Related papers: Gradient descent follows the regularization path f…
Prediction-correction algorithms are a highly effective class of methods for solving pseudo-convex optimization problems. The descent direction of these algorithms can be viewed as an adjustment to the gradient direction based on the…
We show that gradient descent converges to a local minimizer, almost surely with random initialization. This is proved by applying the Stable Manifold Theorem from dynamical systems theory.
In this paper, we consider gradient methods for minimizing smooth convex functions, which employ the information obtained at the previous iterations in order to accelerate the convergence towards the optimal solution. This information is…
In this paper, we initiate a systematic investigation of differentially private algorithms for convex empirical risk minimization. Various instantiations of this problem have been studied before. We provide new algorithms and matching lower…
Empirically, modern deep learning training often occurs at the Edge of Stability (EoS), where the sharpness of the loss exceeds the threshold below which classical convergence analysis applies. Despite recent progress, existing theoretical…
When samples have internal structure, we often see a mismatch between the objective optimized during training and the model's goal during inference. For example, in sequence-to-sequence modeling we are interested in high-quality translated…
We consider the problem of supervised learning with convex loss functions and propose a new form of iterative regularization based on the subgradient method. Unlike other regularization approaches, in iterative regularization no constraint…
This paper considers the analysis of continuous time gradient-based optimization algorithms through the lens of nonlinear contraction theory. It demonstrates that in the case of a time-invariant objective, most elementary results on…
Recent theoretical results show that gradient descent on deep neural networks under exponential loss functions locally maximizes classification margin, which is equivalent to minimizing the norm of the weight matrices under margin…
Methods for learning from data depend on various types of tuning parameters, such as penalization strength or step size. Since performance can depend strongly on these parameters, it is important to compare classes of estimators-by…
This work establishes new convergence guarantees for gradient descent in smooth convex optimization via a computer-assisted analysis technique. Our theory allows nonconstant stepsize policies with frequent long steps potentially violating…
Recent studies have shown that gradient descent (GD) can achieve improved generalization when its dynamics exhibits a chaotic behavior. However, to obtain the desired effect, the step-size should be chosen sufficiently large, a task which…
In distributed training of machine learning models, gradient descent with local iterative steps, commonly known as Local (Stochastic) Gradient Descent (Local-(S)GD) or Federated averaging (FedAvg), is a very popular method to mitigate…
In this paper, we show that although the minimizers of cross-entropy and related classification losses are off at infinity, network weights learned by gradient flow converge in direction, with an immediate corollary that network…
This paper considers the problem of supervised learning with linear methods when both features and labels can be corrupted, either in the form of heavy tailed data and/or corrupted rows. We introduce a combination of coordinate gradient…
We investigate the generalization and optimization properties of shallow neural-network classifiers trained by gradient descent in the interpolating regime. Specifically, in a realizable scenario where model weights can achieve arbitrarily…
We study the generalization error of randomized learning algorithms -- focusing on stochastic gradient descent (SGD) -- using a novel combination of PAC-Bayes and algorithmic stability. Importantly, our generalization bounds hold for all…
There is accumulating evidence in the literature that stability of learning algorithms is a key characteristic that permits a learning algorithm to generalize. Despite various insightful results in this direction, there seems to be an…
A game theory inspired methodology is proposed for finding a function's saddle points. While explicit descent methods are known to have severe convergence issues, implicit methods are natural in an adversarial setting, as they take the…
We study the convergence rate of gradient-based local search methods for solving low-rank matrix recovery problems with general objectives in both symmetric and asymmetric cases, under the assumption of the restricted isometry property.…