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We study a continuous-time approximation of the stochastic gradient descent process for minimizing the population expected loss in learning problems. The main results establish general sufficient conditions for the convergence, extending…

Machine Learning · Computer Science 2025-11-03 Gabor Lugosi , Eulalia Nualart

The study of Neural Tangent Kernels (NTKs) has provided much needed insight into convergence and generalization properties of neural networks in the over-parametrized (wide) limit by approximating the network using a first-order Taylor…

Machine Learning · Statistics 2023-02-02 Alistair Shilton , Sunil Gupta , Santu Rana , Svetha Venkatesh

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

The behavior of the gradient descent (GD) algorithm is analyzed for a deep neural network model with skip-connections. It is proved that in the over-parametrized regime, for a suitable initialization, with high probability GD can find a…

Machine Learning · Computer Science 2019-04-16 Weinan E , Chao Ma , Qingcan Wang , Lei Wu

We analyze the generalization properties of two-layer neural networks in the neural tangent kernel (NTK) regime, trained with gradient descent (GD). For early stopped GD we derive fast rates of convergence that are known to be minimax…

Machine Learning · Statistics 2023-09-18 Mike Nguyen , Nicole Mücke

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

Deep learning models are dominating almost all artificial intelligence tasks such as vision, text, and speech processing. Stochastic Gradient Descent (SGD) is the main tool for training such models, where the computations are usually…

Machine Learning · Computer Science 2023-01-10 Matteo Cacciola , Antonio Frangioni , Masoud Asgharian , Alireza Ghaffari , Vahid Partovi Nia

Neural tangent kernels (NTKs) provide a theoretical regime to analyze the learning and generalization behavior of over-parametrized neural networks. For a supervised learning task, the association between the eigenvectors of the NTK kernel…

Machine Learning · Computer Science 2023-10-18 Shervin Khalafi , Saurabh Sihag , Alejandro Ribeiro

Many modern learning tasks involve fitting nonlinear models to data which are trained in an overparameterized regime where the parameters of the model exceed the size of the training dataset. Due to this overparameterization, the training…

Machine Learning · Computer Science 2018-12-27 Samet Oymak , Mahdi Soltanolkotabi

Distributed stochastic gradient descent (SGD) algorithms are widely deployed in training large-scale deep learning models, while the communication overhead among workers becomes the new system bottleneck. Recently proposed gradient…

Machine Learning · Computer Science 2019-11-21 Shaohuai Shi , Xiaowen Chu , Ka Chun Cheung , Simon See

We study the problem of training a two-layer neural network (NN) of arbitrary width using stochastic gradient descent (SGD) where the input $\boldsymbol{x}\in \mathbb{R}^d$ is Gaussian and the target $y \in \mathbb{R}$ follows a…

Machine Learning · Statistics 2023-03-17 Alireza Mousavi-Hosseini , Sejun Park , Manuela Girotti , Ioannis Mitliagkas , Murat A. Erdogdu

We study stochastic gradient descent (SGD) for composite optimization problems with $N$ sequential operators subject to perturbations in both the forward and backward passes. Unlike classical analyses that treat gradient noise as additive…

Optimization and Control · Mathematics 2026-02-25 Boao Kong , Hengrui Zhang , Kun Yuan

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

Neural network optimization remains one of the most consequential yet poorly understood challenges in modern AI research, where improvements in training algorithms can lead to enhanced feature learning in foundation models,…

Machine Learning · Computer Science 2025-12-23 Ansh Nagwekar

The success of neural networks over the past decade has established them as effective models for many relevant data generating processes. Statistical theory on neural networks indicates graceful scaling of sample complexity. For example,…

Machine Learning · Computer Science 2023-03-28 Yifan Zhu , Hong Jun Jeon , Benjamin Van Roy

It has been shown that gradient descent can yield the zero training loss in the over-parametrized regime (the width of the neural networks is much larger than the number of data points). In this work, combining the ideas of some existing…

Optimization and Control · Mathematics 2019-11-05 Lei Li

Stochastic gradient descent (SGD) is a workhorse algorithm for solving large-scale optimization problems in data science and machine learning. Understanding the convergence of SGD is hence of fundamental importance. In this work we examine…

Numerical Analysis · Mathematics 2024-12-11 Lehan Chen , Yuji Nakatsukasa

This manuscript investigates the one-pass stochastic gradient descent (SGD) dynamics of a two-layer neural network trained on Gaussian data and labels generated by a similar, though not necessarily identical, target function. We rigorously…

Machine Learning · Statistics 2023-02-14 Luca Arnaboldi , Ludovic Stephan , Florent Krzakala , Bruno Loureiro

We revisit the problem of learning a single neuron with ReLU activation under Gaussian input with square loss. We particularly focus on the over-parameterization setting where the student network has $n\ge 2$ neurons. We prove the global…

Machine Learning · Computer Science 2023-10-11 Weihang Xu , Simon S. Du

In this paper, we consider a general stochastic optimization problem which is often at the core of supervised learning, such as deep learning and linear classification. We consider a standard stochastic gradient descent (SGD) method with a…

Machine Learning · Statistics 2018-12-27 Lam M. Nguyen , Nam H. Nguyen , Dzung T. Phan , Jayant R. Kalagnanam , Katya Scheinberg