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Stochastic gradient descent (SGD) is the optimization algorithm of choice in many machine learning applications such as regularized empirical risk minimization and training deep neural networks. The classical convergence analysis of SGD is…

Optimization and Control · Mathematics 2018-07-10 Lam M. Nguyen , Phuong Ha Nguyen , Marten van Dijk , Peter Richtárik , Katya Scheinberg , Martin Takáč

With the rise of big data analytics, multi-layer neural networks have surfaced as one of the most powerful machine learning methods. However, their theoretical mathematical properties are still not fully understood. Training a neural…

Machine Learning · Computer Science 2021-01-01 Victor Luo , Yazhen Wang , Glenn Fung

Understanding the generalization properties of optimization algorithms under heavy-tailed noise has gained growing attention. However, the existing theoretical results mainly focus on stochastic gradient descent (SGD) and the analysis of…

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

Stochastic Gradient Descent (SGD) is the most popular algorithm for training deep neural networks (DNNs). As larger networks and datasets cause longer training times, training on distributed systems is common and distributed SGD variants,…

Machine Learning · Computer Science 2019-06-17 Kwangmin Yu , Thomas Flynn , Shinjae Yoo , Nicholas D'Imperio

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

Theoretically understanding stochastic gradient descent (SGD) in overparameterized models has led to the development of several optimization algorithms that are widely used in practice today. Recent work by~\citet{zou2021benign} provides…

Machine Learning · Computer Science 2025-06-19 Alexandru Meterez , Depen Morwani , Costin-Andrei Oncescu , Jingfeng Wu , Cengiz Pehlevan , Sham Kakade

The generalization performance of a machine learning algorithm such as a neural network depends in a non-trivial way on the structure of the data distribution. To analyze the influence of data structure on test loss dynamics, we study an…

Machine Learning · Statistics 2022-03-16 Blake Bordelon , Cengiz Pehlevan

The gradient noise (GN) in the stochastic gradient descent (SGD) algorithm is often considered to be Gaussian in the large data regime by assuming that the \emph{classical} central limit theorem (CLT) kicks in. This assumption is often made…

Machine Learning · Statistics 2019-12-03 Umut Şimşekli , Mert Gürbüzbalaban , Thanh Huy Nguyen , Gaël Richard , Levent Sagun

We present an optimizer which uses Bayesian optimization to tune the system parameters of distributed stochastic gradient descent (SGD). Given a specific context, our goal is to quickly find efficient configurations which appropriately…

Machine Learning · Statistics 2016-12-04 Valentin Dalibard , Michael Schaarschmidt , Eiko Yoneki

Stochastic gradient descent (SGD) is often applied to train Deep Neural Networks (DNNs), and research efforts have been devoted to investigate the convergent dynamics of SGD and minima found by SGD. The influencing factors identified in the…

Machine Learning · Computer Science 2020-09-25 Victor Luo , Yazhen Wang

Stochastic Gradient Descent Langevin Dynamics (SGLD) algorithms, which add noise to the classic gradient descent, are known to improve the training of neural networks in some cases where the neural network is very deep. In this paper we…

Computational Finance · Quantitative Finance 2023-01-16 Pierre Bras , Gilles Pagès

Understanding the training dynamics of deep neural networks remains a major open problem, with physics-inspired approaches offering promising insights. Building on this perspective, we develop a thermodynamic framework to describe the…

Machine Learning · Computer Science 2026-05-15 Ildus Sadrtdinov , Ekaterina Lobacheva , Ivan Klimov , Mikhail Burtsev , Mikhail I. Katsnelson , Dmitry Vetrov

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

Recent work has highlighted a surprising alignment between gradients and the top eigenspace of the Hessian -- termed the Dominant subspace -- during neural network training. Concurrently, there has been growing interest in the distinct…

Machine Learning · Computer Science 2025-05-20 Daniyar Zakarin , Sidak Pal Singh

In this paper we model the loss function of high-dimensional optimization problems by a Gaussian random field, or equivalently a Gaussian process. Our aim is to study gradient descent in such loss functions or energy landscapes and compare…

Machine Learning · Statistics 2018-03-28 Mariano Chouza , Stephen Roberts , Stefan Zohren

When training neural networks with full-batch gradient descent (GD) and step size $\eta$, the largest eigenvalue of the Hessian -- the sharpness $S(\boldsymbol{\theta})$ -- rises to $2/\eta$ and hovers there, a phenomenon termed the Edge of…

Machine Learning · Computer Science 2026-04-24 Fangshuo Liao , Afroditi Kolomvaki , Anastasios Kyrillidis

Uniform stability is a notion of algorithmic stability that bounds the worst case change in the model output by the algorithm when a single data point in the dataset is replaced. An influential work of Hardt et al. (2016) provides strong…

Machine Learning · Computer Science 2020-06-15 Raef Bassily , Vitaly Feldman , Cristóbal Guzmán , Kunal Talwar

In this paper, we investigate a general class of stochastic gradient descent (SGD) algorithms, called Conditioned SGD, based on a preconditioning of the gradient direction. Using a discrete-time approach with martingale tools, we establish…

Statistics Theory · Mathematics 2023-10-17 Rémi Leluc , François Portier

Stochastic gradient methods are central to large-scale learning, yet their generalization theory typically relies on independent sampling assumptions. In many practical applications, data are generated by Markov chains and learning is…

Machine Learning · Computer Science 2026-05-05 Jiahuan Wang , Ziqing Wen , Ping Luo , Dongsheng Li , Tao Sun
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