss may have infinitely many global minima (parameter vectors…

Machine Learning · Computer Science 2019-06-11 Navid Azizan , Sahin Lale , Babak Hassibi

Stochastic Gradient Descent (SGD) is a fundamental algorithm in machine learning, representing the optimization backbone for training several classic models, from regression to neural networks. Given the recent practical focus on…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-06-25 Dan Alistarh , Christopher De Sa , Nikola Konstantinov

We establish matching upper and lower generalization error bounds for mini-batch Gradient Descent (GD) training with either deterministic or stochastic, data-independent, but otherwise arbitrary batch selection rules. We consider smooth…

Machine Learning · Computer Science 2023-10-24 Konstantinos E. Nikolakakis , Amin Karbasi , Dionysis Kalogerias

Gradient descent (GD) methods for the training of artificial neural networks (ANNs) belong nowadays to the most heavily employed computational schemes in the digital world. Despite the compelling success of such methods, it remains an open…

Optimization and Control · Mathematics 2025-09-01 Shokhrukh Ibragimov , Arnulf Jentzen , Adrian Riekert
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