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We study computational and statistical consequences of problem geometry in stochastic and online optimization. By focusing on constraint set and gradient geometry, we characterize the problem families for which stochastic- and…

Optimization and Control · Mathematics 2025-07-17 Chen Cheng , Daniel Levy , John C. Duchi

Many machine learning models require a training procedure based on running stochastic gradient descent. A key element for the efficiency of those algorithms is the choice of the learning rate schedule. While finding good learning rates…

Machine Learning · Statistics 2020-06-26 Victor Picheny , Vincent Dutordoir , Artem Artemev , Nicolas Durrande

We study a continuous-time approximation of the stochastic gradient descent process for minimizing the population expected loss in learning problems. The main results establish general sufficient conditions for the convergence, extending…

Machine Learning · Computer Science 2025-11-03 Gabor Lugosi , Eulalia Nualart

Natural Gradient Descent, a second-degree optimization method motivated by the information geometry, makes use of the Fisher Information Matrix instead of the Hessian which is typically used. However, in many cases, the Fisher Information…

Machine Learning · Computer Science 2023-03-10 Rajesh Shrestha

We show that the behavior of stochastic gradient descent is related to Bayesian statistics by showing that SGD is effectively diffusion on a fractal landscape, where the fractal dimension can be accounted for in a purely Bayesian way. By…

Machine Learning · Computer Science 2026-03-17 Max Hennick , Stijn De Baerdemacker

We study the problem of learning-to-learn: inferring a learning algorithm that works well on tasks sampled from an unknown distribution. As class of algorithms we consider Stochastic Gradient Descent on the true risk regularized by the…

Machine Learning · Computer Science 2019-03-26 Giulia Denevi , Carlo Ciliberto , Riccardo Grazzi , Massimiliano Pontil

Neural networks are achieving state of the art and sometimes super-human performance on learning tasks across a variety of domains. Whenever these problems require learning in a continual or sequential manner, however, neural networks…

Machine Learning · Computer Science 2019-10-17 Mehrdad Farajtabar , Navid Azizan , Alex Mott , Ang Li

Solving inverse problems, such as parameter estimation and optimal control, is a vital part of science. Many experiments repeatedly collect data and rely on machine learning algorithms to quickly infer solutions to the associated inverse…

Machine Learning · Computer Science 2022-10-14 Philipp Holl , Vladlen Koltun , Nils Thuerey

We introduce a new adaptive step-size strategy for convex optimization with stochastic gradient that exploits the local geometry of the objective function only by means of a first-order stochastic oracle and without any hyper-parameter…

Machine Learning · Computer Science 2025-09-19 Jean-François Aujol , Jérémie Bigot , Camille Castera

We study convergence properties of Stochastic Gradient Descent (SGD) for convex objectives without assumptions on smoothness or strict convexity. We consider the question of establishing that with high probability the objective evaluated at…

Machine Learning · Computer Science 2018-10-23 Andrea Schioppa

Stochastic gradient descent (SGD) is a fundamental tool for training deep neural networks across a variety of tasks. In self-supervised learning, different input categories map to distinct manifolds in the embedded neural state space.…

Statistical Mechanics · Physics 2025-03-04 Guanming Zhang , Stefano Martiniani

In this paper we model the loss function of high-dimensional optimization problems by a Gaussian random field, or equivalently a Gaussian process. Our aim is to study gradient descent in such loss functions or energy landscapes and compare…

Machine Learning · Statistics 2018-03-28 Mariano Chouza , Stephen Roberts , Stefan Zohren

In our work, we propose a novel yet simple approach to obtain an adaptive learning rate for gradient-based descent methods on classification tasks. Instead of the traditional approach of selecting adaptive learning rates via the decayed…

Machine Learning · Computer Science 2023-04-21 Neel Mishra , Pawan Kumar

In deep learning, it is common to use more network parameters than training points. In such scenarioof over-parameterization, there are usually multiple networks that achieve zero training error so that thetraining algorithm induces an…

Machine Learning · Computer Science 2023-08-22 Hung-Hsu Chou , Carsten Gieshoff , Johannes Maly , Holger Rauhut

Understanding physical phenomena is a key competence that enables humans and animals to act and interact under uncertain perception in previously unseen environments containing novel objects and their configurations. In this work, we…

Robotics · Computer Science 2019-04-23 Wenbin Li , Aleš Leonardis , Jeannette Bohg , Mario Fritz

The learning rate is an important tuning parameter for stochastic gradient descent (SGD) and can greatly influence its performance. However, appropriate selection of a learning rate schedule across all iterations typically requires a…

Machine Learning · Computer Science 2025-05-29 Nikola Surjanovic , Alexandre Bouchard-Côté , Trevor Campbell

Training a neural network with the gradient descent algorithm gives rise to a discrete-time nonlinear dynamical system. Consequently, behaviors that are typically observed in these systems emerge during training, such as convergence to an…

Machine Learning · Computer Science 2018-10-10 Kamil Nar , S. Shankar Sastry

We study to what extent may stochastic gradient descent (SGD) be understood as a "conventional" learning rule that achieves generalization performance by obtaining a good fit to training data. We consider the fundamental stochastic convex…

Machine Learning · Computer Science 2023-01-13 Tomer Koren , Roi Livni , Yishay Mansour , Uri Sherman

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

Gradient-based algorithms are a cornerstone of artificial neural network training, yet it remains unclear whether biological neural networks use similar gradient-based strategies during learning. Experiments often discover a diversity of…

Machine Learning · Computer Science 2026-04-29 Hugo Ninou , Jonathan Kadmon , N. Alex Cayco-Gajic
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