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Conventional statistical wisdom established a well-understood relationship between model complexity and prediction error, typically presented as a U-shaped curve reflecting a transition between under- and overfitting regimes. However,…
Recently, there has been significant progress in understanding the convergence and generalization properties of gradient-based methods for training overparameterized learning models. However, many aspects including the role of small random…
This article suggests that deterministic Gradient Descent, which does not use any stochastic gradient approximation, can still exhibit stochastic behaviors. In particular, it shows that if the objective function exhibit multiscale…
Benign overfitting, the phenomenon where interpolating models generalize well in the presence of noisy data, was first observed in neural network models trained with gradient descent. To better understand this empirical observation, we…
Effective training of deep neural networks suffers from two main issues. The first is that the parameter spaces of these models exhibit pathological curvature. Recent methods address this problem by using adaptive preconditioning for…
The notion of implicit bias, or implicit regularization, has been suggested as a means to explain the surprising generalization ability of modern-days overparameterized learning algorithms. This notion refers to the tendency of the…
Stochastic gradient descent (SGD) type optimization schemes are fundamental ingredients in a large number of machine learning based algorithms. In particular, SGD type optimization schemes are frequently employed in applications involving…
Despite their massive size, successful deep artificial neural networks can exhibit a remarkably small difference between training and test performance. Conventional wisdom attributes small generalization error either to properties of the…
We prove that Riemannian contraction in a supervised learning setting implies generalization. Specifically, we show that if an optimizer is contracting in some Riemannian metric with rate $\lambda > 0$, it is uniformly algorithmically…
We study problem-dependent rates, i.e., generalization errors that scale near-optimally with the variance, the effective loss, or the gradient norms evaluated at the "best hypothesis." We introduce a principled framework dubbed "uniform…
Many machine learning tasks can be formulated as Regularized Empirical Risk Minimization (R-ERM), and solved by optimization algorithms such as gradient descent (GD), stochastic gradient descent (SGD), and stochastic variance reduction…
Stochastic Gradient Descent (SGD) is among the simplest and most popular methods in optimization. The convergence rate for SGD has been extensively studied and tight analyses have been established for the running average scheme, but the…
Stochastic gradient descent (SGD) is widely believed to perform implicit regularization when used to train deep neural networks, but the precise manner in which this occurs has thus far been elusive. We prove that SGD minimizes an average…
This paper considers a general data-fitting problem over a networked system, in which many computing nodes are connected by an undirected graph. This kind of problem can find many real-world applications and has been studied extensively in…
There has been a recent surge of interest in understanding the convergence of gradient descent (GD) and stochastic gradient descent (SGD) in overparameterized neural networks. Most previous works assume that the training data is provided a…
Stochastic gradient descent (SGD) is widely used in deep learning due to its computational efficiency, but a complete understanding of why SGD performs so well remains a major challenge. It has been observed empirically that most…
Deep neural networks (DNNs) are typically optimized using various forms of mini-batch gradient descent algorithm. A major motivation for mini-batch gradient descent is that with a suitably chosen batch size, available computing resources…
We study the out-of-sample performance of multi-pass stochastic gradient descent (SGD) in the fundamental stochastic convex optimization (SCO) model. While one-pass SGD is known to achieve an optimal $\Theta(1/\sqrt{n})$ excess population…
We study convergence properties of Stochastic Gradient Descent (SGD) for convex objectives without assumptions on smoothness or strict convexity. We consider the question of establishing that with high probability the objective evaluated at…
There has been growing interest in generalization performance of large multilayer neural networks that can be trained to achieve zero training error, while generalizing well on test data. This regime is known as 'second descent' and it…