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The stochastic gradient noise (SGN) is a significant factor in the success of stochastic gradient descent (SGD). Following the central limit theorem, SGN was initially modeled as Gaussian, and lately, it has been suggested that stochastic…

Machine Learning · Computer Science 2023-03-07 Barak Battash , Ofir Lindenbaum

Regularization is essential for avoiding over-fitting to training data in network optimization, leading to better generalization of the trained networks. The label noise provides a strong implicit regularization by replacing the target…

Machine Learning · Computer Science 2022-05-04 Kensuke Nakamura , Bong-Soo Sohn , Kyoung-Jae Won , Byung-Woo Hong

Stochastic gradient descent (SGD) algorithm and its variations have been effectively used to optimize neural network models. However, with the rapid growth of big data and deep learning, SGD is no longer the most suitable choice due to its…

Machine Learning · Computer Science 2024-02-13 Anuraganand Sharma

Stochastic gradient descent (SGD) still is the workhorse for many practical problems. However, it converges slow, and can be difficult to tune. It is possible to precondition SGD to accelerate its convergence remarkably. But many attempts…

Machine Learning · Statistics 2017-02-23 Xi-Lin Li

We study the problem of training a two-layer neural network (NN) of arbitrary width using stochastic gradient descent (SGD) where the input $\boldsymbol{x}\in \mathbb{R}^d$ is Gaussian and the target $y \in \mathbb{R}$ follows a…

Machine Learning · Statistics 2023-03-17 Alireza Mousavi-Hosseini , Sejun Park , Manuela Girotti , Ioannis Mitliagkas , Murat A. Erdogdu

The success of the Adam optimizer on a wide array of architectures has made it the default in settings where stochastic gradient descent (SGD) performs poorly. However, our theoretical understanding of this discrepancy is lagging,…

Machine Learning · Computer Science 2023-04-28 Frederik Kunstner , Jacques Chen , Jonathan Wilder Lavington , Mark Schmidt

Stochastic Gradient Descent (SGD) introduces anisotropic noise that is correlated with the local curvature of the loss landscape, thereby biasing optimization toward flat minima. Prior work often assumes an equivalence between the Fisher…

Machine Learning · Computer Science 2026-02-06 Yikuan Zhang , Ning Yang , Yuhai Tu

Stochastic gradient descent (SGD) algorithm is the method of choice in many machine learning tasks thanks to its scalability and efficiency in dealing with large-scale problems. In this paper, we focus on the shuffling version of SGD which…

Machine Learning · Computer Science 2023-10-27 Lam M. Nguyen , Trang H. Tran

The injection of heavy-tailed noise into the iterates of stochastic gradient descent (SGD) has garnered growing interest in recent years due to its theoretical and empirical benefits for optimization and generalization. However, its…

Machine Learning · Statistics 2025-05-13 Umut Şimşekli , Mert Gürbüzbalaban , Sinan Yıldırım , Lingjiong Zhu

Stochastic Gradient Descent (SGD) has become a cornerstone of neural network optimization due to its computational efficiency and generalization capabilities. However, the gradient noise introduced by SGD is often assumed to be uncorrelated…

Machine Learning · Computer Science 2025-12-23 Marcel Kühn , Bernd Rosenow

Decentralized stochastic gradient descent (D-SGD) allows collaborative learning on massive devices simultaneously without the control of a central server. However, existing theories claim that decentralization invariably undermines…

Machine Learning · Computer Science 2023-11-10 Tongtian Zhu , Fengxiang He , Kaixuan Chen , Mingli Song , Dacheng Tao

Stochastic gradient descent (SGD) method is popular for solving non-convex optimization problems in machine learning. This work investigates SGD from a viewpoint of graduated optimization, which is a widely applied approach for non-convex…

Optimization and Control · Mathematics 2023-08-15 Da Li , Jingjing Wu , Qingrun Zhang

Gradient clipping is a popular modification to standard (stochastic) gradient descent, at every iteration limiting the gradient norm to a certain value $c >0$. It is widely used for example for stabilizing the training of deep learning…

Machine Learning · Computer Science 2023-11-10 Anastasia Koloskova , Hadrien Hendrikx , Sebastian U. Stich

Regularizing the gradient norm of the output of a neural network with respect to its inputs is a powerful technique, rediscovered several times. This paper presents evidence that gradient regularization can consistently improve…

Machine Learning · Computer Science 2018-05-28 Dániel Varga , Adrián Csiszárik , Zsolt Zombori

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

This article examines the implicit regularization effect of Stochastic Gradient Descent (SGD). We consider the case of SGD without replacement, the variant typically used to optimize large-scale neural networks. We analyze this algorithm in…

Machine Learning · Computer Science 2024-04-23 Pierfrancesco Beneventano

Stochastic gradient descent (SGD) holds as a classical method to build large scale machine learning models over big data. A stochastic gradient is typically calculated from a limited number of samples (known as mini-batch), so it…

Machine Learning · Computer Science 2016-01-14 Yadong Mu , Wei Liu , Wei Fan

In this paper, we introduce a new approach to proving the convergence of the Stochastic Approximation (SA) and the Stochastic Gradient Descent (SGD) algorithms. The new approach is based on a concept called GSLLN (Generalized Strong Law of…

Optimization and Control · Mathematics 2025-11-11 Rajeeva Laxman Karandikar , Bhamidi Visweswara Rao , Mathukumalli Vidyasagar

The classical statistical learning theory implies that fitting too many parameters leads to overfitting and poor performance. That modern deep neural networks generalize well despite a large number of parameters contradicts this finding and…

Machine Learning · Statistics 2022-10-18 Masaaki Imaizumi , Johannes Schmidt-Hieber

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