Related papers: Stability and Generalization of the Decentralized …
Recently there are a considerable amount of work devoted to the study of the algorithmic stability and generalization for stochastic gradient descent (SGD). However, the existing stability analysis requires to impose restrictive assumptions…
Stochastic gradient methods are central to large-scale learning, yet their generalization theory typically relies on independent sampling assumptions. In many practical applications, data are generated by Markov chains and learning is…
The growing size of available data has attracted increasing interest in solving minimax problems in a decentralized manner for various machine learning tasks. Previous theoretical research has primarily focused on the convergence rate and…
This paper presents a new generalization error analysis for Decentralized Stochastic Gradient Descent (D-SGD) based on algorithmic stability. The obtained results overhaul a series of recent works that suggested an increased instability due…
Stochastic gradient descent (SGD) has been a go-to algorithm for nonconvex stochastic optimization problems arising in machine learning. Its theory however often requires a strong framework to guarantee convergence properties. We hereby…
Uniform stability is a notion of algorithmic stability that bounds the worst case change in the model output by the algorithm when a single data point in the dataset is replaced. An influential work of Hardt et al. (2016) provides strong…
We establish a data-dependent notion of algorithmic stability for Stochastic Gradient Descent (SGD), and employ it to develop novel generalization bounds. This is in contrast to previous distribution-free algorithmic stability results for…
Randomized coordinate descent (RCD) is a popular optimization algorithm with wide applications in solving various machine learning problems, which motivates a lot of theoretical analysis on its convergence behavior. As a comparison, there…
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…
In machine learning, stochastic gradient descent (SGD) is widely deployed to train models using highly non-convex objectives with equally complex noise models. Unfortunately, SGD theory often makes restrictive assumptions that fail to…
Many machine learning tasks can be formulated as a stochastic compositional optimization (SCO) problem such as reinforcement learning, AUC maximization, and meta-learning, where the objective function involves a nested composition…
The success of deep learning has led to a rising interest in the generalization property of the stochastic gradient descent (SGD) method, and stability is one popular approach to study it. Existing works based on stability have studied…
Stochastic Gradient Descent (SGD) based methods have been widely used for training large-scale machine learning models that also generalize well in practice. Several explanations have been offered for this generalization performance, a…
The performance of fully synchronized distributed systems has faced a bottleneck due to the big data trend, under which asynchronous distributed systems are becoming a major popularity due to their powerful scalability. In this paper, we…
Stochastic gradient descent (SGD) is a popular and efficient method with wide applications in training deep neural nets and other nonconvex models. While the behavior of SGD is well understood in the convex learning setting, the existing…
Decentralized stochastic gradient descent (D-SGD) is an efficient method for large-scale distributed learning. Existing generalization studies mainly address expected results, achieving rates limited to $\mathcal{O}\left(\frac{1}{\delta…
Stochastic gradient descent (SGD) performed in an asynchronous manner plays a crucial role in training large-scale machine learning models. However, the generalization performance of asynchronous delayed SGD, which is an essential metric…
Many machine learning problems can be formulated as minimax problems such as Generative Adversarial Networks (GANs), AUC maximization and robust estimation, to mention but a few. A substantial amount of studies are devoted to studying the…
We show that parametric models trained by a stochastic gradient method (SGM) with few iterations have vanishing generalization error. We prove our results by arguing that SGM is algorithmically stable in the sense of Bousquet and Elisseeff.…
Machine learning has made tremendous progress in recent years, with models matching or even surpassing humans on a series of specialized tasks. One key element behind the progress of machine learning in recent years has been the ability to…