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We provide an improved analysis of standard differentially private gradient descent for linear regression under the squared error loss. Under modest assumptions on the input, we characterize the distribution of the iterate at each time…

Machine Learning · Computer Science 2024-02-22 Gavin Brown , Krishnamurthy Dvijotham , Georgina Evans , Daogao Liu , Adam Smith , Abhradeep Thakurta

Even for the gradient descent (GD) method applied to neural network training, understanding its optimization dynamics, including convergence rate, iterate trajectories, function value oscillations, and especially its implicit acceleration,…

Machine Learning · Computer Science 2026-05-22 Alexander Tyurin

We showcase important features of the dynamics of the Stochastic Gradient Descent (SGD) in the training of neural networks. We present empirical observations that commonly used large step sizes (i) lead the iterates to jump from one side of…

Machine Learning · Computer Science 2023-06-08 Maksym Andriushchenko , Aditya Varre , Loucas Pillaud-Vivien , Nicolas Flammarion

We consider whether algorithmic choices in over-parameterized linear matrix factorization introduce implicit regularization. We focus on noiseless matrix sensing over rank-$r$ positive semi-definite (PSD) matrices in $\mathbb{R}^{n \times…

Machine Learning · Statistics 2019-09-16 Kelly Geyer , Anastasios Kyrillidis , Amir Kalev

Normalization methods such as batch [Ioffe and Szegedy, 2015], weight [Salimansand Kingma, 2016], instance [Ulyanov et al., 2016], and layer normalization [Baet al., 2016] have been widely used in modern machine learning. Here, we study the…

Machine Learning · Computer Science 2022-08-31 Xiaoxia Wu , Edgar Dobriban , Tongzheng Ren , Shanshan Wu , Zhiyuan Li , Suriya Gunasekar , Rachel Ward , Qiang Liu

Stochastic gradient descent (SGD) is a pillar of modern machine learning, serving as the go-to optimization algorithm for a diverse array of problems. While the empirical success of SGD is often attributed to its computational efficiency…

Machine Learning · Statistics 2022-06-16 Courtney Paquette , Elliot Paquette , Ben Adlam , Jeffrey Pennington

We study the problem of learning high dimensional regression models regularized by a structured-sparsity-inducing penalty that encodes prior structural information on either input or output sides. We consider two widely adopted types of…

Machine Learning · Computer Science 2012-02-20 Xi Chen , Qihang Lin , Seyoung Kim , Jaime G. Carbonell , Eric P. Xing

We analyze gradient descent with randomly weighted data points in a linear regression model, under a generic weighting distribution. This includes various forms of stochastic gradient descent, importance sampling, but also extends to…

Machine Learning · Statistics 2025-12-12 Gabriel Clara , Yazan Mash'al

Iteratively reweighted least square (IRLS) is a popular approach to solve sparsity-enforcing regression problems in machine learning. State of the art approaches are more efficient but typically rely on specific coordinate pruning schemes.…

Machine Learning · Statistics 2022-10-03 Clarice Poon , Gabriel Peyré

In the context of linear inverse problems, we propose and study a general iterative regularization method allowing to consider large classes of regularizers and data-fit terms. The algorithm we propose is based on a primal-dual diagonal…

Optimization and Control · Mathematics 2017-08-04 Guillaume Garrigos , Lorenzo Rosasco , Silvia Villa

This article examines the implicit regularization effect of Stochastic Gradient Descent (SGD). We consider the case of SGD without replacement, the variant typically used to optimize large-scale neural networks. We analyze this algorithm in…

Machine Learning · Computer Science 2024-04-23 Pierfrancesco Beneventano

Finding an unconstrained and statistically interpretable reparameterization of a covariance matrix is still an open problem in statistics. Its solution is of central importance in covariance estimation, particularly in the recent…

Methodology · Statistics 2012-02-09 Mohsen Pourahmadi

Mathematically characterizing the implicit regularization induced by gradient-based optimization is a longstanding pursuit in the theory of deep learning. A widespread hope is that a characterization based on minimization of norms may…

Machine Learning · Computer Science 2020-10-20 Noam Razin , Nadav Cohen

In this paper, we theoretically prove that gradient descent can find a global minimum of non-convex optimization of all layers for nonlinear deep neural networks of sizes commonly encountered in practice. The theory developed in this paper…

Machine Learning · Statistics 2020-06-18 Kenji Kawaguchi , Jiaoyang Huang

How to extract more and useful information for single image super resolution is an imperative and difficult problem. Learning-based method is a representative method for such task. However, the results are not so stable as there may exist…

Image and Video Processing · Electrical Eng. & Systems 2020-03-25 Hu Liang , Shengrong Zhao

Parametric approaches to Learning, such as deep learning (DL), are highly popular in nonlinear regression, in spite of their extremely difficult training with their increasing complexity (e.g. number of layers in DL). In this paper, we…

Machine Learning · Computer Science 2018-03-23 Ashkan Panahi , Hamid Krim , Liyi Dai

We examine gradient descent on unregularized logistic regression problems, with homogeneous linear predictors on linearly separable datasets. We show the predictor converges to the direction of the max-margin (hard margin SVM) solution. The…

Machine Learning · Statistics 2024-10-29 Daniel Soudry , Elad Hoffer , Mor Shpigel Nacson , Suriya Gunasekar , Nathan Srebro

This paper shows that the implicit bias of gradient descent on linearly separable data is exactly characterized by the optimal solution of a dual optimization problem given by a smoothed margin, even for general losses. This is in contrast…

Machine Learning · Computer Science 2020-11-13 Ziwei Ji , Matus Telgarsky

We present weight normalization: a reparameterization of the weight vectors in a neural network that decouples the length of those weight vectors from their direction. By reparameterizing the weights in this way we improve the conditioning…

Machine Learning · Computer Science 2016-06-07 Tim Salimans , Diederik P. Kingma

The classical statistical learning theory implies that fitting too many parameters leads to overfitting and poor performance. That modern deep neural networks generalize well despite a large number of parameters contradicts this finding and…

Machine Learning · Statistics 2022-10-18 Masaaki Imaizumi , Johannes Schmidt-Hieber