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Stochastic gradient descent (SGD) is of fundamental importance in deep learning. Despite its simplicity, elucidating its efficacy remains challenging. Conventionally, the success of SGD is ascribed to the stochastic gradient noise (SGN)…

Machine Learning · Computer Science 2023-02-21 Chengli Tan , Jiangshe Zhang , Junmin Liu

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

Generalization is one of the most important problems in deep learning (DL). In the overparameterized regime in neural networks, there exist many low-loss solutions that fit the training data equally well. The key question is which solution…

Disordered Systems and Neural Networks · Physics 2023-06-21 Ning Yang , Chao Tang , Yuhai Tu

Despite the vast empirical evidence supporting the efficacy of adaptive optimization methods in deep learning, their theoretical understanding is far from complete. This work introduces novel SDEs for commonly used adaptive optimizers:…

Machine Learning · Computer Science 2025-03-12 Enea Monzio Compagnoni , Tianlin Liu , Rustem Islamov , Frank Norbert Proske , Antonio Orvieto , Aurelien Lucchi

We propose a stochastic optimization method for minimizing loss functions, expressed as an expected value, that adaptively controls the batch size used in the computation of gradient approximations and the step size used to move along such…

Machine Learning · Computer Science 2020-03-04 Achraf Bahamou , Donald Goldfarb

This work is substituted by the paper in arXiv:2011.14066. Stochastic gradient descent is the de facto algorithm for training deep neural networks (DNNs). Despite its popularity, it still requires fine tuning in order to achieve its best…

Machine Learning · Statistics 2020-12-02 Vatsal Shah , Anastasios Kyrillidis , Sujay Sanghavi

Stochastic gradient descent (SGD) optimization methods such as the plain vanilla SGD method and the popular Adam optimizer are nowadays the method of choice in the training of artificial neural networks (ANNs). Despite the remarkable…

Optimization and Control · Mathematics 2024-02-09 Arnulf Jentzen , Adrian Riekert

It is known that the standard stochastic gradient descent (SGD) optimization method, as well as accelerated and adaptive SGD optimization methods such as the Adam optimizer fail to converge if the learning rates do not converge to zero (as,…

Optimization and Control · Mathematics 2024-06-21 Steffen Dereich , Arnulf Jentzen , Adrian Riekert

Adam is widely adopted in practical applications due to its fast convergence. However, its theoretical analysis is still far from satisfactory. Existing convergence analyses for Adam rely on the bounded smoothness assumption, referred to as…

Machine Learning · Computer Science 2024-06-25 Bohan Wang , Yushun Zhang , Huishuai Zhang , Qi Meng , Ruoyu Sun , Zhi-Ming Ma , Tie-Yan Liu , Zhi-Quan Luo , Wei Chen

The classical statistical learning theory implies that fitting too many parameters leads to overfitting and poor performance. That modern deep neural networks generalize well despite a large number of parameters contradicts this finding and…

Machine Learning · Statistics 2022-10-18 Masaaki Imaizumi , Johannes Schmidt-Hieber

This paper aims to clearly distinguish between Stochastic Gradient Descent with Momentum (SGDM) and Adam in terms of their convergence rates. We demonstrate that Adam achieves a faster convergence compared to SGDM under the condition of…

Machine Learning · Computer Science 2024-03-25 Bohan Wang , Huishuai Zhang , Qi Meng , Ruoyu Sun , Zhi-Ming Ma , Wei Chen

Stochastic Gradient Descent (SGD) based training of neural networks with a large learning rate or a small batch-size typically ends in well-generalizing, flat regions of the weight space, as indicated by small eigenvalues of the Hessian of…

Machine Learning · Statistics 2019-12-24 Stanisław Jastrzębski , Zachary Kenton , Nicolas Ballas , Asja Fischer , Yoshua Bengio , Amos Storkey

While significant theoretical progress has been achieved, unveiling the generalization mystery of overparameterized neural networks still remains largely elusive. In this paper, we study the generalization behavior of shallow neural…

Machine Learning · Computer Science 2022-09-21 Yunwen Lei , Rong Jin , Yiming Ying

In recent years, various notions of capacity and complexity have been proposed for characterizing the generalization properties of stochastic gradient descent (SGD) in deep learning. Some of the popular notions that correlate well with the…

Optimization and Control · Mathematics 2021-06-15 Mert Gurbuzbalaban , Umut Şimşekli , Lingjiong Zhu

Adaptive optimization methods have been widely used in deep learning. They scale the learning rates adaptively according to the past gradient, which has been shown to be effective to accelerate the convergence. However, they suffer from…

Machine Learning · Computer Science 2021-07-06 Hongwei Zhang , Weidong Zou , Hongbo Zhao , Qi Ming , Tijin Yan , Yuanqing Xia , Weipeng Cao

Adaptive gradient methods, especially Adam-type methods (such as Adam, AMSGrad, and AdaBound), have been proposed to speed up the training process with an element-wise scaling term on learning rates. However, they often generalize poorly…

Machine Learning · Computer Science 2021-07-20 Zhou Shao , Tong Lin

Decentralized stochastic gradient descent (D-SGD) allows collaborative learning on massive devices simultaneously without the control of a central server. However, existing theories claim that decentralization invariably undermines…

Machine Learning · Computer Science 2023-11-10 Tongtian Zhu , Fengxiang He , Kaixuan Chen , Mingli Song , Dacheng Tao

Most popular optimizers for deep learning can be broadly categorized as adaptive methods (e.g. Adam) and accelerated schemes (e.g. stochastic gradient descent (SGD) with momentum). For many models such as convolutional neural networks…

Machine Learning · Computer Science 2020-12-22 Juntang Zhuang , Tommy Tang , Yifan Ding , Sekhar Tatikonda , Nicha Dvornek , Xenophon Papademetris , James S. Duncan

The existing analysis of asynchronous stochastic gradient descent (SGD) degrades dramatically when any delay is large, giving the impression that performance depends primarily on the delay. On the contrary, we prove much better guarantees…

Optimization and Control · Mathematics 2023-04-21 Konstantin Mishchenko , Francis Bach , Mathieu Even , Blake Woodworth

In several experimental reports on nonconvex optimization problems in machine learning, stochastic gradient descent (SGD) was observed to prefer minimizers with flat basins in comparison to more deterministic methods, yet there is very…

Optimization and Control · Mathematics 2018-05-08 Vivak Patel