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The multinomial logistic regression (MLR) model is widely used in statistics and machine learning. Stochastic gradient descent (SGD) is the most common approach for determining the parameters of a MLR model in big data scenarios. However,…

Optimization and Control · Mathematics 2021-05-03 Borja Sánchez-López , Jesus Cerquides

Stochastic gradient descent (SGD) is a widely adopted iterative method for optimizing differentiable objective functions. In this paper, we propose and discuss a novel approach to scale up SGD in applications involving non-convex functions…

Machine Learning · Statistics 2022-10-07 Saad Mohamad , Hamad Alamri , Abdelhamid Bouchachia

We continue a long line of research aimed at proving convergence of depth 2 neural networks, trained via gradient descent, to a global minimum. Like in many previous works, our model has the following features: regression with quadratic…

Machine Learning · Computer Science 2022-12-06 Alexander Razborov

The Backprop algorithm for learning in neural networks utilizes two mechanisms: first, stochastic gradient descent and second, initialization with small random weights, where the latter is essential to the effectiveness of the former. We…

Machine Learning · Computer Science 2022-05-06 Shibhansh Dohare , Richard S. Sutton , A. Rupam Mahmood

Recent theoretical results show that gradient descent on deep neural networks under exponential loss functions locally maximizes classification margin, which is equivalent to minimizing the norm of the weight matrices under margin…

Machine Learning · Computer Science 2021-07-22 Andrzej Banburski , Fernanda De La Torre , Nishka Pant , Ishana Shastri , Tomaso Poggio

We study the convergence of gradient flow for the training of deep neural networks. If Residual Neural Networks are a popular example of very deep architectures, their training constitutes a challenging optimization problem due notably to…

Machine Learning · Computer Science 2025-07-22 Raphaël Barboni , Gabriel Peyré , François-Xavier Vialard

In machine learning, stochastic gradient descent (SGD) is widely deployed to train models using highly non-convex objectives with equally complex noise models. Unfortunately, SGD theory often makes restrictive assumptions that fail to…

Machine Learning · Computer Science 2022-10-11 Vivak Patel , Shushu Zhang , Bowen Tian

The fundamental learning theory behind neural networks remains largely open. What classes of functions can neural networks actually learn? Why doesn't the trained network overfit when it is overparameterized? In this work, we prove that…

Machine Learning · Computer Science 2020-06-02 Zeyuan Allen-Zhu , Yuanzhi Li , Yingyu Liang

We establish the asymptotic implicit bias of gradient descent (GD) for generic non-homogeneous deep networks under exponential loss. Specifically, we characterize three key properties of GD iterates starting from a sufficiently small…

Machine Learning · Computer Science 2025-07-17 Yuhang Cai , Kangjie Zhou , Jingfeng Wu , Song Mei , Michael Lindsey , Peter L. Bartlett

In this work, we propose a stochastic gradient descent (SGD) framework to design data-driven policy gradient descent algorithms for the linear quadratic regulator problem. Two alternative schemes are considered to estimate the policy…

Systems and Control · Electrical Eng. & Systems 2026-02-24 Bowen Song , Simon Weissmann , Mathias Staudigl , Andrea Iannelli

A fairly comprehensive analysis is presented for the gradient descent dynamics for training two-layer neural network models in the situation when the parameters in both layers are updated. General initialization schemes as well as general…

Machine Learning · Computer Science 2020-02-27 Weinan E , Chao Ma , Lei Wu

Recent works have shown that high probability metrics with stochastic gradient descent (SGD) exhibit informativeness and in some cases advantage over the commonly adopted mean-square error-based ones. In this work we provide a formal…

Machine Learning · Computer Science 2022-11-03 Dragana Bajovic , Dusan Jakovetic , Soummya Kar

In this manuscript, we investigate the problem of how two-layer neural networks learn features from data, and improve over the kernel regime, after being trained with a single gradient descent step. Leveraging the insight from (Ba et al.,…

Machine Learning · Statistics 2024-09-06 Hugo Cui , Luca Pesce , Yatin Dandi , Florent Krzakala , Yue M. Lu , Lenka Zdeborová , Bruno Loureiro

We study finite sample expressivity, i.e., memorization power of ReLU networks. Recent results require $N$ hidden nodes to memorize/interpolate arbitrary $N$ data points. In contrast, by exploiting depth, we show that 3-layer ReLU networks…

Machine Learning · Computer Science 2019-10-30 Chulhee Yun , Suvrit Sra , Ali Jadbabaie

The ability of learning useful features is one of the major advantages of neural networks. Although recent works show that neural network can operate in a neural tangent kernel (NTK) regime that does not allow feature learning, many works…

Machine Learning · Computer Science 2024-11-06 Mo Zhou , Rong Ge

In this paper we introduce a unified analysis of a large family of variants of proximal stochastic gradient descent ({\tt SGD}) which so far have required different intuitions, convergence analyses, have different applications, and which…

Optimization and Control · Mathematics 2019-05-28 Eduard Gorbunov , Filip Hanzely , Peter Richtárik

The presence of uncertainty in material properties and geometry of a structure is ubiquitous. The design of robust engineering structures, therefore, needs to incorporate uncertainty in the optimization process. Stochastic gradient descent…

Optimization and Control · Mathematics 2019-11-26 Subhayan De , Kurt Maute , Alireza Doostan

Stochastic gradient descent (SGD) has been the dominant optimization method for training deep neural networks due to its many desirable properties. One of the more remarkable and least understood quality of SGD is that it generalizes…

Machine Learning · Computer Science 2020-07-03 Erhan Bilal

Self-paced learning and hard example mining re-weight training instances to improve learning accuracy. This paper presents two improved alternatives based on lightweight estimates of sample uncertainty in stochastic gradient descent (SGD):…

Machine Learning · Statistics 2018-01-09 Haw-Shiuan Chang , Erik Learned-Miller , Andrew McCallum

In this paper, we study the dynamics of gradient descent in learning neural networks for classification problems. Unlike in existing works, we consider the linearly non-separable case where the training data of different classes lie in…

Machine Learning · Computer Science 2020-12-11 Ziang Long , Penghang Yin , Jack Xin
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