English
Related papers

Related papers: A note on diffusion limits for stochastic gradient…

200 papers

Stochastic gradient descent (SGD) is a key ingredient in the training of deep neural networks and yet its geometrical significance appears elusive. We study a deterministic model in which the trajectories of our dynamical systems are…

Machine Learning · Computer Science 2020-02-19 R. Fioresi , P. Chaudhari , S. Soatto

Random label noises (or observational noises) widely exist in practical machine learning settings. While previous studies primarily focus on the affects of label noises to the performance of learning, our work intends to investigate the…

Machine Learning · Computer Science 2023-04-04 Haoyi Xiong , Xuhong Li , Boyang Yu , Zhanxing Zhu , Dongrui Wu , Dejing Dou

Studying the properties of stochastic noise to optimize complex non-convex functions has been an active area of research in the field of machine learning. Prior work has shown that the noise of stochastic gradient descent improves…

Optimization and Control · Mathematics 2022-09-20 Aurelien Lucchi , Frank Proske , Antonio Orvieto , Francis Bach , Hans Kersting

Stochastic gradient descent is an optimisation method that combines classical gradient descent with random subsampling within the target functional. In this work, we introduce the stochastic gradient process as a continuous-time…

Probability · Mathematics 2021-05-11 Jonas Latz

Although stochastic approximation learning methods have been widely used in the machine learning literature for over 50 years, formal theoretical analyses of specific machine learning algorithms are less common because stochastic…

Machine Learning · Statistics 2017-04-21 Richard M. Golden

Numerous empirical evidence has corroborated that the noise plays a crucial rule in effective and efficient training of neural networks. The theory behind, however, is still largely unknown. This paper studies this fundamental problem…

Machine Learning · Computer Science 2019-09-10 Mo Zhou , Tianyi Liu , Yan Li , Dachao Lin , Enlu Zhou , Tuo Zhao

Diffusion models have become fundamental tools for modeling data distributions in machine learning. Despite their success, these models face challenges when generating data with extreme brightness values, as evidenced by limitations…

Machine Learning · Statistics 2026-04-10 Takuro Kutsuna

The notion of implicit bias, or implicit regularization, has been suggested as a means to explain the surprising generalization ability of modern-days overparameterized learning algorithms. This notion refers to the tendency of the…

Machine Learning · Computer Science 2020-12-23 Assaf Dauber , Meir Feder , Tomer Koren , Roi Livni

Recent years have seen a flurry of activities in designing provably efficient nonconvex procedures for solving statistical estimation problems. Due to the highly nonconvex nature of the empirical loss, state-of-the-art procedures often…

Machine Learning · Computer Science 2020-06-09 Cong Ma , Kaizheng Wang , Yuejie Chi , Yuxin Chen

Stochastic gradients for deep neural networks exhibit strong correlations along the optimization trajectory, and are often aligned with a small set of Hessian eigenvectors associated with outlier eigenvalues. Recent work shows that…

Machine Learning · Computer Science 2026-02-04 Julien Nicolas , Mohamed Maouche , Sonia Ben Mokhtar , Mark Coates

We study a fixed step-size noisy distributed gradient descent algorithm for solving optimization problems in which the objective is a finite sum of smooth but possibly non-convex functions. Random perturbations are introduced to the…

Optimization and Control · Mathematics 2023-07-21 Lei Qin , Michael Cantoni , Ye Pu

In this paper, we study the implicit regularization of the gradient descent algorithm in homogeneous neural networks, including fully-connected and convolutional neural networks with ReLU or LeakyReLU activations. In particular, we study…

Machine Learning · Computer Science 2021-01-01 Kaifeng Lyu , Jian Li

In view of solving convex optimization problems with noisy gradient input, we analyze the asymptotic behavior of gradient-like flows under stochastic disturbances. Specifically, we focus on the widely studied class of mirror descent schemes…

Optimization and Control · Mathematics 2017-09-21 Panayotis Mertikopoulos , Mathias Staudigl

In this paper, we investigate the influence of noise giving an estimate of the gradient having a acute angle with the original. Noise amplitude has a relative model. The work offers both theoretical calculations and theorems, as well as…

Optimization and Control · Mathematics 2024-07-02 Artem Vasin

Distributionally robust optimization (DRO) problems are increasingly seen as a viable method to train machine learning models for improved model generalization. These min-max formulations, however, are more difficult to solve. We therefore…

Machine Learning · Statistics 2020-11-03 Soumyadip Ghosh , Mark Squillante , Ebisa Wollega

Recent years have seen increased interest in performance guarantees of gradient descent algorithms for non-convex optimization. A number of works have uncovered that gradient noise plays a critical role in the ability of gradient descent…

Optimization and Control · Mathematics 2019-08-21 Stefan Vlaski , Ali H. Sayed

Dropout is a widely utilized regularization technique in the training of neural networks, nevertheless, its underlying mechanism and its impact on achieving good generalization abilities remain poorly understood. In this work, we derive the…

Machine Learning · Computer Science 2023-05-26 Zhongwang Zhang , Yuqing Li , Tao Luo , Zhi-Qin John Xu

A widely believed explanation for the remarkable generalization capacities of overparameterized neural networks is that the optimization algorithms used for training induce an implicit bias towards benign solutions. To grasp this…

Machine Learning · Computer Science 2025-12-19 Maria Matveev , Vit Fojtik , Hung-Hsu Chou , Gitta Kutyniok , Johannes Maly

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) is the workhorse algorithm of deep learning technology. At each step of the training phase, a mini batch of samples is drawn from the training dataset and the weights of the neural network are adjusted…

Disordered Systems and Neural Networks · Physics 2022-09-07 Francesca Mignacco , Pierfrancesco Urbani