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Neural networks are typically optimized with variants of stochastic gradient descent. Under a squared loss, however, the optimal solution to the linear last layer weights is known in closed-form. We propose to leverage this during…

Machine Learning · Computer Science 2026-05-11 Alexandre Galashov , Nathaël Da Costa , Liyuan Xu , Philipp Hennig , Arthur Gretton

To maximize hardware utilization, modern machine learning systems typically employ large constant or manually tuned batch size schedules, relying on heuristics that are brittle and costly to tune. Existing adaptive strategies based on…

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

In this work, we consider the optimization process of minibatch stochastic gradient descent (SGD) on a 2-layer neural network with data separated by a quadratic ground truth function. We prove that with data drawn from the $d$-dimensional…

Machine Learning · Computer Science 2023-10-03 Margalit Glasgow

This work is concerned with the problem of recovering high-dimensional signals $\mathbf{x} \in \mathbb{R}^n$ which belong to a convex set of low-complexity from a small number of quantized measurements. We propose to estimate the signals…

Information Theory · Computer Science 2021-03-29 Hans Christian Jung , Johannes Maly , Lars Palzer , Alexander Stollenwerk

Stochastic gradient descent (SGD) or stochastic approximation has been widely used in model training and stochastic optimization. While there is a huge literature on analyzing its convergence, inference on the obtained solutions from SGD…

Machine Learning · Statistics 2026-04-01 Henry Lam , Zitong Wang

A surprising phenomenon in the training of neural networks is the ability of gradient descent to find global minimizers of the training loss despite its non-convexity. Following earlier works, we investigate this behavior for wide shallow…

Optimization and Control · Mathematics 2026-05-12 Romain Petit , Clarice Poon , Gabriel Peyré

In this work, we demonstrate provable guarantees on the training of a single ReLU gate in hitherto unexplored regimes. We give a simple iterative stochastic algorithm that can train a ReLU gate in the realizable setting in linear time while…

Machine Learning · Computer Science 2022-04-04 Sayar Karmakar , Anirbit Mukherjee

This paper studies the problem of distributed weighted least-squares (WLS) estimation for an interconnected linear measurement network with additive noise. Two types of measurements are considered: self measurements for individual nodes,…

Systems and Control · Electrical Eng. & Systems 2020-02-27 Qiqi Yang , Zhaorong Zhang , Minyue Fu

We introduce data structures for solving robust regression through stochastic gradient descent (SGD) by sampling gradients with probability proportional to their norm, i.e., importance sampling. Although SGD is widely used for large scale…

Machine Learning · Computer Science 2022-07-19 Sepideh Mahabadi , David P. Woodruff , Samson Zhou

Recent works have highlighted scale invariance or symmetry present in the weight space of a typical deep network and the adverse effect it has on the Euclidean gradient based stochastic gradient descent optimization. In this work, we show…

Machine Learning · Computer Science 2015-11-04 Vijay Badrinarayanan , Bamdev Mishra , Roberto Cipolla

We study the population loss landscape of two-layer ReLU networks of the form $\sum_{k=1}^K \mathrm{ReLU}(w_k^\top x)$ in a realisable teacher-student setting with Gaussian covariates. We show that local minima admit an exact…

Machine Learning · Statistics 2026-04-13 Jie Huang , Bruno Loureiro , Stefano Sarao Mannelli

Designing a deep neural network (DNN) with good generalization capability is a complex process especially when the weights are severely quantized. Model averaging is a promising approach for achieving the good generalization capability of…

Machine Learning · Computer Science 2020-02-04 Sungho Shin , Yoonho Boo , Wonyong Sung

Stochastic gradient descent (SGD), one of the most fundamental optimization algorithms in machine learning (ML), can be recast through a continuous-time approximation as a Fokker-Planck equation for Langevin dynamics, a viewpoint that has…

Machine Learning · Statistics 2025-08-19 Hiroshi Horii , Sothea Has

Modern supervised learning techniques, particularly those using deep nets, involve fitting high dimensional labelled data sets with functions containing very large numbers of parameters. Much of this work is empirical. Interesting phenomena…

Machine Learning · Statistics 2018-05-30 Partha P Mitra

We consider the approximation of functions by 2-layer neural networks with a small number of hidden weights based on the squared loss and small datasets. Due to the highly non-convex energy landscape, gradient-based training often suffers…

Machine Learning · Computer Science 2025-08-14 Johannes Hertrich , Sebastian Neumayer

Stochastic Gradient Descent or SGD is the most popular optimization algorithm for large-scale problems. SGD estimates the gradient by uniform sampling with sample size one. There have been several other works that suggest faster epoch-wise…

Machine Learning · Computer Science 2019-11-01 Beidi Chen , Yingchen Xu , Anshumali Shrivastava

We study distributed optimization problems when $N$ nodes minimize the sum of their individual costs subject to a common vector variable. The costs are convex, have Lipschitz continuous gradient (with constant $L$), and bounded gradient. We…

Information Theory · Computer Science 2014-04-15 Dusan Jakovetic , Joao Xavier , Jose M. F. Moura

Neural networks exhibit good generalization behavior in the over-parameterized regime, where the number of network parameters exceeds the number of observations. Nonetheless, current generalization bounds for neural networks fail to explain…

Machine Learning · Computer Science 2017-10-30 Alon Brutzkus , Amir Globerson , Eran Malach , Shai Shalev-Shwartz

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