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We investigate the inherent bias of Stochastic Gradient Descent (SGD) toward learning low-rank weight matrices during the training of deep neural networks. Our results demonstrate that training with mini-batch SGD and weight decay induces a…

Machine Learning · Computer Science 2024-10-22 Tomer Galanti , Zachary S. Siegel , Aparna Gupte , Tomaso Poggio

Deep learning models are dominating almost all artificial intelligence tasks such as vision, text, and speech processing. Stochastic Gradient Descent (SGD) is the main tool for training such models, where the computations are usually…

Machine Learning · Computer Science 2023-01-10 Matteo Cacciola , Antonio Frangioni , Masoud Asgharian , Alireza Ghaffari , Vahid Partovi Nia

The stochastic gradient descent (SGD) optimization algorithm plays a central role in a series of machine learning applications. The scientific literature provides a vast amount of upper error bounds for the SGD method. Much less attention…

Numerical Analysis · Mathematics 2020-10-05 Arnulf Jentzen , Philippe von Wurstemberger

The learning rate is perhaps the single most important parameter in the training of neural networks and, more broadly, in stochastic (nonconvex) optimization. Accordingly, there are numerous effective, but poorly understood, techniques for…

Machine Learning · Computer Science 2020-04-16 Bin Shi , Weijie J. Su , Michael I. Jordan

Understanding when the noise in stochastic gradient descent (SGD) affects generalization of deep neural networks remains a challenge, complicated by the fact that networks can operate in distinct training regimes. Here we study how the…

Machine Learning · Computer Science 2023-05-31 Antonio Sclocchi , Mario Geiger , Matthieu Wyart

The generalization performance of a machine learning algorithm such as a neural network depends in a non-trivial way on the structure of the data distribution. To analyze the influence of data structure on test loss dynamics, we study an…

Machine Learning · Statistics 2022-03-16 Blake Bordelon , Cengiz Pehlevan

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…

Numerical Analysis · Mathematics 2020-07-22 Aritz Bercher , Lukas Gonon , Arnulf Jentzen , Diyora Salimova

We study a distributed consensus-based stochastic gradient descent (SGD) algorithm and show that the rate of convergence involves the spectral properties of two matrices: the standard spectral gap of a weight matrix from the network…

Optimization and Control · Mathematics 2016-09-02 Avleen S. Bijral , Anand D. Sarwate , Nathan Srebro

Stochastic gradient descent (SGD) is a standard optimization method to minimize a training error with respect to network parameters in modern neural network learning. However, it typically suffers from proliferation of saddle points in the…

Machine Learning · Computer Science 2017-11-23 Haiping Huang , Taro Toyoizumi

Differentially private stochastic gradient descent (DP-SGD) is known to have poorer training and test performance on large neural networks, compared to ordinary stochastic gradient descent (SGD). In this paper, we perform a detailed study…

Machine Learning · Computer Science 2023-11-14 Lauren Watson , Eric Gan , Mohan Dantam , Baharan Mirzasoleiman , Rik Sarkar

Stochastic gradient descent (SGD), which dates back to the 1950s, is one of the most popular and effective approaches for performing stochastic optimization. Research on SGD resurged recently in machine learning for optimizing convex loss…

Machine Learning · Computer Science 2019-12-24 Jie Chen , Ronny Luss

Stochastic Gradient Descent (SGD) is the workhorse algorithm of deep learning technology. At each step of the training phase, a mini batch of samples is drawn from the training dataset and the weights of the neural network are adjusted…

Disordered Systems and Neural Networks · Physics 2022-09-07 Francesca Mignacco , Pierfrancesco Urbani

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

Stochastic gradient descent (SGD) is widely used in machine learning. Although being commonly viewed as a fast but not accurate version of gradient descent (GD), it always finds better solutions than GD for modern neural networks. In order…

Machine Learning · Computer Science 2018-08-17 Robert Kleinberg , Yuanzhi Li , Yang Yuan

Understanding the algorithmic bias of \emph{stochastic gradient descent} (SGD) is one of the key challenges in modern machine learning and deep learning theory. Most of the existing works, however, focus on \emph{very small or even…

Machine Learning · Computer Science 2021-03-30 Jingfeng Wu , Difan Zou , Vladimir Braverman , Quanquan Gu

The dynamical stability of the iterates during training plays a key role in determining the minima obtained by optimization algorithms. For example, stable solutions of gradient descent (GD) correspond to flat minima, which have been…

Machine Learning · Computer Science 2026-02-17 Rotem Mulayoff , Sebastian U. Stich

Momentum is known to accelerate the convergence of gradient descent in strongly convex settings without stochastic gradient noise. In stochastic optimization, such as training neural networks, folklore suggests that momentum may help deep…

Machine Learning · Computer Science 2024-04-17 Runzhe Wang , Sadhika Malladi , Tianhao Wang , Kaifeng Lyu , Zhiyuan Li

Stochastic gradient descent (SGD) forms the core optimization method for deep neural networks. While some theoretical progress has been made, it still remains unclear why SGD leads the learning dynamics in overparameterized networks to…

Machine Learning · Computer Science 2019-10-30 Mingwei Wei , David J Schwab

Stochastic gradient descent (SGD) is one of the most popular algorithms in modern machine learning. The noise encountered in these applications is different from that in many theoretical analyses of stochastic gradient algorithms. In this…

Machine Learning · Statistics 2021-09-16 Stephan Wojtowytsch

Stochastic gradient descent (SGD), which updates the model parameters by adding a local gradient times a learning rate at each step, is widely used in model training of machine learning algorithms such as neural networks. It is observed…

Machine Learning · Computer Science 2017-06-01 Chang Xu , Tao Qin , Gang Wang , Tie-Yan Liu