Related papers: Stability Based Generalization Bounds for Exponent…
Deriving generalization bounds for stable algorithms is a classical question in learning theory taking its roots in the early works by Vapnik and Chervonenkis (1974) and Rogers and Wagner (1978). In a series of recent breakthrough papers by…
Stability analysis is an essential aspect of studying the generalization ability of deep learning, as it involves deriving generalization bounds for stochastic gradient descent-based training algorithms. Adversarial training is the most…
We consider the problem of finding nearly optimal solutions of optimization problems with random objective functions. Two concrete problems we consider are (a) optimizing the Hamiltonian of a spherical or Ising $p$-spin glass model, and (b)…
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…
Variance reduction (VR) methods employ stochastic gradients with decreasing variance, and they have been widely applied to solve large-scale optimization problems in machine learning because of their efficiency. Existing theoretical studies…
We present a data-driven framework based on Lyapunov theory to provide stability guarantees for a family of hybrid systems. In particular, we are interested in the asymptotic stability of switching linear systems whose switching sequence is…
Stochastic learning dynamics based on Langevin or Levy stochastic differential equations (SDEs) in deep neural networks control the variance of noise by varying the size of the mini-batch or directly those of injecting noise. Since the…
We develop methods for parameter estimation in settings with large-scale data sets, where traditional methods are no longer tenable. Our methods rely on stochastic approximations, which are computationally efficient as they maintain one…
Dynamical System (DS) based Learning from Demonstration (LfD) allows learning of reactive motion policies with stability and convergence guarantees from a few trajectories. Yet, current DS learning techniques lack the flexibility to…
We study the mixing properties of an important optimization algorithm of machine learning: the stochastic gradient Langevin dynamics (SGLD) with a fixed step size. The data stream is not assumed to be independent hence the SGLD is not a…
In this paper, we propose a new adaptive stochastic gradient Langevin dynamics (ASGLD) algorithmic framework and its two specialized versions, namely adaptive stochastic gradient (ASG) and adaptive gradient Langevin dynamics(AGLD), for…
Stochastic gradient descent (SGD) is the workhorse of large-scale learning, yet classical analyses rely on assumptions that can be either too strong (bounded variance) or too coarse (uniform noise). The expected smoothness (ES) condition…
We study the generalization error of randomized learning algorithms -- focusing on stochastic gradient descent (SGD) -- using a novel combination of PAC-Bayes and algorithmic stability. Importantly, our generalization bounds hold for all…
Sign-based optimization algorithms, such as SignSGD, have garnered significant attention for their remarkable performance in distributed learning and training large foundation models. Despite their empirical superiority, SignSGD is known to…
We are interested in gradient-based Explicit Generative Modeling where samples can be derived from iterative gradient updates based on an estimate of the score function of the data distribution. Recent advances in Stochastic Gradient…
Stein Variational Gradient Descent (SVGD) is an important alternative to the Langevin-type algorithms for sampling from probability distributions of the form $\pi(x) \propto \exp(-V(x))$. In the existing theory of Langevin-type algorithms…
The Edge of Stability (EoS) is a phenomenon where the sharpness (largest eigenvalue) of the Hessian approaches and then hovers near the stability threshold $2/\eta$ during gradient descent (GD) with step size $\eta$. Despite (apparently)…
We propose graph-dependent implicit regularisation strategies for distributed stochastic subgradient descent (Distributed SGD) for convex problems in multi-agent learning. Under the standard assumptions of convexity, Lipschitz continuity,…
Algorithmic stability is an established tool for analyzing generalization. While adversarial training enhances model robustness, it often suffers from robust overfitting and an enlarged generalization gap. Although recent work has…
Stochastic gradient descent (SGD) has been widely used in machine learning due to its computational efficiency and favorable generalization properties. Recently, it has been empirically demonstrated that the gradient noise in several deep…