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Previous works on stochastic gradient descent (SGD) often focus on its success. In this work, we construct worst-case optimization problems illustrating that, when not in the regimes that the previous works often assume, SGD can exhibit…

Machine Learning · Computer Science 2023-05-30 Liu Ziyin , Botao Li , James B. Simon , Masahito Ueda

The gradient noise (GN) in the stochastic gradient descent (SGD) algorithm is often considered to be Gaussian in the large data regime by assuming that the \emph{classical} central limit theorem (CLT) kicks in. This assumption is often made…

Machine Learning · Statistics 2019-12-03 Umut Şimşekli , Mert Gürbüzbalaban , Thanh Huy Nguyen , Gaël Richard , Levent Sagun

In this paper, we provide a theoretical study of noise geometry for minibatch stochastic gradient descent (SGD), a phenomenon where noise aligns favorably with the geometry of local landscape. We propose two metrics, derived from analyzing…

Machine Learning · Computer Science 2024-02-02 Mingze Wang , Lei Wu

Despite the non-convex nature of their loss functions, deep neural networks are known to generalize well when optimized with stochastic gradient descent (SGD). Recent work conjectures that SGD with proper configuration is able to find wide…

Machine Learning · Computer Science 2019-04-09 Haowei He , Gao Huang , Yang Yuan

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

The challenge of overfitting, in which the model memorizes the training data and fails to generalize to test data, has become increasingly significant in the training of large neural networks. To tackle this challenge, Sharpness-Aware…

Machine Learning · Computer Science 2023-10-12 Zixiang Chen , Junkai Zhang , Yiwen Kou , Xiangning Chen , Cho-Jui Hsieh , Quanquan Gu

The representation of functions by artificial neural networks depends on a large number of parameters in a non-linear fashion. Suitable parameters of these are found by minimizing a 'loss functional', typically by stochastic gradient…

Machine Learning · Computer Science 2021-09-16 Stephan Wojtowytsch

In Deep Learning, Stochastic Gradient Descent (SGD) is usually selected as a training method because of its efficiency; however, recently, a problem in SGD gains research interest: sharp minima in Deep Neural Networks (DNNs) have poor…

Machine Learning · Computer Science 2018-12-04 Wei Wen , Yandan Wang , Feng Yan , Cong Xu , Chunpeng Wu , Yiran Chen , Hai Li

In the context of stochastic gradient descent(SGD) and adaptive moment estimation (Adam),researchers have recently proposed optimization techniques that transition from Adam to SGD with the goal of improving both convergence and…

Machine Learning · Computer Science 2020-07-01 Jiaxuan Wang , Jenna Wiens

Despite an extensive body of literature on deep learning optimization, our current understanding of what makes an optimization algorithm effective is fragmented. In particular, we do not understand well whether enhanced optimization…

Machine Learning · Computer Science 2024-03-04 Toki Tahmid Inan , Mingrui Liu , Amarda Shehu

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

Stochastic gradient descent (SGD) and adaptive gradient methods, such as Adam and RMSProp, have been widely used in training deep neural networks. We empirically show that while the difference between the standard generalization performance…

Machine Learning · Computer Science 2023-11-30 Avery Ma , Yangchen Pan , Amir-massoud Farahmand

We prove local convergence of several notable gradient descent algorithms used in machine learning, for which standard stochastic gradient descent theory does not apply directly. This includes, first, online algorithms for recurrent models…

Dynamical Systems · Mathematics 2021-01-11 Pierre-Yves Massé , Yann Ollivier

It is often observed that stochastic gradient descent (SGD) and its variants implicitly select a solution with good generalization performance; such implicit bias is often characterized in terms of the sharpness of the minima. Kleinberg et…

Machine Learning · Statistics 2024-05-28 Atsushi Nitanda , Ryuhei Kikuchi , Shugo Maeda , Denny Wu

Despite superior training outcomes, adaptive optimization methods such as Adam, Adagrad or RMSprop have been found to generalize poorly compared to Stochastic gradient descent (SGD). These methods tend to perform well in the initial portion…

Machine Learning · Computer Science 2017-12-21 Nitish Shirish Keskar , Richard Socher

Approximating Stochastic Gradient Descent (SGD) as a Stochastic Differential Equation (SDE) has allowed researchers to enjoy the benefits of studying a continuous optimization trajectory while carefully preserving the stochasticity of SGD.…

Machine Learning · Computer Science 2024-11-04 Sadhika Malladi , Kaifeng Lyu , Abhishek Panigrahi , Sanjeev Arora

Stochastic gradient descent (SGD) is almost ubiquitously used for training non-convex optimization tasks. Recently, a hypothesis proposed by Keskar et al. [2017] that large batch methods tend to converge to sharp minimizers has received…

Machine Learning · Statistics 2018-12-04 Xiaowu Dai , Yuhua Zhu

Machine learning models trained with \emph{stochastic} gradient descent (SGD) can generalize better than those trained with deterministic gradient descent (GD). In this work, we study SGD's impact on generalization through the lens of the…

Machine Learning · Computer Science 2025-12-09 Hongjian Lan , Yucong Liu , Florian Schäfer

Stochastic gradient descent (SGD) is the main approach for training deep networks: it moves towards the optimum of the cost function by iteratively updating the parameters of a model in the direction of the gradient of the loss evaluated on…

Machine Learning · Computer Science 2021-03-30 Loris Nanni , Gianluca Maguolo , Alessandra Lumini

Stochastic gradient descent (SGD) is central to deep learning, yet the dynamical origin of its preference for flatter, more generalizable solutions remains unclear. Here, by analyzing SGD learning dynamics, we identify a nonequilibrium…

Machine Learning · Computer Science 2026-01-19 Ning Yang , Yikuan Zhang , Qi Ouyang , Chao Tang , Yuhai Tu