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The choice of batch-size in a stochastic optimization algorithm plays a substantial role for both optimization and generalization. Increasing the batch-size used typically improves optimization but degrades generalization. To address the…

Machine Learning · Computer Science 2020-03-03 Yeming Wen , Kevin Luk , Maxime Gazeau , Guodong Zhang , Harris Chan , Jimmy Ba

Understanding the behavior of stochastic gradient descent (SGD) in the context of deep neural networks has raised lots of concerns recently. Along this line, we study a general form of gradient based optimization dynamics with unbiased…

Machine Learning · Statistics 2019-06-11 Zhanxing Zhu , Jingfeng Wu , Bing Yu , Lei Wu , Jinwen Ma

Differentially private stochastic gradient descent (DP-SGD) is known to have poorer training and test performance on large neural networks, compared to ordinary stochastic gradient descent (SGD). In this paper, we perform a detailed study…

Machine Learning · Computer Science 2023-11-14 Lauren Watson , Eric Gan , Mohan Dantam , Baharan Mirzasoleiman , Rik Sarkar

In the vanishing learning rate regime, stochastic gradient descent (SGD) is now relatively well understood. In this work, we propose to study the basic properties of SGD and its variants in the non-vanishing learning rate regime. The focus…

Machine Learning · Statistics 2021-06-14 Kangqiao Liu , Liu Ziyin , Masahito Ueda

The capacity of deep learning models is often large enough to both learn the underlying statistical signal and overfit to noise in the training set. This noise memorization can be harmful especially for data with a low signal-to-noise ratio…

Machine Learning · Computer Science 2025-10-21 Wei Huang , Andi Han , Yujin Song , Yilan Chen , Denny Wu , Difan Zou , Taiji Suzuki

Past research has indicated that the covariance of the Stochastic Gradient Descent (SGD) error done via minibatching plays a critical role in determining its regularization and escape from low potential points. Motivated by some new…

Machine Learning · Statistics 2023-03-02 Riddhiman Bhattacharya , Tiefeng Jiang

Stochastic gradient descent (SGD) with momentum is widely used for training modern deep learning architectures. While it is well-understood that using momentum can lead to faster convergence rate in various settings, it has also been…

Machine Learning · Computer Science 2022-07-14 Samy Jelassi , Yuanzhi Li

Learning often involves sensitive data and as such, privacy preserving extensions to Stochastic Gradient Descent (SGD) and other machine learning algorithms have been developed using the definitions of Differential Privacy (DP). In…

Machine Learning · Computer Science 2021-10-14 Friedrich Dörmann , Osvald Frisk , Lars Nørvang Andersen , Christian Fischer Pedersen

Stochastic Gradient Langevin Dynamics (SGLD) is a sampling scheme for Bayesian modeling adapted to large datasets and models. SGLD relies on the injection of Gaussian Noise at each step of a Stochastic Gradient Descent (SGD) update. In this…

Machine Learning · Computer Science 2018-06-11 Henri Palacci , Henry Hess

We showcase important features of the dynamics of the Stochastic Gradient Descent (SGD) in the training of neural networks. We present empirical observations that commonly used large step sizes (i) lead the iterates to jump from one side of…

Machine Learning · Computer Science 2023-06-08 Maksym Andriushchenko , Aditya Varre , Loucas Pillaud-Vivien , Nicolas Flammarion

We introduce a general framework for nonlinear stochastic gradient descent (SGD) for the scenarios when gradient noise exhibits heavy tails. The proposed framework subsumes several popular nonlinearity choices, like clipped, normalized,…

Optimization and Control · Mathematics 2022-04-07 Dusan Jakovetic , Dragana Bajovic , Anit Kumar Sahu , Soummya Kar , Nemanja Milosevic , Dusan Stamenkovic

Injecting artificial noise into gradient descent (GD) is commonly employed to improve the performance of machine learning models. Usually, uncorrelated noise is used in such perturbed gradient descent (PGD) methods. It is, however, not…

Machine Learning · Statistics 2023-05-22 Antonio Orvieto , Hans Kersting , Frank Proske , Francis Bach , Aurelien Lucchi

It has been experimentally observed that distributed implementations of mini-batch stochastic gradient descent (SGD) algorithms exhibit speedup saturation and decaying generalization ability beyond a particular batch-size. In this work, we…

Machine Learning · Computer Science 2018-01-09 Dong Yin , Ashwin Pananjady , Max Lam , Dimitris Papailiopoulos , Kannan Ramchandran , Peter Bartlett

Stochastic gradient descent (SGD) has been the dominant optimization method for training deep neural networks due to its many desirable properties. One of the more remarkable and least understood quality of SGD is that it generalizes…

Machine Learning · Computer Science 2020-07-03 Erhan Bilal

Training Deep Neural Networks (DNNs) with small batches using Stochastic Gradient Descent (SGD) yields superior test performance compared to larger batches. The specific noise structure inherent to SGD is known to be responsible for this…

Machine Learning · Statistics 2024-02-14 Tom Sander , Maxime Sylvestre , Alain Durmus

The stability and generalization of stochastic gradient-based methods provide valuable insights into understanding the algorithmic performance of machine learning models. As the main workhorse for deep learning, stochastic gradient descent…

Machine Learning · Statistics 2021-02-24 Tao Sun , Dongsheng Li , Bao Wang

The interplay between optimization and privacy has become a central theme in privacy-preserving machine learning. Noisy stochastic gradient descent (SGD) has emerged as a cornerstone algorithm, particularly in large-scale settings. These…

Machine Learning · Computer Science 2025-10-21 Shurong Lin , Eric D. Kolaczyk , Adam Smith , Elliot Paquette

Gradient regularization, as described in \citet{barrett2021implicit}, is a highly effective technique for promoting flat minima during gradient descent. Empirical evidence suggests that this regularization technique can significantly…

Machine Learning · Statistics 2023-04-03 Xuran Meng , Yuan Cao , Difan Zou

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

Distributed training of massive machine learning models, in particular deep neural networks, via Stochastic Gradient Descent (SGD) is becoming commonplace. Several families of communication-reduction methods, such as quantization,…

Machine Learning · Computer Science 2018-09-28 Dan Alistarh , Torsten Hoefler , Mikael Johansson , Sarit Khirirat , Nikola Konstantinov , Cédric Renggli