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We prove statistical rates of convergence for kernel-based least squares regression from i.i.d. data using a conjugate gradient algorithm, where regularization against overfitting is obtained by early stopping. This method is related to…

Statistics Theory · Mathematics 2016-07-11 Gilles Blanchard , Nicole Krämer

Nonparametric estimation of nonlocal interaction kernels is crucial in various applications involving interacting particle systems. The inference challenge, situated at the nexus of statistical learning and inverse problems, arises from the…

Statistics Theory · Mathematics 2025-04-24 Xiong Wang , Inbar Seroussi , Fei Lu

We analyze recurrent neural networks with diagonal hidden-to-hidden weight matrices, trained with gradient descent in the supervised learning setting, and prove that gradient descent can achieve optimality \emph{without} massive…

Machine Learning · Computer Science 2024-10-11 Semih Cayci , Atilla Eryilmaz

Gradient descent is one of the most widely used iterative algorithms in modern statistical learning. However, its precise algorithmic dynamics in high-dimensional settings remain only partially understood, which has limited its broader…

Statistics Theory · Mathematics 2025-11-19 Qiyang Han , Xiaocong Xu

We study the generalization of two-layer ReLU neural networks in a univariate nonparametric regression problem with noisy labels. This is a problem where kernels (\emph{e.g.} NTK) are provably sub-optimal and benign overfitting does not…

Machine Learning · Computer Science 2024-06-12 Dan Qiao , Kaiqi Zhang , Esha Singh , Daniel Soudry , Yu-Xiang Wang

We study high-probability convergence guarantees of learning on streaming data in the presence of heavy-tailed noise. In the proposed scenario, the model is updated in an online fashion, as new information is observed, without storing any…

Machine Learning · Computer Science 2024-05-02 Aleksandar Armacki , Pranay Sharma , Gauri Joshi , Dragana Bajovic , Dusan Jakovetic , Soummya Kar

The paper contains approximation guarantees for neural networks that are trained with gradient flow, with error measured in the continuous $L_2(\mathbb{S}^{d-1})$-norm on the $d$-dimensional unit sphere and targets that are Sobolev smooth.…

Machine Learning · Computer Science 2023-09-12 G. Welper

We study the asynchronous stochastic gradient descent algorithm for distributed training over $n$ workers which have varying computation and communication frequency over time. In this algorithm, workers compute stochastic gradients in…

Machine Learning · Computer Science 2022-06-17 Anastasia Koloskova , Sebastian U. Stich , Martin Jaggi

Gradient-based iterative optimization methods are the workhorse of modern machine learning. They crucially rely on careful tuning of parameters like learning rate and momentum. However, one typically sets them using heuristic approaches…

Machine Learning · Computer Science 2025-12-05 Dravyansh Sharma

We analyze speed of convergence to global optimum for gradient descent training a deep linear neural network (parameterized as $x \mapsto W_N W_{N-1} \cdots W_1 x$) by minimizing the $\ell_2$ loss over whitened data. Convergence at a linear…

Machine Learning · Computer Science 2019-10-29 Sanjeev Arora , Nadav Cohen , Noah Golowich , Wei Hu

This paper analyzes the trajectories of stochastic gradient descent (SGD) to help understand the algorithm's convergence properties in non-convex problems. We first show that the sequence of iterates generated by SGD remains bounded and…

Optimization and Control · Mathematics 2020-06-22 Panayotis Mertikopoulos , Nadav Hallak , Ali Kavis , Volkan Cevher

In this work, we analyze the regularizing property of the stochastic gradient descent for the efficient numerical solution of a class of nonlinear ill-posed inverse problems in Hilbert spaces. At each step of the iteration, the method…

Optimization and Control · Mathematics 2019-07-09 Bangti Jin , Zehui Zhou , Jun Zou

This paper presents a comprehensive study on the convergence rates of the stochastic gradient descent (SGD) algorithm when applied to overparameterized two-layer neural networks. Our approach combines the Neural Tangent Kernel (NTK)…

Machine Learning · Statistics 2024-07-11 Dinghao Cao , Zheng-Chu Guo , Lei Shi

Stochastic gradient algorithm is a key ingredient of many machine learning methods, particularly appropriate for large-scale learning.However, a major caveat of large data is their incompleteness.We propose an averaged stochastic gradient…

Statistics Theory · Mathematics 2020-06-09 Julie Josse , Aude Sportisse , Claire Boyer , Aymeric Dieuleveut

The convergence rate of stochastic gradient search is analyzed in this paper. Using arguments based on differential geometry and Lojasiewicz inequalities, tight bounds on the convergence rate of general stochastic gradient algorithms are…

Optimization and Control · Mathematics 2009-04-28 Vladislav B. Tadić

In this paper, we investigate the impact of compression on stochastic gradient algorithms for machine learning, a technique widely used in distributed and federated learning. We underline differences in terms of convergence rates between…

Machine Learning · Computer Science 2025-07-25 Constantin Philippenko , Aymeric Dieuleveut

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

This paper investigates the stability of deep ReLU neural networks for nonparametric regression under the assumption that the noise has only a finite p-th moment. We unveil how the optimal rate of convergence depends on p, the degree of…

Statistics Theory · Mathematics 2023-01-02 Jianqing Fan , Yihong Gu , Wen-Xin Zhou

Recent studies have shown that many nonconvex machine learning problems satisfy a generalized-smooth condition that extends beyond traditional smooth nonconvex optimization. However, the existing algorithms are not fully adapted to such…

Optimization and Control · Mathematics 2025-10-03 Yufeng Yang , Erin Tripp , Yifan Sun , Shaofeng Zou , Yi Zhou

We examine gradient descent on unregularized logistic regression problems, with homogeneous linear predictors on linearly separable datasets. We show the predictor converges to the direction of the max-margin (hard margin SVM) solution. The…

Machine Learning · Statistics 2024-10-29 Daniel Soudry , Elad Hoffer , Mor Shpigel Nacson , Suriya Gunasekar , Nathan Srebro