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The paper proves generalization results for a class of stochastic learning algorithms. The method applies whenever the algorithm generates an absolutely continuous distribution relative to some a-priori measure and the Radon Nikodym…

Machine Learning · Computer Science 2024-08-30 Andreas Maurer

Many machine learning tasks can be formulated as Regularized Empirical Risk Minimization (R-ERM), and solved by optimization algorithms such as gradient descent (GD), stochastic gradient descent (SGD), and stochastic variance reduction…

Machine Learning · Statistics 2016-09-28 Qi Meng , Yue Wang , Wei Chen , Taifeng Wang , Zhi-Ming Ma , Tie-Yan Liu

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…

Machine Learning · Computer Science 2022-09-21 Yunwen Lei , Rong Jin , Yiming Ying

We study to what extent may stochastic gradient descent (SGD) be understood as a "conventional" learning rule that achieves generalization performance by obtaining a good fit to training data. We consider the fundamental stochastic convex…

Machine Learning · Computer Science 2023-01-13 Tomer Koren , Roi Livni , Yishay Mansour , Uri Sherman

We analyze the generalization gap (gap between the training and test errors) when training a potentially over-parametrized model using a Markovian stochastic training algorithm, initialized from some distribution $\theta_0 \sim p_0$. We…

Machine Learning · Computer Science 2025-10-21 Itamar Harel , Yonathan Wolanowsky , Gal Vardi , Nathan Srebro , Daniel Soudry

When training neural networks, it has been widely observed that a large step size is essential in stochastic gradient descent (SGD) for obtaining superior models. However, the effect of large step sizes on the success of SGD is not well…

Machine Learning · Computer Science 2023-02-17 Amirkeivan Mohtashami , Martin Jaggi , Sebastian Stich

We study private prediction where differential privacy is achieved by adding noise to the outputs of a non-private model. Existing methods rely on noise proportional to the global sensitivity of the model, often resulting in sub-optimal…

Deep neural networks (DNNs) achieve remarkable performance but often suffer from overfitting due to their high capacity. We introduce Momentum-Adaptive Gradient Dropout (MAGDrop), a novel regularization method that dynamically adjusts…

Machine Learning · Computer Science 2025-11-04 Adeel Safder

We derive explicit non-asymptotic PAC-Bayes generalization bounds for Gibbs posteriors, that is, data-dependent distributions over model parameters obtained by exponentially tilting a prior with the empirical risk. Unlike classical…

Machine Learning · Statistics 2026-04-21 Chenyang Wang , Yun Yang

While momentum-based methods, in conjunction with stochastic gradient descent (SGD), are widely used when training machine learning models, there is little theoretical understanding on the generalization error of such methods. In this work,…

Machine Learning · Computer Science 2021-09-27 Ali Ramezani-Kebrya , Ashish Khisti , Ben Liang

We investigate the generalization and optimization properties of shallow neural-network classifiers trained by gradient descent in the interpolating regime. Specifically, in a realizable scenario where model weights can achieve arbitrarily…

Machine Learning · Statistics 2023-03-29 Hossein Taheri , Christos Thrampoulidis

We study trade-offs between convergence rate and robustness to gradient errors in the context of first-order methods. Our focus is on generalized momentum methods (GMMs)--a broad class that includes Nesterov's accelerated gradient,…

Optimization and Control · Mathematics 2026-01-14 Mert Gürbüzbalaban , Yasa Syed , Necdet Serhat Aybat

We present a new PAC-Bayesian generalization bound. Standard bounds contain a $\sqrt{L_n \cdot \KL/n}$ complexity term which dominates unless $L_n$, the empirical error of the learning algorithm's randomized predictions, vanishes. We manage…

Machine Learning · Computer Science 2021-12-16 Zakaria Mhammedi , Peter D. Grunwald , Benjamin Guedj

Stochastic iterative algorithms, including stochastic gradient descent (SGD) and stochastic gradient Langevin dynamics (SGLD), are widely utilized for optimization and sampling in large-scale and high-dimensional problems in machine…

Machine Learning · Statistics 2025-01-22 Xiaoyu Wang , Mikolaj J. Kasprzak , Jeffrey Negrea , Solesne Bourguin , Jonathan H. Huggins

In this paper, we prove new complexity bounds for zeroth-order methods in non-convex optimization with inexact observations of the objective function values. We use the Gaussian smoothing approach of Nesterov and Spokoiny [2015] and extend…

Optimization and Control · Mathematics 2021-01-14 Innokentiy Shibaev , Pavel Dvurechensky , Alexander Gasnikov

Regularization is a widely recognized technique in mathematical optimization. It can be used to smooth out objective functions, refine the feasible solution set, or prevent overfitting in machine learning models. Due to its simplicity and…

Optimization and Control · Mathematics 2024-12-31 Filip Nikolovski , Irena Stojkovska , Katerina Hadzi-Velkova Saneva , Zoran Hadzi-Velkov

We develop new sub-optimality bounds for gradient descent (GD) that depend on the conditioning of the objective along the path of optimization rather than on global, worst-case constants. Key to our proofs is directional smoothness, a…

Machine Learning · Computer Science 2025-01-15 Aaron Mishkin , Ahmed Khaled , Yuanhao Wang , Aaron Defazio , Robert M. Gower

We develop an automated variational method for inference in models with Gaussian process (GP) priors and general likelihoods. The method supports multiple outputs and multiple latent functions and does not require detailed knowledge of the…

Machine Learning · Statistics 2018-11-06 Edwin V. Bonilla , Karl Krauth , Amir Dezfouli

Control policies from imitation learning can often fail to generalize to novel environments due to imperfect demonstrations or the inability of imitation learning algorithms to accurately infer the expert's policies. In this paper, we…

Robotics · Computer Science 2020-12-04 Allen Z. Ren , Sushant Veer , Anirudha Majumdar

In this paper, we derive generalization bounds for the two primary classes of graph neural networks (GNNs), namely graph convolutional networks (GCNs) and message passing GNNs (MPGNNs), via a PAC-Bayesian approach. Our result reveals that…

Machine Learning · Computer Science 2020-12-15 Renjie Liao , Raquel Urtasun , Richard Zemel