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Stochastic gradient descent (SGD) has been a go-to algorithm for nonconvex stochastic optimization problems arising in machine learning. Its theory however often requires a strong framework to guarantee convergence properties. We hereby…

Optimization and Control · Mathematics 2025-03-11 Azar Louzi

Stochastic Gradient Descent (SGD) is the main approach to optimizing neural networks. Several generalization properties of deep networks, such as convergence to a flatter minima, are believed to arise from SGD. This article explores the…

Machine Learning · Computer Science 2024-12-05 Aditya Shah , Aditya Challa , Sravan Danda , Archana Mathur , Snehanshu Saha

Most stochastic gradient descent algorithms can optimize neural networks that are sub-differentiable in their parameters; however, this implies that the neural network's activation function must exhibit a degree of continuity which limits…

Neural and Evolutionary Computing · Computer Science 2021-12-16 Anastasis Kratsios , Behnoosh Zamanlooy

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…

Machine Learning · Statistics 2025-11-17 Yatin Dandi , Luca Pesce , Lenka Zdeborová , Florent Krzakala

In deep learning, it is common to use more network parameters than training points. In such scenarioof over-parameterization, there are usually multiple networks that achieve zero training error so that thetraining algorithm induces an…

Machine Learning · Computer Science 2023-08-22 Hung-Hsu Chou , Carsten Gieshoff , Johannes Maly , Holger Rauhut

Deep learning approaches, known for their ability to model complex relationships and fast execution, are increasingly being applied to solve large optimization problems. However, existing methods often face challenges in simultaneously…

Optimization and Control · Mathematics 2025-12-16 Zisheng Zhou , Dengyu Zheng , Zirui Chen , Shixiang Chen

We propose \textit{Meta-Regularization}, a novel approach for the adaptive choice of the learning rate in first-order gradient descent methods. Our approach modifies the objective function by adding a regularization term on the learning…

Machine Learning · Computer Science 2021-04-13 Guangzeng Xie , Hao Jin , Dachao Lin , Zhihua Zhang

Gradient methods are widely used in optimization problems. In practice, while the smoothness parameter can be estimated utilizing techniques such as backtracking, estimating the strong convexity parameter remains a challenge; moreover, even…

Optimization and Control · Mathematics 2026-02-17 Xiaozhe Hu , Sara Pollock , Zhongqin Xue , Yunrong Zhu

A major challenge in training large-scale machine learning models is configuring the training process to maximize model performance, i.e., finding the best training setup from a vast design space. In this work, we unlock a gradient-based…

Machine Learning · Statistics 2025-03-19 Logan Engstrom , Andrew Ilyas , Benjamin Chen , Axel Feldmann , William Moses , Aleksander Madry

Finding parameters in a deep neural network (NN) that fit training data is a nonconvex optimization problem, but a basic first-order optimization method (gradient descent) finds a global optimizer with perfect fit (zero-loss) in many…

Machine Learning · Computer Science 2025-03-07 Zhiyan Ding , Shi Chen , Qin Li , Stephen Wright

In this paper, we propose new structured second-order methods and structured adaptive-gradient methods obtained by performing natural-gradient descent on structured parameter spaces. Natural-gradient descent is an attractive approach to…

Machine Learning · Statistics 2022-02-22 Wu Lin , Frank Nielsen , Mohammad Emtiyaz Khan , Mark Schmidt

In this work, we investigate the effect of momentum on the optimisation trajectory of gradient descent. We leverage a continuous-time approach in the analysis of momentum gradient descent with step size $\gamma$ and momentum parameter…

Machine Learning · Computer Science 2024-03-11 Hristo Papazov , Scott Pesme , Nicolas Flammarion

Recurrent neural network is a powerful model that learns temporal patterns in sequential data. For a long time, it was believed that recurrent networks are difficult to train using simple optimizers, such as stochastic gradient descent, due…

Neural and Evolutionary Computing · Computer Science 2015-04-20 Tomas Mikolov , Armand Joulin , Sumit Chopra , Michael Mathieu , Marc'Aurelio Ranzato

The non-asymptotic analysis of Stochastic Gradient Descent (SGD) typically yields bounds that decompose into a bias term and a variance term. In this work, we focus on the bias component and study the extent to which SGD can match the…

Optimization and Control · Mathematics 2026-02-02 Daniel Cortild , Lucas Ketels , Juan Peypouquet , Guillaume Garrigos

Gaussian processes are a powerful framework for quantifying uncertainty and for sequential decision-making but are limited by the requirement of solving linear systems. In general, this has a cubic cost in dataset size and is sensitive to…

Increasing effort is put into the development of methods for learning mechanistic models from data. This task entails not only the accurate estimation of parameters but also a suitable model structure. Recent work on the discovery of…

Machine Learning · Computer Science 2024-07-01 Justin N. Kreikemeyer , Philipp Andelfinger , Adelinde M. Uhrmacher

We study the complexity of training neural network models with one hidden nonlinear activation layer and an output weighted sum layer. We analyze Gradient Descent applied to learning a bounded target function on $n$ real-valued inputs. We…

Machine Learning · Computer Science 2019-05-28 Santosh Vempala , John Wilmes

Training a neural network with the gradient descent algorithm gives rise to a discrete-time nonlinear dynamical system. Consequently, behaviors that are typically observed in these systems emerge during training, such as convergence to an…

Machine Learning · Computer Science 2018-10-10 Kamil Nar , S. Shankar Sastry

Neural network optimization remains one of the most consequential yet poorly understood challenges in modern AI research, where improvements in training algorithms can lead to enhanced feature learning in foundation models,…

Machine Learning · Computer Science 2025-12-23 Ansh Nagwekar

The simplicity of gradient descent (GD) made it the default method for training ever-deeper and complex neural networks. Both loss functions and architectures are often explicitly tuned to be amenable to this basic local optimization. In…

Machine Learning · Computer Science 2019-04-30 Dmitrii Marin , Meng Tang , Ismail Ben Ayed , Yuri Boykov
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