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We study optimization algorithms for the finite sum problems frequently arising in machine learning applications. First, we propose novel variants of stochastic gradient descent with a variance reduction property that enables linear…

Machine Learning · Computer Science 2017-07-06 Jakub Konečný

One classical canon of statistics is that large models are prone to overfitting, and model selection procedures are necessary for high dimensional data. However, many overparameterized models, such as neural networks, perform very well in…

Machine Learning · Statistics 2021-01-05 Xi Chen , Qiang Liu , Xin T. Tong

Stochastic-gradient-based optimization has been a core enabling methodology in applications to large-scale problems in machine learning and related areas. Despite the progress, the gap between theory and practice remains significant, with…

Optimization and Control · Mathematics 2021-01-01 Lihua Lei , Michael I. Jordan

Providing generalization guarantees for modern neural networks has been a crucial task in statistical learning. Recently, several studies have attempted to analyze the generalization error in such settings by using tools from fractal…

Machine Learning · Statistics 2023-07-11 Benjamin Dupuis , George Deligiannidis , Umut Şimşekli

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…

Machine Learning · Computer Science 2023-11-23 Ming Yang , Xiyuan Wei , Tianbao Yang , Yiming Ying

Algorithm- and data-dependent generalization bounds are required to explain the generalization behavior of modern machine learning algorithms. In this context, there exists information theoretic generalization bounds that involve (various…

Machine Learning · Statistics 2023-07-07 Sarah Sachs , Tim van Erven , Liam Hodgkinson , Rajiv Khanna , Umut Simsekli

Analysis and modeling of networked objects are fundamental pieces of modern data mining. Most real-world networks, from biological to social ones, are known to have common structural properties. These properties allow us to model the growth…

Data Structures and Algorithms · Computer Science 2016-09-27 Takuya Akiba , Kenko Nakamura , Taro Takaguchi

Information-theoretic generalization bounds analyze stochastic optimization by relating expected generalization error to the mutual information between learned parameters and training data. Virtual perturbation analyses of SGD add auxiliary…

Machine Learning · Computer Science 2026-05-04 Mohammad Partohaghighi

Under mild assumptions stochastic gradient methods asymptotically achieve an optimal rate of convergence if the arithmetic mean of all iterates is returned as an approximate optimal solution. However, in the absence of stochastic noise, the…

Optimization and Control · Mathematics 2022-10-06 Melinda Hagedorn , Florian Jarre

Information-theoretic (IT) generalization bounds have been used to study the generalization of learning algorithms. These bounds are intrinsically data- and algorithm-dependent so that one can exploit the properties of data and algorithm to…

Machine Learning · Computer Science 2026-01-06 Ze Peng , Jian Zhang , Yisen Wang , Lei Qi , Yinghuan Shi , Yang Gao

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

The success of deep neural networks hinges on our ability to accurately and efficiently optimize high-dimensional, non-convex functions. In this paper, we empirically investigate the loss functions of state-of-the-art networks, and how…

Machine Learning · Computer Science 2017-12-11 Daniel Jiwoong Im , Michael Tao , Kristin Branson

Classical statistical learning theory predicts that overparameterized models should exhibit severe overfitting, yet modern deep neural networks with far more parameters than training samples consistently generalize well. This contradiction…

Machine Learning · Computer Science 2026-04-10 Zeran Johannsen

We show that the behavior of stochastic gradient descent is related to Bayesian statistics by showing that SGD is effectively diffusion on a fractal landscape, where the fractal dimension can be accounted for in a purely Bayesian way. By…

Machine Learning · Computer Science 2026-03-17 Max Hennick , Stijn De Baerdemacker

We study the Out-of-Distribution (OOD) generalization in machine learning and propose a general framework that establishes information-theoretic generalization bounds. Our framework interpolates freely between Integral Probability Metric…

Information Theory · Computer Science 2024-12-16 Wenliang Liu , Guanding Yu , Lele Wang , Renjie Liao

This paper provides a review and commentary on the past, present, and future of numerical optimization algorithms in the context of machine learning applications. Through case studies on text classification and the training of deep neural…

Machine Learning · Statistics 2018-02-12 Léon Bottou , Frank E. Curtis , Jorge Nocedal

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

In this chapter, we utilize dynamical systems to analyze several aspects of machine learning algorithms. As an expository contribution we demonstrate how to re-formulate a wide variety of challenges from deep neural networks, (stochastic)…

Dynamical Systems · Mathematics 2025-07-08 Dennis Chemnitz , Maximilian Engel , Christian Kuehn , Sara-Viola Kuntz

Stochastic optimization has found wide applications in minimizing objective functions in machine learning, which motivates a lot of theoretical studies to understand its practical success. Most of existing studies focus on the convergence…

Artificial Intelligence · Computer Science 2023-07-19 Yunwen Lei

Learning the structure of Directed Acyclic Graphs (DAGs) presents a significant challenge due to the vast combinatorial search space of possible graphs, which scales exponentially with the number of nodes. Recent advancements have redefined…

Machine Learning · Computer Science 2024-11-01 Klea Ziu , Slavomír Hanzely , Loka Li , Kun Zhang , Martin Takáč , Dmitry Kamzolov