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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…

Machine Learning · Computer Science 2020-06-16 Yunwen Lei , Yiming Ying

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…

Machine Learning · Computer Science 2018-02-19 Ilja Kuzborskij , Christoph H. Lampert

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…

Machine Learning · Computer Science 2020-06-15 Raef Bassily , Vitaly Feldman , Cristóbal Guzmán , Kunal Talwar

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…

Machine Learning · Statistics 2019-03-08 Yi Zhou , Yingbin Liang , Huishuai Zhang

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…

Machine Learning · Computer Science 2024-06-14 Batiste Le Bars , Aurélien Bellet , Marc Tommasi , Kevin Scaman , Giovanni Neglia

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…

Machine Learning · Computer Science 2019-12-16 Yunwen Lei , Ting Hu , Guiying Li , Ke Tang

Stochastic Gradient Descent (SGD) is a widely deployed optimization procedure throughout data-driven and simulation-driven disciplines, which has drawn a substantial interest in understanding its global behavior across a broad class of…

Optimization and Control · Mathematics 2021-04-02 Vivak Patel , Shushu Zhang

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…

Machine Learning · Computer Science 2020-06-30 Giorgi Nadiradze , Ilia Markov , Bapi Chatterjee , Vyacheslav Kungurtsev , Dan Alistarh

An influential line of recent work has focused on the generalization properties of unregularized gradient-based learning procedures applied to separable linear classification with exponentially-tailed loss functions. The ability of such…

Machine Learning · Computer Science 2022-06-24 Matan Schliserman , Tomer Koren

The stability and generalization of stochastic gradient-based methods provide valuable insights into understanding the algorithmic performance of machine learning models. As the main workhorse for deep learning, stochastic gradient descent…

Machine Learning · Statistics 2021-02-24 Tao Sun , Dongsheng Li , Bao Wang

We study the generalization properties of the popular stochastic optimization method known as stochastic gradient descent (SGD) for optimizing general non-convex loss functions. Our main contribution is providing upper bounds on the…

Machine Learning · Computer Science 2021-08-17 Gergely Neu , Gintare Karolina Dziugaite , Mahdi Haghifam , Daniel M. Roy

Stochastic Gradient Descent (SGD) is fundamental for training deep neural networks, especially in non-convex settings. Understanding SGD's generalization properties is crucial for ensuring robust model performance on unseen data. In this…

Machine Learning · Statistics 2025-06-24 Wenjun Xiong , Juan Ding , Xinlei Zuo , Qizhai Li

Generalization error bounds for deep neural networks trained by stochastic gradient descent (SGD) are derived by combining a dynamical control of an appropriate parameter norm and the Rademacher complexity estimate based on parameter norms.…

Machine Learning · Computer Science 2023-05-30 Mingze Wang , Chao Ma

Stochastic Gradient Descent (SGD) stands as a cornerstone optimization algorithm with proven real-world empirical successes but relatively limited theoretical understanding. Recent research has illuminated a key factor contributing to its…

Machine Learning · Computer Science 2024-01-24 Gregory Dexter , Borja Ocejo , Sathiya Keerthi , Aman Gupta , Ayan Acharya , Rajiv Khanna

Heavy-tail phenomena in stochastic gradient descent (SGD) have been reported in several empirical studies. Experimental evidence in previous works suggests a strong interplay between the heaviness of the tails and generalization behavior of…

Machine Learning · Statistics 2023-01-31 Anant Raj , Lingjiong Zhu , Mert Gürbüzbalaban , Umut Şimşekli

Generalization error (also known as the out-of-sample error) measures how well the hypothesis learned from training data generalizes to previously unseen data. Proving tight generalization error bounds is a central question in statistical…

Machine Learning · Computer Science 2020-03-03 Jian Li , Xuanyuan Luo , Mingda Qiao

Learning with a {\it convex loss} function has been a dominating paradigm for many years. It remains an interesting question how non-convex loss functions help improve the generalization of learning with broad applicability. In this paper,…

Machine Learning · Computer Science 2018-05-22 Yi Xu , Shenghuo Zhu , Sen Yang , Chi Zhang , Rong Jin , Tianbao Yang

Recent works have shown that high probability metrics with stochastic gradient descent (SGD) exhibit informativeness and in some cases advantage over the commonly adopted mean-square error-based ones. In this work we provide a formal…

Machine Learning · Computer Science 2022-11-03 Dragana Bajovic , Dusan Jakovetic , Soummya Kar

Recent studies have shown that heavy tails can emerge in stochastic optimization and that the heaviness of the tails have links to the generalization error. While these studies have shed light on interesting aspects of the generalization…

Machine Learning · Statistics 2023-02-14 Anant Raj , Melih Barsbey , Mert Gürbüzbalaban , Lingjiong Zhu , Umut Şimşekli

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…

Machine Learning · Computer Science 2022-10-11 Vivak Patel , Shushu Zhang , Bowen Tian
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