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Adaptive gradient methods such as Adam have gained increasing popularity in deep learning optimization. However, it has been observed that compared with (stochastic) gradient descent, Adam can converge to a different solution with a…

Machine Learning · Computer Science 2021-08-26 Difan Zou , Yuan Cao , Yuanzhi Li , Quanquan Gu

Despite their overwhelming capacity to overfit, deep neural networks trained by specific optimization algorithms tend to generalize well to unseen data. Recently, researchers explained it by investigating the implicit regularization effect…

Machine Learning · Computer Science 2021-12-17 Bohan Wang , Qi Meng , Wei Chen , Tie-Yan Liu

The nonconvex formulation of the matrix completion problem has received significant attention in recent years due to its affordable complexity compared to the convex formulation. Gradient Descent (GD) is a simple yet efficient baseline…

Machine Learning · Statistics 2025-07-03 Daesung Kim , Hye Won Chung

Stochastic mirror descent (SMD) is a fairly new family of algorithms that has recently found a wide range of applications in optimization, machine learning, and control. It can be considered a generalization of the classical stochastic…

Optimization and Control · Mathematics 2019-04-04 Navid Azizan , Babak Hassibi

This paper introduces a broad class of Mirror Descent (MD) and Generalized Exponentiated Gradient (GEG) algorithms derived from trace-form entropies defined via deformed logarithms. Leveraging these generalized entropies yields MD \& GEG…

Machine Learning · Computer Science 2025-10-29 Andrzej Cichocki , Toshihisa Tanaka , Frank Nielsen , Sergio Cruces

We propose \textit{Meta-Regularization}, a novel approach for the adaptive choice of the learning rate in first-order gradient descent methods. Our approach modifies the objective function by adding a regularization term on the learning…

Machine Learning · Computer Science 2021-04-13 Guangzeng Xie , Hao Jin , Dachao Lin , Zhihua Zhang

We study implicit regularization when optimizing an underdetermined quadratic objective over a matrix $X$ with gradient descent on a factorization of $X$. We conjecture and provide empirical and theoretical evidence that with small enough…

Machine Learning · Statistics 2017-05-26 Suriya Gunasekar , Blake Woodworth , Srinadh Bhojanapalli , Behnam Neyshabur , Nathan Srebro

We show that the gradient descent algorithm provides an implicit regularization effect in the learning of over-parameterized matrix factorization models and one-hidden-layer neural networks with quadratic activations. Concretely, we show…

Machine Learning · Computer Science 2019-02-15 Yuanzhi Li , Tengyu Ma , Hongyang Zhang

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

We argue that the optimization plays a crucial role in generalization of deep learning models through implicit regularization. We do this by demonstrating that generalization ability is not controlled by network size but rather by some…

Machine Learning · Computer Science 2017-05-10 Behnam Neyshabur , Ryota Tomioka , Ruslan Salakhutdinov , Nathan Srebro

Modern policy optimization methods in reinforcement learning, such as TRPO and PPO, owe their success to the use of parameterized policies. However, while theoretical guarantees have been established for this class of algorithms, especially…

Machine Learning · Statistics 2024-02-14 Carlo Alfano , Rui Yuan , Patrick Rebeschini

Recently there has been a surge of interest in understanding implicit regularization properties of iterative gradient-based optimization algorithms. In this paper, we study the statistical guarantees on the excess risk achieved by…

Machine Learning · Statistics 2020-08-28 Tomas Vaškevičius , Varun Kanade , Patrick Rebeschini

Normalized gradient descent has shown substantial success in speeding up the convergence of exponentially-tailed loss functions (which includes exponential and logistic losses) on linear classifiers with separable data. In this paper, we go…

Machine Learning · Computer Science 2023-06-28 Hossein Taheri , Christos Thrampoulidis

Gradient-variation online learning aims to achieve regret guarantees that scale with variations in the gradients of online functions, which has been shown to be crucial for attaining fast convergence in games and robustness in stochastic…

Machine Learning · Computer Science 2024-11-05 Yan-Feng Xie , Peng Zhao , Zhi-Hua Zhou

As the problem of minimizing functionals on the Wasserstein space encompasses many applications in machine learning, different optimization algorithms on $\mathbb{R}^d$ have received their counterpart analog on the Wasserstein space. We…

Optimization and Control · Mathematics 2024-11-20 Clément Bonet , Théo Uscidda , Adam David , Pierre-Cyril Aubin-Frankowski , Anna Korba

Stochastic multi-objective optimization (SMOO) has recently emerged as a powerful framework for addressing machine learning problems with multiple objectives. The bias introduced by the nonlinearity of the subproblem solution mapping…

Optimization and Control · Mathematics 2024-10-10 Linxi Yang , Liping Tang , Jiahao Lv , Yuehong He , Xinmin Yang

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

Recent work across many machine learning disciplines has highlighted that standard descent methods, even without explicit regularization, do not merely minimize the training error, but also exhibit an implicit bias. This bias is typically…

Machine Learning · Computer Science 2020-06-22 Ziwei Ji , Miroslav Dudík , Robert E. Schapire , Matus Telgarsky

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

The Polyak-Lojasiewicz (PL) inequality is a sufficient condition for establishing linear convergence of gradient descent, even in non-convex settings. While several recent works use a PL-based analysis to establish linear convergence of…

Machine Learning · Computer Science 2021-10-07 Adityanarayanan Radhakrishnan , Mikhail Belkin , Caroline Uhler
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