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In this article we study the stochastic gradient descent (SGD) optimization method in the training of fully-connected feedforward artificial neural networks with ReLU activation. The main result of this work proves that the risk of the SGD…

Numerical Analysis · Mathematics 2022-09-28 Arnulf Jentzen , Adrian Riekert

Gradient descent (GD) type optimization methods are the standard instrument to train artificial neural networks (ANNs) with rectified linear unit (ReLU) activation. Despite the great success of GD type optimization methods in numerical…

Optimization and Control · Mathematics 2022-12-29 Arnulf Jentzen , Adrian Riekert

Gradient descent (GD) type optimization schemes are the standard methods to train artificial neural networks (ANNs) with rectified linear unit (ReLU) activation. Such schemes can be considered as discretizations of gradient flows (GFs)…

Machine Learning · Computer Science 2022-09-27 Arnulf Jentzen , Adrian Riekert

The training of artificial neural networks (ANNs) with rectified linear unit (ReLU) activation via gradient descent (GD) type optimization schemes is nowadays a common industrially relevant procedure. Till this day in the scientific…

Machine Learning · Computer Science 2023-04-13 Simon Eberle , Arnulf Jentzen , Adrian Riekert , Georg S. Weiss

In recent years, stochastic gradient descent (SGD) based techniques has become the standard tools for training neural networks. However, formal theoretical understanding of why SGD can train neural networks in practice is largely missing.…

Machine Learning · Computer Science 2017-11-03 Yuanzhi Li , Yang Yuan

Despite the omnipresent use of stochastic gradient descent (SGD) optimization methods in the training of deep neural networks (DNNs), it remains, in basically all practically relevant scenarios, a fundamental open problem to provide a…

Machine Learning · Computer Science 2025-03-04 Thang Do , Arnulf Jentzen , Adrian Riekert

Stochastic gradient descent (SGD) optimization methods such as the plain vanilla SGD method and the popular Adam optimizer are nowadays the method of choice in the training of artificial neural networks (ANNs). Despite the remarkable…

Optimization and Control · Mathematics 2024-02-09 Arnulf Jentzen , Adrian Riekert

Deep learning methods - consisting of a class of deep neural networks (DNNs) trained by a stochastic gradient descent (SGD) optimization method - are nowadays key tools to solve data driven supervised learning problems. Despite the great…

Machine Learning · Computer Science 2025-02-18 Thang Do , Sonja Hannibal , Arnulf Jentzen

Neural networks are usually trained by some form of stochastic gradient descent (SGD)). A number of strategies are in common use intended to improve SGD optimization, such as learning rate schedules, momentum, and batching. These are…

Neural and Evolutionary Computing · Computer Science 2015-08-13 Thomas M. Breuel

Gradient descent optimization algorithms are the standard ingredients that are used to train artificial neural networks (ANNs). Even though a huge number of numerical simulations indicate that gradient descent optimization methods do indeed…

Numerical Analysis · Mathematics 2022-02-04 Patrick Cheridito , Arnulf Jentzen , Adrian Riekert , Florian Rossmannek

In this article we study fully-connected feedforward deep ReLU ANNs with an arbitrarily large number of hidden layers and we prove convergence of the risk of the GD optimization method with random initializations in the training of such…

Optimization and Control · Mathematics 2022-07-14 Arnulf Jentzen , Adrian Riekert

How can local-search methods such as stochastic gradient descent (SGD) avoid bad local minima in training multi-layer neural networks? Why can they fit random labels even given non-convex and non-smooth architectures? Most existing theory…

Machine Learning · Computer Science 2019-05-28 Zeyuan Allen-Zhu , Yuanzhi Li , Zhao Song

Implicit deep learning has received increasing attention recently due to the fact that it generalizes the recursive prediction rules of many commonly used neural network architectures. Its prediction rule is provided implicitly based on the…

Machine Learning · Computer Science 2022-02-21 Tianxiang Gao , Hailiang Liu , Jia Liu , Hridesh Rajan , Hongyang Gao

Gradient descent (GD) type optimization schemes are the standard instruments to train fully connected feedforward artificial neural networks (ANNs) with rectified linear unit (ReLU) activation and can be considered as temporal…

Optimization and Control · Mathematics 2022-02-24 Shokhrukh Ibragimov , Arnulf Jentzen , Timo Kröger , Adrian Riekert

Deep learning algorithms -- typically consisting of a class of deep artificial neural networks (ANNs) trained by a stochastic gradient descent (SGD) optimization method -- are nowadays an integral part in many areas of science, industry,…

Machine Learning · Computer Science 2025-01-28 Steffen Dereich , Thang Do , Arnulf Jentzen , Frederic Weber

Stochastic gradient descent (SGD) with constant momentum and its variants such as Adam are the optimization algorithms of choice for training deep neural networks (DNNs). Since DNN training is incredibly computationally expensive, there is…

Machine Learning · Computer Science 2020-04-28 Bao Wang , Tan M. Nguyen , Andrea L. Bertozzi , Richard G. Baraniuk , Stanley J. Osher

We study the problem of training deep neural networks with Rectified Linear Unit (ReLU) activation function using gradient descent and stochastic gradient descent. In particular, we study the binary classification problem and show that for…

Machine Learning · Computer Science 2018-12-31 Difan Zou , Yuan Cao , Dongruo Zhou , Quanquan Gu

Understanding the role of (stochastic) gradient descent (SGD) in the training and generalisation of deep neural networks (DNNs) with ReLU activation has been the object study in the recent past. In this paper, we make use of deep gated…

Machine Learning · Computer Science 2020-03-03 Chandrashekar Lakshminarayanan , Amit Vikram Singh

Neural networks with REctified Linear Unit (ReLU) activation functions (a.k.a. ReLU networks) have achieved great empirical success in various domains. Nonetheless, existing results for learning ReLU networks either pose assumptions on the…

Machine Learning · Statistics 2019-05-01 Gang Wang , Georgios B. Giannakis , Jie Chen

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
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