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Why does training deep neural networks using stochastic gradient descent (SGD) result in a generalization error that does not worsen with the number of parameters in the network? To answer this question, we advocate a notion of effective…

Machine Learning · Computer Science 2019-01-15 Vaishnavh Nagarajan , J. Zico Kolter

Stochastic Gradient Descent (SGD) is widely used in machine learning problems to efficiently perform empirical risk minimization, yet, in practice, SGD is known to stall before reaching the actual minimizer of the empirical risk. SGD…

Machine Learning · Statistics 2017-02-09 Vivak Patel

The generalization mystery of overparametrized deep nets has motivated efforts to understand how gradient descent (GD) converges to low-loss solutions that generalize well. Real-life neural networks are initialized from small random values…

Machine Learning · Computer Science 2021-11-10 Kaifeng Lyu , Zhiyuan Li , Runzhe Wang , Sanjeev Arora

We show that stochastic gradient descent (SGD) escapes from sharp minima exponentially fast even before SGD reaches stationary distribution. SGD has been a de-facto standard training algorithm for various machine learning tasks. However,…

Machine Learning · Computer Science 2022-03-22 Hikaru Ibayashi , Masaaki Imaizumi

Stochastic gradient descent (SGD) is a widely adopted iterative method for optimizing differentiable objective functions. In this paper, we propose and discuss a novel approach to scale up SGD in applications involving non-convex functions…

Machine Learning · Statistics 2022-10-07 Saad Mohamad , Hamad Alamri , Abdelhamid Bouchachia

Stochastic gradient descent (SGD) has achieved great success due to its superior performance in both optimization and generalization. Most of existing generalization analyses are made for single-pass SGD, which is a less practical variant…

Machine Learning · Computer Science 2022-03-08 Difan Zou , Jingfeng Wu , Vladimir Braverman , Quanquan Gu , Sham M. Kakade

State-of-the-art training algorithms for deep learning models are based on stochastic gradient descent (SGD). Recently, many variations have been explored: perturbing parameters for better accuracy (such as in Extragradient), limiting SGD…

Machine Learning · Computer Science 2022-03-23 Amirkeivan Mohtashami , Martin Jaggi , Sebastian U. Stich

In deep learning, a central issue is to understand how neural networks efficiently learn high-dimensional features. To this end, we explore the gradient descent learning of a general Gaussian Multi-index model…

Machine Learning · Statistics 2026-02-06 Bohan Zhang , Zihao Wang , Hengyu Fu , Jason D. Lee

Stochastic Gradient Descent (SGD) stands as a cornerstone optimization algorithm with proven real-world empirical successes but relatively limited theoretical understanding. Recent research has illuminated a key factor contributing to its…

Machine Learning · Computer Science 2024-01-24 Gregory Dexter , Borja Ocejo , Sathiya Keerthi , Aman Gupta , Ayan Acharya , Rajiv Khanna

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

Stochastic gradient descent (SGD) forms the core optimization method for deep neural networks. While some theoretical progress has been made, it still remains unclear why SGD leads the learning dynamics in overparameterized networks to…

Machine Learning · Computer Science 2019-10-30 Mingwei Wei , David J Schwab

The multiplicative structure of parameters and input data in the first layer of neural networks is explored to build connection between the landscape of the loss function with respect to parameters and the landscape of the model function…

Machine Learning · Computer Science 2021-11-30 Chao Ma , Lexing Ying

When applied to training deep neural networks, stochastic gradient descent (SGD) often incurs steady progression phases, interrupted by catastrophic episodes in which loss and gradient norm explode. A possible mitigation of such events is…

Machine Learning · Statistics 2017-09-06 Alice Schoenauer-Sebag , Marc Schoenauer , Michèle Sebag

We consider the dynamics of gradient descent (GD) in overparameterized single hidden layer neural networks with a squared loss function. Recently, it has been shown that, under some conditions, the parameter values obtained using GD achieve…

Machine Learning · Computer Science 2021-05-17 Siddhartha Satpathi , R Srikant

We study the Stochastic Gradient Descent (SGD) method in nonconvex optimization problems from the point of view of approximating diffusion processes. We prove rigorously that the diffusion process can approximate the SGD algorithm weakly…

Machine Learning · Statistics 2018-03-06 Wenqing Hu , Chris Junchi Li , Lei Li , Jian-Guo Liu

We investigate the training dynamics of two-layer neural networks when learning multi-index target functions. We focus on multi-pass gradient descent (GD) that reuses the batches multiple times and show that it significantly changes the…

Machine Learning · Statistics 2024-09-06 Yatin Dandi , Emanuele Troiani , Luca Arnaboldi , Luca Pesce , Lenka Zdeborová , Florent Krzakala

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

Understanding the inductive bias and generalization properties of large overparametrized machine learning models requires to characterize the dynamics of the training algorithm. We study the learning dynamics of large two-layer neural…

Machine Learning · Statistics 2025-10-30 Andrea Montanari , Pierfrancesco Urbani

Sampling from an unnormalized target distribution is an essential problem with many applications in probabilistic inference. Stein Variational Gradient Descent (SVGD) has been shown to be a powerful method that iteratively updates a set of…

Machine Learning · Computer Science 2023-02-13 Hoang Phan , Ngoc Tran , Trung Le , Toan Tran , Nhat Ho , Dinh Phung

Understanding the advantages of deep neural networks trained by gradient descent (GD) compared to shallow models remains an open theoretical challenge. In this paper, we introduce a class of target functions (single and multi-index Gaussian…

Machine Learning · Statistics 2025-11-17 Yatin Dandi , Luca Pesce , Lenka Zdeborová , Florent Krzakala
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