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For infinitesimal learning rates, stochastic gradient descent (SGD) follows the path of gradient flow on the full batch loss function. However moderately large learning rates can achieve higher test accuracies, and this generalization…

Machine Learning · Computer Science 2021-01-29 Samuel L. Smith , Benoit Dherin , David G. T. Barrett , Soham De

The momentum acceleration technique is widely adopted in many optimization algorithms. However, there is no theoretical answer on how the momentum affects the generalization performance of the optimization algorithms. This paper studies…

Machine Learning · Computer Science 2022-05-30 Bohan Wang , Qi Meng , Huishuai Zhang , Ruoyu Sun , Wei Chen , Zhi-Ming Ma , Tie-Yan Liu

The study on the implicit regularization induced by gradient-based optimization is a longstanding pursuit. In the present paper, we characterize the implicit regularization of momentum gradient descent (MGD) with early stopping by comparing…

Machine Learning · Computer Science 2022-01-17 Li Wang , Yingcong Zhou , Zhiguo Fu

In overparametrized models, the noise in stochastic gradient descent (SGD) implicitly regularizes the optimization trajectory and determines which local minimum SGD converges to. Motivated by empirical studies that demonstrate that training…

Machine Learning · Computer Science 2021-12-07 Alex Damian , Tengyu Ma , Jason D. Lee

We analyze the dynamics of large batch stochastic gradient descent with momentum (SGD+M) on the least squares problem when both the number of samples and dimensions are large. In this setting, we show that the dynamics of SGD+M converge to…

Optimization and Control · Mathematics 2022-06-03 Kiwon Lee , Andrew N. Cheng , Courtney Paquette , Elliot Paquette

In this paper, we study the implicit regularization of stochastic gradient descent (SGD) through the lens of {\em dynamical stability} (Wu et al., 2018). We start by revising existing stability analyses of SGD, showing how the Frobenius…

Machine Learning · Statistics 2023-06-02 Lei Wu , Weijie J. Su

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

Gradient descent can be surprisingly good at optimizing deep neural networks without overfitting and without explicit regularization. We find that the discrete steps of gradient descent implicitly regularize models by penalizing gradient…

Machine Learning · Computer Science 2022-07-20 David G. T. Barrett , Benoit Dherin

Deep neural networks with remarkably strong generalization performances are usually over-parameterized. Despite explicit regularization strategies are used for practitioners to avoid over-fitting, the impacts are often small. Some…

Computation and Language · Computer Science 2018-11-05 Deren Lei , Zichen Sun , Yijun Xiao , William Yang Wang

A number of competing hypotheses have been proposed to explain why small-batch Stochastic Gradient Descent (SGD)leads to improved generalization over the full-batch regime, with recent work crediting the implicit regularization of various…

Machine Learning · Computer Science 2022-11-30 Zachary Novack , Simran Kaur , Tanya Marwah , Saurabh Garg , Zachary C. Lipton

Stochastic gradient descent (SGD) with momentum is widely used for training modern deep learning architectures. While it is well-understood that using momentum can lead to faster convergence rate in various settings, it has also been…

Machine Learning · Computer Science 2022-07-14 Samy Jelassi , Yuanzhi Li

Gradient descent (GD) is crucial for generalization in machine learning models, as it induces implicit regularization, promoting compact representations. In this work, we examine the role of GD in inducing implicit regularization for tensor…

Optimization and Control · Mathematics 2023-10-25 Ziye Ma , Javad Lavaei , Somayeh Sojoudi

Efforts to understand the generalization mystery in deep learning have led to the belief that gradient-based optimization induces a form of implicit regularization, a bias towards models of low "complexity." We study the implicit…

Machine Learning · Computer Science 2019-10-29 Sanjeev Arora , Nadav Cohen , Wei Hu , Yuping Luo

Recent years have seen many insights on deep learning optimisation being brought forward by finding implicit regularisation effects of commonly used gradient-based optimisers. Understanding implicit regularisation can not only shed light on…

Machine Learning · Statistics 2023-07-13 Mihaela Rosca , Marc Peter Deisenroth

Momentum has become a crucial component in deep learning optimizers, necessitating a comprehensive understanding of when and why it accelerates stochastic gradient descent (SGD). To address the question of ''when'', we establish a…

Machine Learning · Computer Science 2023-06-16 Jingwen Fu , Bohan Wang , Huishuai Zhang , Zhizheng Zhang , Wei Chen , Nanning Zheng

In this paper we investigate the generalization error of gradient descent (GD) applied to an $\ell_2$-regularized OLS objective function in the linear model. Based on our analysis we develop new methodology for computationally tractable and…

Statistics Theory · Mathematics 2026-01-27 Thomas Stark , Lukas Steinberger

We analyze gradient descent with Polyak heavy-ball momentum (HB) whose fixed momentum parameter $\beta \in (0, 1)$ provides exponential decay of memory. Building on Kovachki and Stuart (2021), we prove that on an exponentially attractive…

Machine Learning · Computer Science 2025-09-11 Matias D. Cattaneo , Boris Shigida

Inspired by the remarkable success of large neural networks, there has been significant interest in understanding the generalization performance of over-parameterized models. Substantial efforts have been invested in characterizing how…

Machine Learning · Computer Science 2024-01-12 Haoyuan Sun , Khashayar Gatmiry , Kwangjun Ahn , Navid Azizan

We study learning properties of accelerated gradient descent methods for linear least-squares in Hilbert spaces. We analyze the implicit regularization properties of Nesterov acceleration and a variant of heavy-ball in terms of…

Machine Learning · Computer Science 2019-12-17 Nicolò Pagliana , Lorenzo Rosasco

Recent studies have shown that gradient descent (GD) can achieve improved generalization when its dynamics exhibits a chaotic behavior. However, to obtain the desired effect, the step-size should be chosen sufficiently large, a task which…

Machine Learning · Statistics 2022-10-25 Soon Hoe Lim , Yijun Wan , Umut Şimşekli
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