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Shortcut learning causes deep learning models to rely on non-essential features within the data. However, its formation in deep neural network training still lacks theoretical understanding. In this paper, we provide a formal definition of…
Current expectations from training deep learning models with gradient-based methods include: 1) transparency; 2) high convergence rates; 3) high inductive biases. While the state-of-art methods with adaptive learning rate schedules are…
First-order methods like stochastic gradient descent(SGD) are recently the popular optimization method to train deep neural networks (DNNs), but second-order methods are scarcely used because of the overpriced computing cost in getting the…
Stochastic Gradient Descent (SGD) and its variants are mainstream methods for training deep networks in practice. SGD is known to find a flat minimum that often generalizes well. However, it is mathematically unclear how deep learning can…
In Coevolving Latent Space Networks with Attractors (CLSNA) models, nodes in a latent space represent social actors, and edges indicate their dynamic interactions. Attractors are added at the latent level to capture the notion of attractive…
Stochastic optimization is a cornerstone of modern machine learning. This paper studies the generalization performance of two classical stochastic optimization algorithms: stochastic gradient descent (SGD) and Nesterov's accelerated…
We perform an experimental study of the dynamics of Stochastic Gradient Descent (SGD) in learning deep neural networks for several real and synthetic classification tasks. We show that in the initial epochs, almost all of the performance…
The objective of this research is to enhance performance of Stochastic Gradient Descent (SGD) algorithm in text classification. In our research, we proposed using SGD learning with Grid-Search approach to fine-tuning hyper-parameters in…
Stochastic gradient descent (SGD) is widely used in machine learning. Although being commonly viewed as a fast but not accurate version of gradient descent (GD), it always finds better solutions than GD for modern neural networks. In order…
Stochastic gradient descent (SGD) is a cornerstone algorithm for high-dimensional optimization, renowned for its empirical successes. Recent theoretical advances have provided a deep understanding of how SGD enables feature learning in…
Non-convex optimization problems are ubiquitous in machine learning, especially in Deep Learning. While such complex problems can often be successfully optimized in practice by using stochastic gradient descent (SGD), theoretical analysis…
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…
This paper proposes SplitSGD, a new dynamic learning rate schedule for stochastic optimization. This method decreases the learning rate for better adaptation to the local geometry of the objective function whenever a stationary phase is…
In this paper, an adjustment to the original differentially private stochastic gradient descent (DPSGD) algorithm for deep learning models is proposed. As a matter of motivation, to date, almost no state-of-the-art machine learning…
In this paper, we investigate a general class of stochastic gradient descent (SGD) algorithms, called Conditioned SGD, based on a preconditioning of the gradient direction. Using a discrete-time approach with martingale tools, we establish…
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…
Stochastic gradient descent (SGD) holds as a classical method to build large scale machine learning models over big data. A stochastic gradient is typically calculated from a limited number of samples (known as mini-batch), so it…
Online learning algorithms require to often recompute least squares regression estimates of parameters. We study improving the computational complexity of such algorithms by using stochastic gradient descent (SGD) type schemes in place of…
We present the remote stochastic gradient (RSG) method, which computes the gradients at configurable remote observation points, in order to improve the convergence rate and suppress gradient noise at the same time for different curvatures.…
We consider a class of stochastic smooth convex optimization problems under rather general assumptions on the noise in the stochastic gradient observation. As opposed to the classical problem setting in which the variance of noise is…