Related papers: Dropout Regularization Versus $\ell_2$-Penalizatio…
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…
This paper investigates the double descent phenomenon in two-layer neural networks, focusing on the role of L1 regularization and representation dimensions. It explores an alternative double descent phenomenon, named sparse double descent.…
We consider stochastic gradient descent and its averaging variant for binary classification problems in a reproducing kernel Hilbert space. In the traditional analysis using a consistency property of loss functions, it is known that the…
Imposition of a lasso penalty shrinks parameter estimates toward zero and performs continuous model selection. Lasso penalized regression is capable of handling linear regression problems where the number of predictors far exceeds the…
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…
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…
The risk of overparameterized models, in particular deep neural networks, is often double-descent shaped as a function of the model size. Recently, it was shown that the risk as a function of the early-stopping time can also be…
We show that dropout training is best understood as performing MAP estimation concurrently for a family of conditional models whose objectives are themselves lower bounded by the original dropout objective. This discovery allows us to pick…
This paper first answers the question "why do the two most powerful techniques Dropout and Batch Normalization (BN) often lead to a worse performance when they are combined together?" in both theoretical and statistical aspects.…
Multi-layer neural networks have lead to remarkable performance on many kinds of benchmark tasks in text, speech and image processing. Nonlinear parameter estimation in hierarchical models is known to be subject to overfitting and…
We study the discrete dynamics of mini-batch gradient descent with random reshuffling for least squares regression. We show that the training and generalization errors depend on a sample cross-covariance matrix $Z$ between the original…
Regularization for matrix factorization (MF) and approximation problems has been carried out in many different ways. Due to its popularity in deep learning, dropout has been applied also for this class of problems. Despite its solid…
Modern regression problems often involve high-dimensional data and a careful tuning of the regularization hyperparameters is crucial to avoid overly complex models that may overfit the training data while guaranteeing desirable properties…
A major challenge in training deep neural networks is overfitting, i.e. inferior performance on unseen test examples compared to performance on training examples. To reduce overfitting, stochastic regularization methods have shown superior…
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…
Regularization is a core component of modern inverse problems, as it helps establish the well-posedness of the solution of interest. Popular regularization approaches include variational regularization and iterative regularization. The…
We investigate the capacity control provided by dropout in various machine learning problems. First, we study dropout for matrix completion, where it induces a data-dependent regularizer that, in expectation, equals the weighted trace-norm…
We study the conjectured relationship between the implicit regularization in neural networks, trained with gradient-based methods, and rank minimization of their weight matrices. Previously, it was proved that for linear networks (of depth…
Overparameterized models may have many interpolating solutions; implicit regularization refers to the hidden preference of a particular optimization method towards a certain interpolating solution among the many. A by now established line…
Despite its empirical success and recent theoretical progress, there generally lacks a quantitative analysis of the effect of batch normalization (BN) on the convergence and stability of gradient descent. In this paper, we provide such an…