Related papers: Beyond Lipschitz: Sharp Generalization and Excess …
The success of minimax learning problems of generative adversarial networks (GANs) has been observed to depend on the minimax optimization algorithm used for their training. This dependence is commonly attributed to the convergence speed…
We study the Stochastic Gradient Descent (SGD) method in nonconvex optimization problems from the point of view of approximating diffusion processes. We prove rigorously that the diffusion process can approximate the SGD algorithm weakly…
The stochastic gradient descent (SGD) method and its variants are algorithms of choice for many Deep Learning tasks. These methods operate in a small-batch regime wherein a fraction of the training data, say $32$-$512$ data points, is…
Despite being highly over-parametrized, and having the ability to fully interpolate the training data, deep networks are known to generalize well to unseen data. It is now understood that part of the reason for this is that the training…
Stochastic Gradient Descent (SGD) stands as a cornerstone optimization algorithm with proven real-world empirical successes but relatively limited theoretical understanding. Recent research has illuminated a key factor contributing to its…
In this work, we describe a generic approach to show convergence with high probability for both stochastic convex and non-convex optimization with sub-Gaussian noise. In previous works for convex optimization, either the convergence is only…
Existing bounds on the generalization error of deep networks assume some form of smooth or bounded dependence on the input variable, falling short of investigating the mechanisms controlling such factors in practice. In this work, we…
Multi-epoch, small-batch, Stochastic Gradient Descent (SGD) has been the method of choice for learning with large over-parameterized models. A popular theory for explaining why SGD works well in practice is that the algorithm has an…
Stochastic gradient algorithms are often unstable when applied to functions that do not have Lipschitz-continuous and/or bounded gradients. Gradient clipping is a simple and effective technique to stabilize the training process for problems…
Stochastic gradient descent (SGD) is a simple and popular method to solve stochastic optimization problems which arise in machine learning. For strongly convex problems, its convergence rate was known to be O(\log(T)/T), by running SGD for…
Decentralized optimization has become a fundamental tool for large-scale learning systems; however, most existing methods rely on the classical Lipschitz smoothness assumption, which is often violated in problems with rapidly varying…
Algorithmic stability is an important notion that has proven powerful for deriving generalization bounds for practical algorithms. The last decade has witnessed an increasing number of stability bounds for different algorithms applied on…
Stochastic gradient descent (SGD) is a popular algorithm for optimization problems arising in high-dimensional inference tasks. Here one produces an estimator of an unknown parameter from independent samples of data by iteratively…
We introduce a doubly stochastic proximal gradient algorithm for optimizing a finite average of smooth convex functions, whose gradients depend on numerically expensive expectations. Our main motivation is the acceleration of the…
In this paper, we study the data-dependent convergence and generalization behavior of gradient methods for neural networks with smooth activation. Our first result is a novel bound on the excess risk of deep networks trained by the logistic…
We present a unified theorem for the convergence analysis of stochastic gradient algorithms for minimizing a smooth and convex loss plus a convex regularizer. We do this by extending the unified analysis of Gorbunov, Hanzely \& Richt\'arik…
Exponential generalization bounds with near-tight rates have recently been established for uniformly stable learning algorithms. The notion of uniform stability, however, is stringent in the sense that it is invariant to the data-generating…
Large-scale constrained optimization problems are at the core of many tasks in control, signal processing, and machine learning. Notably, problems with functional constraints arise when, beyond a performance{\nobreakdash-}centric goal…
We demonstrate that applying an eventual decay to the learning rate (LR) in empirical risk minimization (ERM), where the mean-squared-error loss is minimized using standard gradient descent (GD) for training a two-layer neural network with…
In statistical learning theory, generalization error is used to quantify the degree to which a supervised machine learning algorithm may overfit to training data. Recent work [Xu and Raginsky (2017)] has established a bound on the…