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Related papers: Heavy-Tail Phenomenon in Decentralized SGD

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The stochastic gradient noise (SGN) is a significant factor in the success of stochastic gradient descent (SGD). Following the central limit theorem, SGN was initially modeled as Gaussian, and lately, it has been suggested that stochastic…

Machine Learning · Computer Science 2023-03-07 Barak Battash , Ofir Lindenbaum

In the era of large-scale neural network models, optimization algorithms often struggle with generalization due to an overreliance on training loss. One key insight widely accepted in the machine learning community is the idea that wide…

Machine Learning · Computer Science 2025-09-01 Bodu Gong , Gustavo Enrique Batista , Pierre Lafaye de Micheaux

A recent line of empirical studies has demonstrated that SGD might exhibit a heavy-tailed behavior in practical settings, and the heaviness of the tails might correlate with the overall performance. In this paper, we investigate the…

Machine Learning · Computer Science 2023-10-31 Krunoslav Lehman Pavasovic , Alain Durmus , Umut Simsekli

We study the distributed stochastic optimization (DSO) problem under a heavy-tailed noise condition by utilizing a multi-agent system. Despite the extensive research on DSO algorithms used to solve DSO problems under light-tailed noise…

Optimization and Control · Mathematics 2025-09-23 Zhan Yu , Lan Liao , Deming Yuan , Daniel W. C. Ho , Ding-Xuan Zhou

Neural network compression has been an increasingly important subject, not only due to its practical relevance, but also due to its theoretical implications, as there is an explicit connection between compressibility and generalization…

Machine Learning · Statistics 2024-02-13 Yijun Wan , Melih Barsbey , Abdellatif Zaidi , Umut Simsekli

The injection of heavy-tailed noise into the iterates of stochastic gradient descent (SGD) has garnered growing interest in recent years due to its theoretical and empirical benefits for optimization and generalization. However, its…

Machine Learning · Statistics 2025-05-13 Umut Şimşekli , Mert Gürbüzbalaban , Sinan Yıldırım , Lingjiong Zhu

Differentially Private Stochastic Gradient Descent (DPSGD) is widely utilized to preserve training data privacy in deep learning, which first clips the gradients to a predefined norm and then injects calibrated noise into the training…

Machine Learning · Computer Science 2024-05-29 Haichao Sha , Yang Cao , Yong Liu , Yuncheng Wu , Ruixuan Liu , Hong Chen

Understanding the generalization abilities of modern machine learning algorithms has been a major research topic over the past decades. In recent years, the learning dynamics of Stochastic Gradient Descent (SGD) have been related to…

Machine Learning · Statistics 2023-12-04 Benjamin Dupuis , Paul Viallard

Recent studies have provided both empirical and theoretical evidence illustrating that heavy tails can emerge in stochastic gradient descent (SGD) in various scenarios. Such heavy tails potentially result in iterates with diverging…

Optimization and Control · Mathematics 2021-02-23 Hongjian Wang , Mert Gürbüzbalaban , Lingjiong Zhu , Umut Şimşekli , Murat A. Erdogdu

Heavy-tailed stochastic gradient noise, commonly observed in transformer models, can destabilize the optimization process. Recent works mainly focus on developing and understanding approaches to address heavy-tailed noise in the centralized…

Machine Learning · Computer Science 2026-02-23 Junfei Sun , Dixi Yao , Xuchen Gong , Tahseen Rabbani , Manzil Zaheer , Tian Li

The empirical success of deep learning is often attributed to SGD's mysterious ability to avoid sharp local minima in the loss landscape, as sharp minima are known to lead to poor generalization. Recently, empirical evidence of heavy-tailed…

Machine Learning · Computer Science 2022-05-12 Xingyu Wang , Sewoong Oh , Chang-Han Rhee

A particular direction of recent advance about stochastic deep-learning algorithms has been about uncovering a rather mysterious heavy-tailed nature of the stationary distribution of these algorithms, even when the data distribution is not…

Machine Learning · Computer Science 2022-04-28 Sayar Karmakar , Anirbit Mukherjee

Understanding the generalization properties of optimization algorithms under heavy-tailed noise has gained growing attention. However, the existing theoretical results mainly focus on stochastic gradient descent (SGD) and the analysis of…

In recent works on the theory of machine learning, it has been observed that heavy tail properties of Stochastic Gradient Descent (SGD) can be studied in the probabilistic framework of stochastic recursions. In particular,…

Machine Learning · Statistics 2024-03-22 Ewa Damek , Sebastian Mentemeier

We consider a standard distributed optimization problem in which networked nodes collaboratively minimize the sum of their locally known convex costs. For this setting, we address for the first time the fundamental problem of design and…

Optimization and Control · Mathematics 2025-06-02 Manojlo Vukovic , Dusan Jakovetic , Dragana Bajovic , Soummya Kar

We propose a stochastic process driven by memory effect with novel distributions including both exponential and leptokurtic heavy-tailed distributions. A class of distribution is analytically derived from the continuum limit of the discrete…

Statistical Finance · Quantitative Finance 2013-05-14 Jongwook Kim , Gabjin Oh

Recent studies have shown that gradient descent (GD) can achieve improved generalization when its dynamics exhibits a chaotic behavior. However, to obtain the desired effect, the step-size should be chosen sufficiently large, a task which…

Machine Learning · Statistics 2022-10-25 Soon Hoe Lim , Yijun Wan , Umut Şimşekli

Heavy-tailed distributions are frequently used to enhance the robustness of regression and classification methods to outliers in output space. Often, however, we are confronted with "outliers" in input space, which are isolated observations…

Machine Learning · Statistics 2010-06-24 Fabian L. Wauthier , Michael I. Jordan

Cyclic and randomized stepsizes are widely used in the deep learning practice and can often outperform standard stepsize choices such as constant stepsize in SGD. Despite their empirical success, not much is currently known about when and…

Machine Learning · Statistics 2023-08-30 Mert Gürbüzbalaban , Yuanhan Hu , Umut Şimşekli , Lingjiong Zhu

The stability and generalization of stochastic gradient-based methods provide valuable insights into understanding the algorithmic performance of machine learning models. As the main workhorse for deep learning, stochastic gradient descent…

Machine Learning · Statistics 2021-02-24 Tao Sun , Dongsheng Li , Bao Wang