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We establish generalization error bounds for stochastic gradient Langevin dynamics (SGLD) with constant learning rate under the assumptions of dissipativity and smoothness, a setting that has received increased attention in the…

Machine Learning · Statistics 2021-11-29 Tyler Farghly , Patrick Rebeschini

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

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

Recently, information theoretic analysis has become a popular framework for understanding the generalization behavior of deep neural networks. It allows a direct analysis for stochastic gradient/Langevin descent (SGD/SGLD) learning…

Machine Learning · Statistics 2023-05-03 Yuxin Dong , Tieliang Gong , Hong Chen , Chen Li

Stochastic Gradient Langevin Dynamics (SGLD) is a sampling scheme for Bayesian modeling adapted to large datasets and models. SGLD relies on the injection of Gaussian Noise at each step of a Stochastic Gradient Descent (SGD) update. In this…

Machine Learning · Computer Science 2018-06-11 Henri Palacci , Henry Hess

We provide a new information-theoretic generalization error bound that is exactly tight (i.e., matching even the constant) for the canonical quadratic Gaussian (location) problem. Most existing bounds are order-wise loose in this setting,…

Information Theory · Computer Science 2023-11-14 Ruida Zhou , Chao Tian , Tie Liu

We develop generalization error bounds for stochastic gradient descent (SGD) with label noise in non-convex settings under uniform dissipativity and smoothness conditions. Under a suitable choice of semimetric, we establish a contraction in…

Machine Learning · Statistics 2023-11-02 Jung Eun Huh , Patrick Rebeschini

We present the first uniform-in-time high-probability bound for SGD under the PL condition, where the gradient noise contains both Markovian and martingale difference components. This significantly broadens the scope of finite-time…

Machine Learning · Computer Science 2026-03-17 Avik Kar , Siddharth Chandak , Rahul Singh , Eric Moulines , Shalabh Bhatnagar , Nicholas Bambos

Recent years have seen advances in generalization bounds for noisy stochastic algorithms, especially stochastic gradient Langevin dynamics (SGLD) based on stability (Mou et al., 2018; Li et al., 2020) and information theoretic approaches…

Machine Learning · Computer Science 2022-11-02 Arindam Banerjee , Tiancong Chen , Xinyan Li , Yingxue Zhou

We consider the problem of minimizing a $d$-dimensional Lipschitz convex function using a stochastic gradient oracle. We introduce and motivate a setting where the noise of the stochastic gradient is isotropic in that it is bounded in every…

Optimization and Control · Mathematics 2025-10-24 Annie Marsden , Liam O'Carroll , Aaron Sidford , Chenyi Zhang

Here we characterized an information measure for cell polarity that applies to non-motile cells responding to a chemical gradient. The central idea is that polarization represents information about the direction of the gradient. We applied…

Cell Behavior · Quantitative Biology 2025-04-14 Tau-Mu Yi

One way to avoid overfitting in machine learning is to use model parameters distributed according to a Bayesian posterior given the data, rather than the maximum likelihood estimator. Stochastic gradient Langevin dynamics (SGLD) is one…

Machine Learning · Statistics 2017-12-05 Gaétan Marceau-Caron , Yann Ollivier

Data augmentation is one of the most widely used techniques to improve generalization in modern machine learning, often justified by its ability to promote invariance to label-irrelevant transformations. However, its theoretical role…

Machine Learning · Computer Science 2026-02-17 Abdelali Bouyahia , Frédéric LeBlanc , Mario Marchand

In this paper, we leverage an information-theoretic upper bound on the maximum admissible level of noise (MALN) in convex Lipschitz-continuous zeroth-order optimisation to establish corresponding upper bounds for classes of strongly convex…

Optimization and Control · Mathematics 2023-10-31 Dmitrii A. Pasechnyuk , Aleksandr Lobanov , Alexander Gasnikov

In this letter, we address the problem of estimating Gaussian noise level from the trained dictionaries in update stage. We first provide rigorous statistical analysis on the eigenvalue distributions of a sample covariance matrix. Then we…

Signal Processing · Electrical Eng. & Systems 2017-12-12 Rui Chen , Changshui Yang , Huizhu Jia , Xiaodong Xie

This paper follows up on a recent work of Neu et al. (2021) and presents some new information-theoretic upper bounds for the generalization error of machine learning models, such as neural networks, trained with SGD. We apply these bounds…

Machine Learning · Computer Science 2022-03-22 Ziqiao Wang , Yongyi Mao

Distributed optimization plays an important role in modern large-scale machine learning and data processing systems by optimizing the utilization of computational resources. One of the classical and popular approaches is Local Stochastic…

Optimization and Control · Mathematics 2024-12-19 Andrey Sadchikov , Savelii Chezhegov , Aleksandr Beznosikov , Alexander Gasnikov

Continuous-time models provide important insights into the training dynamics of optimization algorithms in deep learning. In this work, we establish a non-asymptotic convergence analysis of stochastic gradient Langevin dynamics (SGLD),…

Machine Learning · Computer Science 2026-01-30 Noah Oberweis , Semih Cayci

We derive information-theoretic generalization bounds for supervised learning algorithms based on the information contained in predictions rather than in the output of the training algorithm. These bounds improve over the existing…

Machine Learning · Computer Science 2021-10-06 Hrayr Harutyunyan , Maxim Raginsky , Greg Ver Steeg , Aram Galstyan

In recent years, information-theoretic generalization bounds have gained increasing attention for analyzing the generalization capabilities of meta-learning algorithms. However, existing results are confined to two-step bounds, failing to…

Machine Learning · Statistics 2025-10-14 Wen Wen , Tieliang Gong , Yuxin Dong , Zeyu Gao , Yong-Jin Liu