Related papers: A geometric interpretation of stochastic gradient …
In this paper, we investigate the limiting behavior of a continuous-time counterpart of the Stochastic Gradient Descent (SGD) algorithm applied to two-layer overparameterized neural networks, as the number or neurons (ie, the size of the…
Understanding the advantages of deep neural networks trained by gradient descent (GD) compared to shallow models remains an open theoretical challenge. In this paper, we introduce a class of target functions (single and multi-index Gaussian…
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…
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…
Stochastic Gradient Descent (SGD) is a widely deployed optimization procedure throughout data-driven and simulation-driven disciplines, which has drawn a substantial interest in understanding its global behavior across a broad class of…
This paper studies the high-dimensional scaling limits of online stochastic gradient descent (SGD). Building on the recent work of Ben Arous, Gheissari, and Jagannath on the effective dynamics of SGD, we study the critical scaling regime of…
Stochastic gradient algorithms are the main focus of large-scale optimization problems and led to important successes in the recent advancement of the deep learning algorithms. The convergence of SGD depends on the careful choice of…
We are interested in gradient-based Explicit Generative Modeling where samples can be derived from iterative gradient updates based on an estimate of the score function of the data distribution. Recent advances in Stochastic Gradient…
With the vigorous development of artificial intelligence technology, various engineering technology applications have been implemented one after another. The gradient descent method plays an important role in solving various optimization…
Stochastic gradient descent (SGD) is of fundamental importance in deep learning. Despite its simplicity, elucidating its efficacy remains challenging. Conventionally, the success of SGD is ascribed to the stochastic gradient noise (SGN)…
We study discrete time dynamical systems governed by the state equation $h_{t+1}=\phi(Ah_t+Bu_t)$. Here $A,B$ are weight matrices, $\phi$ is an activation function, and $u_t$ is the input data. This relation is the backbone of recurrent…
Following the same routine as [SSJ20], we continue to present the theoretical analysis for stochastic gradient descent with momentum (SGD with momentum) in this paper. Differently, for SGD with momentum, we demonstrate it is the two…
Molecular dynamics (MD) has long been the de facto choice for simulating complex atomistic systems from first principles. Recently deep learning models become a popular way to accelerate MD. Notwithstanding, existing models depend on…
Stochastic gradient descent (SGD) is a pillar of modern machine learning, serving as the go-to optimization algorithm for a diverse array of problems. While the empirical success of SGD is often attributed to its computational efficiency…
Stochastic gradient descent (SGD) and adaptive gradient methods, such as Adam and RMSProp, have been widely used in training deep neural networks. We empirically show that while the difference between the standard generalization performance…
Classically, ML models trained with stochastic gradient descent (SGD) are designed to minimize the average loss per example and use a distribution of training examples that remains {\em static} in the course of training. Research in recent…
Synchronous stochastic gradient descent (SGD) is the most common method used for distributed training of deep learning models. In this algorithm, each worker shares its local gradients with others and updates the parameters using the…
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…
Stochastic Gradient Langevin Dynamics (SGLD) is a popular variant of Stochastic Gradient Descent, where properly scaled isotropic Gaussian noise is added to an unbiased estimate of the gradient at each iteration. This modest change allows…
We study the dynamics of a continuous-time model of the Stochastic Gradient Descent (SGD) for the least-square problem. Indeed, pursuing the work of Li et al. (2019), we analyze Stochastic Differential Equations (SDEs) that model SGD either…