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In this paper, we study the implicit regularization of stochastic gradient descent (SGD) through the lens of {\em dynamical stability} (Wu et al., 2018). We start by revising existing stability analyses of SGD, showing how the Frobenius…

Machine Learning · Statistics 2023-06-02 Lei Wu , Weijie J. Su

Stochastic Gradient Descent (SGD) stands as a cornerstone optimization algorithm with proven real-world empirical successes but relatively limited theoretical understanding. Recent research has illuminated a key factor contributing to its…

Machine Learning · Computer Science 2024-01-24 Gregory Dexter , Borja Ocejo , Sathiya Keerthi , Aman Gupta , Ayan Acharya , Rajiv Khanna

In this paper, we provide a theoretical study of noise geometry for minibatch stochastic gradient descent (SGD), a phenomenon where noise aligns favorably with the geometry of local landscape. We propose two metrics, derived from analyzing…

Machine Learning · Computer Science 2024-02-02 Mingze Wang , Lei Wu

The multiplicative structure of parameters and input data in the first layer of neural networks is explored to build connection between the landscape of the loss function with respect to parameters and the landscape of the model function…

Machine Learning · Computer Science 2021-11-30 Chao Ma , Lexing Ying

When training neural networks with full-batch gradient descent (GD) and step size $\eta$, the largest eigenvalue of the Hessian -- the sharpness $S(\boldsymbol{\theta})$ -- rises to $2/\eta$ and hovers there, a phenomenon termed the Edge of…

Machine Learning · Computer Science 2026-04-24 Fangshuo Liao , Afroditi Kolomvaki , Anastasios Kyrillidis

In overparametrized models, the noise in stochastic gradient descent (SGD) implicitly regularizes the optimization trajectory and determines which local minimum SGD converges to. Motivated by empirical studies that demonstrate that training…

Machine Learning · Computer Science 2021-12-07 Alex Damian , Tengyu Ma , Jason D. Lee

The stochastic gradient descent (SGD) method is most widely used for deep neural network (DNN) training. However, the method does not always converge to a flat minimum of the loss surface that can demonstrate high generalization capability.…

Machine Learning · Computer Science 2020-09-08 Wonyong Sung , Iksoo Choi , Jinhwan Park , Seokhyun Choi , Sungho Shin

Stochastic Gradient Descent (SGD) and its variants are mainstream methods for training deep networks in practice. SGD is known to find a flat minimum that often generalizes well. However, it is mathematically unclear how deep learning can…

Machine Learning · Computer Science 2021-01-18 Zeke Xie , Issei Sato , Masashi Sugiyama

The noise in stochastic gradient descent (SGD), caused by minibatch sampling, is poorly understood despite its practical importance in deep learning. This work presents the first systematic study of the SGD noise and fluctuations close to a…

Machine Learning · Computer Science 2022-03-09 Liu Ziyin , Kangqiao Liu , Takashi Mori , Masahito Ueda

Generalization is one of the most important problems in deep learning (DL). In the overparameterized regime in neural networks, there exist many low-loss solutions that fit the training data equally well. The key question is which solution…

Disordered Systems and Neural Networks · Physics 2023-06-21 Ning Yang , Chao Tang , Yuhai Tu

A large body of theory and empirical work hypothesizes a connection between the flatness of a neural network's loss landscape during training and its performance. However, there have been conceptually opposite pieces of evidence regarding…

Machine Learning · Computer Science 2026-02-06 Yizhou Xu , Pierfrancesco Beneventano , Isaac Chuang , Liu Ziyin

Understanding the behavior of stochastic gradient descent (SGD) in the context of deep neural networks has raised lots of concerns recently. Along this line, we study a general form of gradient based optimization dynamics with unbiased…

Machine Learning · Statistics 2019-06-11 Zhanxing Zhu , Jingfeng Wu , Bing Yu , Lei Wu , Jinwen Ma

Stochastic gradient descent (SGD) is widely used in machine learning. Although being commonly viewed as a fast but not accurate version of gradient descent (GD), it always finds better solutions than GD for modern neural networks. In order…

Machine Learning · Computer Science 2018-08-17 Robert Kleinberg , Yuanzhi Li , Yang Yuan

Recently there are a considerable amount of work devoted to the study of the algorithmic stability and generalization for stochastic gradient descent (SGD). However, the existing stability analysis requires to impose restrictive assumptions…

Machine Learning · Computer Science 2020-06-16 Yunwen Lei , Yiming Ying

It is often observed that stochastic gradient descent (SGD) and its variants implicitly select a solution with good generalization performance; such implicit bias is often characterized in terms of the sharpness of the minima. Kleinberg et…

Machine Learning · Statistics 2024-05-28 Atsushi Nitanda , Ryuhei Kikuchi , Shugo Maeda , Denny Wu

Stochastic gradient descent (SGD) is one of the most popular algorithms in modern machine learning. The noise encountered in these applications is different from that in many theoretical analyses of stochastic gradient algorithms. In this…

Machine Learning · Statistics 2021-09-16 Stephan Wojtowytsch

The representation of functions by artificial neural networks depends on a large number of parameters in a non-linear fashion. Suitable parameters of these are found by minimizing a 'loss functional', typically by stochastic gradient…

Machine Learning · Computer Science 2021-09-16 Stephan Wojtowytsch

Understanding the dynamics of optimization in deep learning is increasingly important as models scale. While stochastic gradient descent (SGD) and its variants reliably find solutions that generalize well, the mechanisms driving this…

Machine Learning · Computer Science 2026-04-07 Wei-Kai Chang , Rajiv Khanna

Understanding the implicit bias of Stochastic Gradient Descent (SGD) is one of the key challenges in deep learning, especially for overparametrized models, where the local minimizers of the loss function $L$ can form a manifold.…

Machine Learning · Computer Science 2022-07-29 Zhiyuan Li , Tianhao Wang , Sanjeev Arora

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
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