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The stochastic gradient descent (SGD) optimization algorithm plays a central role in a series of machine learning applications. The scientific literature provides a vast amount of upper error bounds for the SGD method. Much less attention…

Numerical Analysis · Mathematics 2020-10-05 Arnulf Jentzen , Philippe von Wurstemberger

Stochastic gradient descent (SGD) is widely believed to perform implicit regularization when used to train deep neural networks, but the precise manner in which this occurs has thus far been elusive. We prove that SGD minimizes an average…

Machine Learning · Computer Science 2018-01-17 Pratik Chaudhari , Stefano Soatto

Stochastic gradient descent (SGD), a widely used algorithm in deep-learning neural networks has attracted continuing studies for the theoretical principles behind its success. A recent work reports an anomaly (inverse) relation between the…

Adaptation and Self-Organizing Systems · Physics 2023-08-16 Xia Xiong , Yong-Cong Chen , Chunxiao Shi , Ping Ao

We investigate gradient descent training of wide neural networks and the corresponding implicit bias in function space. For univariate regression, we show that the solution of training a width-$n$ shallow ReLU network is within $n^{- 1/2}$…

Machine Learning · Statistics 2023-05-30 Hui Jin , Guido Montúfar

Neural networks trained to minimize the logistic (a.k.a. cross-entropy) loss with gradient-based methods are observed to perform well in many supervised classification tasks. Towards understanding this phenomenon, we analyze the training…

Optimization and Control · Mathematics 2020-06-23 Lenaic Chizat , Francis Bach

Stochastic Gradient Descent (SGD) is one of the simplest and most popular stochastic optimization methods. While it has already been theoretically studied for decades, the classical analysis usually required non-trivial smoothness…

Machine Learning · Computer Science 2013-01-01 Ohad Shamir , Tong Zhang

The training of machine learning models is typically carried out using some form of gradient descent, often with great success. However, non-asymptotic analyses of first-order optimization algorithms typically employ a gradient smoothness…

Machine Learning · Computer Science 2024-06-18 Thomas Flynn

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

Gradient descent (GD) methods for the training of artificial neural networks (ANNs) belong nowadays to the most heavily employed computational schemes in the digital world. Despite the compelling success of such methods, it remains an open…

Optimization and Control · Mathematics 2025-09-01 Shokhrukh Ibragimov , Arnulf Jentzen , Adrian Riekert

Understanding implicit bias of gradient descent for generalization capability of ReLU networks has been an important research topic in machine learning research. Unfortunately, even for a single ReLU neuron trained with the square loss, it…

Machine Learning · Computer Science 2022-06-14 Sangmin Lee , Byeongsu Sim , Jong Chul Ye

First-order methods such as stochastic gradient descent (SGD) are currently the standard algorithm for training deep neural networks. Second-order methods, despite their better convergence rate, are rarely used in practice due to the…

Machine Learning · Computer Science 2019-09-26 Tianle Cai , Ruiqi Gao , Jikai Hou , Siyu Chen , Dong Wang , Di He , Zhihua Zhang , Liwei Wang

The stochastic gradient descent (SGD) algorithm is the algorithm we use to train neural networks. However, it remains poorly understood how the SGD navigates the highly nonlinear and degenerate loss landscape of a neural network. In this…

Machine Learning · Computer Science 2025-06-13 Liu Ziyin , Hongchao Li , Masahito Ueda

In this work, we consider the optimization process of minibatch stochastic gradient descent (SGD) on a 2-layer neural network with data separated by a quadratic ground truth function. We prove that with data drawn from the $d$-dimensional…

Machine Learning · Computer Science 2023-10-03 Margalit Glasgow

This study explores the sample complexity for two-layer neural networks to learn a generalized linear target function under Stochastic Gradient Descent (SGD), focusing on the challenging regime where many flat directions are present at…

Machine Learning · Statistics 2024-03-04 Luca Arnaboldi , Florent Krzakala , Bruno Loureiro , Ludovic Stephan

Neural networks are usually trained by some form of stochastic gradient descent (SGD)). A number of strategies are in common use intended to improve SGD optimization, such as learning rate schedules, momentum, and batching. These are…

Neural and Evolutionary Computing · Computer Science 2015-08-13 Thomas M. Breuel

Deep neural networks have successfully been trained in various application areas with stochastic gradient descent. However, there exists no rigorous mathematical explanation why this works so well. The training of neural networks with…

Machine Learning · Computer Science 2021-10-13 Patrick Cheridito , Arnulf Jentzen , Florian Rossmannek

Stochastic gradient descent (SGD) is a popular and efficient method with wide applications in training deep neural nets and other nonconvex models. While the behavior of SGD is well understood in the convex learning setting, the existing…

Machine Learning · Computer Science 2019-12-16 Yunwen Lei , Ting Hu , Guiying Li , Ke Tang

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

Many modern learning tasks involve fitting nonlinear models to data which are trained in an overparameterized regime where the parameters of the model exceed the size of the training dataset. Due to this overparameterization, the training…

Machine Learning · Computer Science 2018-12-27 Samet Oymak , Mahdi Soltanolkotabi

Several recent empirical studies demonstrate that important machine learning tasks, e.g., training deep neural networks, exhibit low-rank structure, where the loss function varies significantly in only a few directions of the input space.…

Machine Learning · Computer Science 2022-06-17 Romain Cosson , Ali Jadbabaie , Anuran Makur , Amirhossein Reisizadeh , Devavrat Shah