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Understanding the behavior of stochastic gradient methods is a central problem in modern machine learning. Recent work has highlighted diagonal linear networks as a simplified yet expressive setting for analyzing the optimization and…

Optimization and Control · Mathematics 2026-05-19 Begoña García Malaxechebarría , Courtney Paquette , Maryam Fazel , Dmitriy Drusvyatskiy

Stochastic gradient descent (SGD) performed in an asynchronous manner plays a crucial role in training large-scale machine learning models. However, the generalization performance of asynchronous delayed SGD, which is an essential metric…

Machine Learning · Computer Science 2025-05-27 Xiaoge Deng , Li Shen , Shengwei Li , Tao Sun , Dongsheng Li , Dacheng Tao

In this paper, we derive upper bounds on generalization errors for deep neural networks with Markov datasets. These bounds are developed based on Koltchinskii and Panchenko's approach for bounding the generalization error of combined…

Machine Learning · Statistics 2022-10-13 Lan V. Truong

Deep neural networks (DNNs) exhibit an exceptional capacity for generalization in practical applications. This work aims to capture the effect and benefits of depth for supervised learning via information-theoretic generalization bounds. We…

Machine Learning · Computer Science 2025-05-09 Haiyun He , Ziv Goldfeld

We analyze multi-layer neural networks in the asymptotic regime of simultaneously (A) large network sizes and (B) large numbers of stochastic gradient descent training iterations. We rigorously establish the limiting behavior of the…

Probability · Mathematics 2021-04-06 Justin Sirignano , Konstantinos Spiliopoulos

Heavy-tail phenomena in stochastic gradient descent (SGD) have been reported in several empirical studies. Experimental evidence in previous works suggests a strong interplay between the heaviness of the tails and generalization behavior of…

Machine Learning · Statistics 2023-01-31 Anant Raj , Lingjiong Zhu , Mert Gürbüzbalaban , Umut Şimşekli

We study the problem of transfer learning and fine-tuning in linear models for both regression and binary classification. In particular, we consider the use of stochastic gradient descent (SGD) on a linear model initialized with pretrained…

Machine Learning · Computer Science 2025-02-25 Reza Ghane , Danil Akhtiamov , Babak Hassibi

The simplicity of gradient descent (GD) made it the default method for training ever-deeper and complex neural networks. Both loss functions and architectures are often explicitly tuned to be amenable to this basic local optimization. In…

Machine Learning · Computer Science 2019-04-30 Dmitrii Marin , Meng Tang , Ismail Ben Ayed , Yuri Boykov

We provide novel information-theoretic generalization bounds for stochastic gradient Langevin dynamics (SGLD) under the assumptions of smoothness and dissipativity, which are widely used in sampling and non-convex optimization studies. Our…

Machine Learning · Computer Science 2023-11-03 Futoshi Futami , Masahiro Fujisawa

Non-convex optimization problems are ubiquitous in machine learning, especially in Deep Learning. While such complex problems can often be successfully optimized in practice by using stochastic gradient descent (SGD), theoretical analysis…

Machine Learning · Computer Science 2022-02-21 Harsh Vardhan , Sebastian U. Stich

Recently, significant progress has been made in understanding the generalization of neural networks (NNs) trained by gradient descent (GD) using the algorithmic stability approach. However, most of the existing research has focused on…

Machine Learning · Computer Science 2025-07-22 Puyu Wang , Yunwen Lei , Di Wang , Yiming Ying , Ding-Xuan Zhou

Recent research has used margin theory to analyze the generalization performance for deep neural networks (DNNs). The existed results are almost based on the spectrally-normalized minimum margin. However, optimizing the minimum margin…

Machine Learning · Computer Science 2024-07-10 Shen-Huan Lyu , Lu Wang , Zhi-Hua Zhou

Structured non-convex learning problems, for which critical points have favorable statistical properties, arise frequently in statistical machine learning. Algorithmic convergence and statistical estimation rates are well-understood for…

Machine Learning · Statistics 2020-07-31 Lu Yu , Krishnakumar Balasubramanian , Stanislav Volgushev , Murat A. Erdogdu

The learning rate is perhaps the single most important parameter in the training of neural networks and, more broadly, in stochastic (nonconvex) optimization. Accordingly, there are numerous effective, but poorly understood, techniques for…

Machine Learning · Computer Science 2020-04-16 Bin Shi , Weijie J. Su , Michael I. Jordan

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

This paper focuses on understanding how the generalization error scales with the amount of the training data for deep neural networks (DNNs). Existing techniques in statistical learning require computation of capacity measures, such as VC…

Machine Learning · Computer Science 2021-05-06 Devansh Bisla , Apoorva Nandini Saridena , Anna Choromanska

The largely successful method of training neural networks is to learn their weights using some variant of stochastic gradient descent (SGD). Here, we show that the solutions found by SGD can be further improved by ensembling a subset of the…

In the last decade, deep learning has become a major component of artificial intelligence. The workhorse of deep learning is the optimization of loss functions by stochastic gradient descent (SGD). Traditionally in deep learning, neural…

Machine Learning · Computer Science 2021-04-27 Benjamin Scellier

Implicit deep learning has received increasing attention recently due to the fact that it generalizes the recursive prediction rules of many commonly used neural network architectures. Its prediction rule is provided implicitly based on the…

Machine Learning · Computer Science 2022-02-21 Tianxiang Gao , Hailiang Liu , Jia Liu , Hridesh Rajan , Hongyang Gao

We investigate how the final parameters found by stochastic gradient descent are influenced by over-parameterization. We generate families of models by increasing the number of channels in a base network, and then perform a large…

Machine Learning · Computer Science 2019-05-10 Daniel S. Park , Jascha Sohl-Dickstein , Quoc V. Le , Samuel L. Smith