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Stochastic gradient descent (SGD) with momentum is widely used for training modern deep learning architectures. While it is well-understood that using momentum can lead to faster convergence rate in various settings, it has also been…

Machine Learning · Computer Science 2022-07-14 Samy Jelassi , Yuanzhi Li

We study generalization properties of random features (RF) regression in high dimensions optimized by stochastic gradient descent (SGD) in under-/over-parameterized regime. In this work, we derive precise non-asymptotic error bounds of RF…

Machine Learning · Statistics 2022-10-18 Fanghui Liu , Johan A. K. Suykens , Volkan Cevher

Stochastic Gradient Descent (SGD) is the most popular algorithm for training deep neural networks (DNNs). As larger networks and datasets cause longer training times, training on distributed systems is common and distributed SGD variants,…

Machine Learning · Computer Science 2019-06-17 Kwangmin Yu , Thomas Flynn , Shinjae Yoo , Nicholas D'Imperio

Gradient descent algorithm is the most utilized method when optimizing machine learning issues. However, there exists many local minimums and saddle points in the loss function, especially for high dimensional non-convex optimization…

Machine Learning · Computer Science 2021-07-19 Zhicheng Cai

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…

Machine Learning · Statistics 2026-02-23 Nived Rajaraman , Yanjun Han

Stochastic gradient descent (SGD) is a workhorse algorithm for solving large-scale optimization problems in data science and machine learning. Understanding the convergence of SGD is hence of fundamental importance. In this work we examine…

Numerical Analysis · Mathematics 2024-12-11 Lehan Chen , Yuji Nakatsukasa

In federated distributed learning, the goal is to optimize a global training objective defined over distributed devices, where the data shard at each device is sampled from a possibly different distribution (a.k.a., heterogeneous or non…

Machine Learning · Computer Science 2019-12-10 Farzin Haddadpour , Mehrdad Mahdavi

Stochastic gradient descent (SGD) and adaptive gradient methods, such as Adam and RMSProp, have been widely used in training deep neural networks. We empirically show that while the difference between the standard generalization performance…

Machine Learning · Computer Science 2023-11-30 Avery Ma , Yangchen Pan , Amir-massoud Farahmand

Stochastic gradient descent (SGD) is a promising method for solving large-scale inverse problems, due to its excellent scalability with respect to data size. In this work, we analyze a new data-driven regularized stochastic gradient descent…

Numerical Analysis · Mathematics 2024-09-30 Zehui Zhou

We study the gradient descent (GD) dynamics of a depth-2 linear neural network with a single input and output. We show that GD converges at an explicit linear rate to a global minimum of the training loss, even with a large stepsize --…

Machine Learning · Computer Science 2025-01-22 Pierfrancesco Beneventano , Blake Woodworth

Deep learning networks are typically trained by Stochastic Gradient Descent (SGD) methods that iteratively improve the model parameters by estimating a gradient on a very small fraction of the training data. A major roadblock faced when…

Machine Learning · Computer Science 2020-06-11 Tao Lin , Lingjing Kong , Sebastian U. Stich , Martin Jaggi

The challenge of overfitting, in which the model memorizes the training data and fails to generalize to test data, has become increasingly significant in the training of large neural networks. To tackle this challenge, Sharpness-Aware…

Machine Learning · Computer Science 2023-10-12 Zixiang Chen , Junkai Zhang , Yiwen Kou , Xiangning Chen , Cho-Jui Hsieh , Quanquan Gu

Learning in deep neural networks (DNNs) is implemented through minimizing a highly non-convex loss function, typically by a stochastic gradient descent (SGD) method. This learning process can effectively find good wide minima without being…

Machine Learning · Computer Science 2021-07-27 Guozhang Chen , Cheng Kevin Qu , Pulin Gong

The success of deep learning has led to a rising interest in the generalization property of the stochastic gradient descent (SGD) method, and stability is one popular approach to study it. Existing works based on stability have studied…

Machine Learning · Statistics 2019-03-08 Yi Zhou , Yingbin Liang , Huishuai Zhang

Deep learning models are dominating almost all artificial intelligence tasks such as vision, text, and speech processing. Stochastic Gradient Descent (SGD) is the main tool for training such models, where the computations are usually…

Machine Learning · Computer Science 2023-01-10 Matteo Cacciola , Antonio Frangioni , Masoud Asgharian , Alireza Ghaffari , Vahid Partovi Nia

This paper presents a comprehensive study on the convergence rates of the stochastic gradient descent (SGD) algorithm when applied to overparameterized two-layer neural networks. Our approach combines the Neural Tangent Kernel (NTK)…

Machine Learning · Statistics 2024-07-11 Dinghao Cao , Zheng-Chu Guo , Lei Shi

The stochastic gradient descent (SGD) algorithm has been widely used in statistical estimation for large-scale data due to its computational and memory efficiency. While most existing works focus on the convergence of the objective function…

Machine Learning · Statistics 2023-11-02 Xi Chen , Jason D. Lee , Xin T. Tong , Yichen Zhang

Stochastic gradient descent (SGD) is a promising numerical method for solving large-scale inverse problems. However, its theoretical properties remain largely underexplored in the lens of classical regularization theory. In this note, we…

Numerical Analysis · Mathematics 2020-07-22 Tim Jahn , Bangti Jin

We investigate the dynamical and convergent properties of stochastic gradient descent (SGD) applied to Deep Neural Networks (DNNs). Characterizing the relation between learning rate, batch size and the properties of the final minima, such…

Machine Learning · Computer Science 2018-09-14 Stanisław Jastrzębski , Zachary Kenton , Devansh Arpit , Nicolas Ballas , Asja Fischer , Yoshua Bengio , Amos Storkey

Distributed stochastic gradient descent (SGD) has attracted considerable recent attention due to its potential for scaling computational resources, reducing training time, and helping protect user privacy in machine learning. However, the…

Machine Learning · Computer Science 2025-02-27 Siyuan Yu , Wei Chen , H. Vincent Poor