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In recent years, various notions of capacity and complexity have been proposed for characterizing the generalization properties of stochastic gradient descent (SGD) in deep learning. Some of the popular notions that correlate well with the…

Optimization and Control · Mathematics 2021-06-15 Mert Gurbuzbalaban , Umut Şimşekli , Lingjiong Zhu

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

Although stochastic optimization is central to modern machine learning, the precise mechanisms underlying its success, and in particular, the precise role of the stochasticity, still remain unclear. Modelling stochastic optimization…

Machine Learning · Statistics 2020-06-12 Liam Hodgkinson , Michael W. Mahoney

Implicit regularization refers to the tendency of local search algorithms to converge to low-dimensional solutions, even when such structures are not explicitly enforced. Despite its ubiquity, the mechanism underlying this behavior remains…

Machine Learning · Computer Science 2025-12-10 Jianhao Ma , Geyu Liang , Salar Fattahi

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

Stochastic gradient descent (SGD) with mini-batching is a standard tool in large-scale optimization, yet its theoretical properties under heavy-tailed gradient noise remain largely unexplored. In this paper we study SGD with increasing…

Probability · Mathematics 2026-05-11 Bartosz Glowacki , Rafal Kulik , Philippe Soulier

In overparameterized logistic regression, gradient descent (GD) iterates diverge in norm while converging in direction to the maximum $\ell_2$-margin solution -- a phenomenon known as the implicit bias of GD. This work investigates…

Machine Learning · Computer Science 2025-07-01 Jingfeng Wu , Peter Bartlett , Matus Telgarsky , Bin Yu

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

Recent empirical evidence indicates that many machine learning applications involve heavy-tailed gradient noise, which challenges the standard assumptions of bounded variance in stochastic optimization. Gradient clipping has emerged as a…

Optimization and Control · Mathematics 2025-07-10 Florian Hübler , Ilyas Fatkhullin , Niao He

Deep neural networks with remarkably strong generalization performances are usually over-parameterized. Despite explicit regularization strategies are used for practitioners to avoid over-fitting, the impacts are often small. Some…

Computation and Language · Computer Science 2018-11-05 Deren Lei , Zichen Sun , Yijun Xiao , William Yang Wang

Many relevant problems in the area of systems and control, such as controller synthesis, observer design and model reduction, can be viewed as optimization problems involving dynamical systems: for instance, maximizing performance in the…

Optimization and Control · Mathematics 2023-11-15 Pascal Den Boef , Jos Maubach , Wil Schilders , Nathan van de Wouw

There is an increasing realization that algorithmic inductive biases are central in preventing overfitting; empirically, we often see a benign overfitting phenomenon in overparameterized settings for natural learning algorithms, such as…

Machine Learning · Computer Science 2021-10-14 Difan Zou , Jingfeng Wu , Vladimir Braverman , Quanquan Gu , Sham M. Kakade

Understanding the algorithmic bias of \emph{stochastic gradient descent} (SGD) is one of the key challenges in modern machine learning and deep learning theory. Most of the existing works, however, focus on \emph{very small or even…

Machine Learning · Computer Science 2021-03-30 Jingfeng Wu , Difan Zou , Vladimir Braverman , Quanquan Gu

Stochastic gradient descent (SGD) still is the workhorse for many practical problems. However, it converges slow, and can be difficult to tune. It is possible to precondition SGD to accelerate its convergence remarkably. But many attempts…

Machine Learning · Statistics 2017-02-23 Xi-Lin Li

Gradient Descent (GD) has been proven effective in solving various matrix factorization problems. However, its optimization behavior with large initial values remains less understood. To address this gap, this paper presents a novel…

Optimization and Control · Mathematics 2024-06-04 Hengchao Chen , Xin Chen , Mohamad Elmasri , Qiang Sun

The gradient noise (GN) in the stochastic gradient descent (SGD) algorithm is often considered to be Gaussian in the large data regime by assuming that the \emph{classical} central limit theorem (CLT) kicks in. This assumption is often made…

Machine Learning · Statistics 2019-12-03 Umut Şimşekli , Mert Gürbüzbalaban , Thanh Huy Nguyen , Gaël Richard , Levent Sagun

We develop a worst-case complexity theory for stochastically preconditioned stochastic gradient descent (SPSGD) and its accelerated variants under heavy-tailed noise, a setting that encompasses widely used adaptive methods such as Adam,…

Machine Learning · Computer Science 2026-02-17 Yuchen Fang , James Demmel , Javad Lavaei

Minimizing empirical risk subject to a set of constraints can be a useful strategy for learning restricted classes of functions, such as monotonic functions, submodular functions, classifiers that guarantee a certain class label for some…

Machine Learning · Computer Science 2016-10-26 Andrew Cotter , Maya Gupta , Jan Pfeifer

Gradient descent (GD) is crucial for generalization in machine learning models, as it induces implicit regularization, promoting compact representations. In this work, we examine the role of GD in inducing implicit regularization for tensor…

Optimization and Control · Mathematics 2023-10-25 Ziye Ma , Javad Lavaei , Somayeh Sojoudi

Gradient compression has surfaced as a key technique to address the challenge of communication efficiency in distributed learning. In distributed deep learning, however, it is observed that gradient distributions are heavy-tailed, with…

Machine Learning · Computer Science 2024-02-07 Guangfeng Yan , Tan Li , Yuanzhang Xiao , Hanxu Hou , Linqi Song