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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

We study convex optimization problems under differential privacy (DP). With heavy-tailed gradients, existing works achieve suboptimal rates. The main obstacle is that existing gradient estimators have suboptimal tail properties, resulting…

Machine Learning · Computer Science 2024-08-20 Puning Zhao , Jiafei Wu , Zhe Liu , Chong Wang , Rongfei Fan , Qingming Li

Heavy-tailed distributions are frequently used to enhance the robustness of regression and classification methods to outliers in output space. Often, however, we are confronted with "outliers" in input space, which are isolated observations…

Machine Learning · Statistics 2010-06-24 Fabian L. Wauthier , Michael I. Jordan

Stochastic gradient descent (SGD) provides a simple and efficient way to solve a broad range of machine learning problems. Here, we focus on distribution regression (DR), involving two stages of sampling: Firstly, we regress from…

Machine Learning · Statistics 2021-03-08 Nicole Mücke

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

The plain stochastic gradient descent and momentum stochastic gradient descent have extremely wide applications in deep learning due to their simple settings and low computational complexity. The momentum stochastic gradient descent uses…

Machine Learning · Computer Science 2021-06-15 Kun Zeng , Jinlan Liu , Zhixia Jiang , Dongpo Xu

We offer a survey of recent results on covariance estimation for heavy-tailed distributions. By unifying ideas scattered in the literature, we propose user-friendly methods that facilitate practical implementation. Specifically, we…

Methodology · Statistics 2019-03-12 Yuan Ke , Stanislav Minsker , Zhao Ren , Qiang Sun , Wen-Xin Zhou

Stochastic Gradient Descent (SGD) is a cornerstone of large-scale optimization, yet its theoretical behavior under heavy-tailed noise -- common in modern machine learning and reinforcement learning -- remains poorly understood. In this…

Optimization and Control · Mathematics 2025-08-08 Ilyas Fatkhullin , Florian Hübler , Guanghui Lan

Stochastic gradient descent (SGD) is a widely adopted iterative method for optimizing differentiable objective functions. In this paper, we propose and discuss a novel approach to scale up SGD in applications involving non-convex functions…

Machine Learning · Statistics 2022-10-07 Saad Mohamad , Hamad Alamri , Abdelhamid Bouchachia

With the rise of deep neural networks, the challenge of explaining the predictions of these networks has become increasingly recognized. While many methods for explaining the decisions of deep neural networks exist, there is currently no…

Machine Learning · Computer Science 2022-07-13 Ian E. Nielsen , Dimah Dera , Ghulam Rasool , Nidhal Bouaynaya , Ravi P. Ramachandran

In reinforcement learning (RL), offline learning decoupled learning from data collection and is useful in dealing with exploration-exploitation tradeoff and enables data reuse in many applications. In this work, we study two offline…

Machine Learning · Computer Science 2022-02-08 Jing Dong , Xin T. Tong

Many real-world decisions are made under uncertainty by solving optimization problems using predicted quantities. This predict-then-optimize paradigm has motivated decision-focused learning, which trains models with awareness of how the…

Machine Learning · Computer Science 2025-11-10 Paula Rodriguez-Diaz , Kirk Bansak Elisabeth Paulson

Many tasks in modern machine learning are observed to involve heavy-tailed gradient noise during the optimization process. To manage this realistic and challenging setting, new mechanisms, such as gradient clipping and gradient…

Optimization and Control · Mathematics 2026-05-19 Zijian Liu

Real-world data is extremely imbalanced and presents a long-tailed distribution, resulting in models that are biased towards classes with sufficient samples and perform poorly on rare classes. Recent methods propose to rebalance classes but…

Computer Vision and Pattern Recognition · Computer Science 2023-11-02 Weiqi Li , Fan Lyu , Fanhua Shang , Liang Wan , Wei Feng

Neural network compression has been an increasingly important subject, not only due to its practical relevance, but also due to its theoretical implications, as there is an explicit connection between compressibility and generalization…

Machine Learning · Statistics 2024-02-13 Yijun Wan , Melih Barsbey , Abdellatif Zaidi , Umut Simsekli

There are several applications of stochastic optimization where one can benefit from a robust estimate of the gradient. For example, domains such as distributed learning with corrupted nodes, the presence of large outliers in the training…

Machine Learning · Statistics 2025-10-30 Fabian Schaipp , Guillaume Garrigos , Umut Simsekli , Robert Gower

As deep learning models continue to scale, the growing computational demands have amplified the need for effective coreset selection techniques. Coreset selection aims to accelerate training by identifying small, representative subsets of…

Machine Learning · Computer Science 2025-11-24 Wei-Kai Chang , Rajiv Khanna

Throughout the past five years, the susceptibility of neural networks to minimal adversarial perturbations has moved from a peculiar phenomenon to a core issue in Deep Learning. Despite much attention, however, progress towards more robust…

Machine Learning · Statistics 2019-12-13 Wieland Brendel , Jonas Rauber , Matthias Kümmerer , Ivan Ustyuzhaninov , Matthias Bethge

Forward gradient descent (FGD) has been proposed as a biologically more plausible alternative of gradient descent as it can be computed without backward pass. Considering the linear model with $d$ parameters, previous work has found that…

Statistics Theory · Mathematics 2024-11-27 Niklas Dexheimer , Johannes Schmidt-Hieber

Gradient clipping is a commonly used technique to stabilize the training process of neural networks. A growing body of studies has shown that gradient clipping is a promising technique for dealing with the heavy-tailed behavior that emerged…

Machine Learning · Computer Science 2023-07-26 Shaojie Li , Yong Liu