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Recent studies show that transformer-based architectures emulate gradient descent during a forward pass, contributing to in-context learning capabilities - an ability where the model adapts to new tasks based on a sequence of prompt…

Statistics Theory · Mathematics 2024-05-13 Karthik Duraisamy

Stochastic gradient descent (SGD) is a popular algorithm for optimization problems arising in high-dimensional inference tasks. Here one produces an estimator of an unknown parameter from independent samples of data by iteratively…

Machine Learning · Statistics 2023-06-23 Gerard Ben Arous , Reza Gheissari , Aukosh Jagannath

Stochastic gradient descent updates parameters with summation gradient computed from a random data batch. This summation will lead to unbalanced training process if the data we obtained is unbalanced. To address this issue, this paper takes…

Machine Learning · Computer Science 2019-05-22 Tao Yi , Xingxuan Wang

Despite impressive performance, deep neural networks require significant memory and computation costs, prohibiting their application in resource-constrained scenarios. Sparse training is one of the most common techniques to reduce these…

Machine Learning · Computer Science 2023-12-06 Bowen Lei , Dongkuan Xu , Ruqi Zhang , Shuren He , Bani K. Mallick

When using stochastic gradient descent to solve large-scale machine learning problems, a common practice of data processing is to shuffle the training data, partition the data across multiple machines if needed, and then perform several…

Machine Learning · Statistics 2017-10-02 Qi Meng , Wei Chen , Yue Wang , Zhi-Ming Ma , Tie-Yan Liu

Recently, several studies have proven the global convergence and generalization abilities of the gradient descent method for two-layer ReLU networks. Most studies especially focused on the regression problems with the squared loss function,…

Machine Learning · Statistics 2020-03-19 Atsushi Nitanda , Geoffrey Chinot , Taiji Suzuki

In this paper, we propose a geometric framework to analyze the convergence properties of gradient descent trajectories in the context of linear neural networks. We translate a well-known empirical observation of linear neural nets into a…

Machine Learning · Computer Science 2023-08-02 Yacine Chitour , Zhenyu Liao , Romain Couillet

Stochastic gradient descent (SGD) has been a go-to algorithm for nonconvex stochastic optimization problems arising in machine learning. Its theory however often requires a strong framework to guarantee convergence properties. We hereby…

Optimization and Control · Mathematics 2025-03-11 Azar Louzi

In this paper, online convex optimization is applied to the problem of controlling linear dynamical systems. An algorithm similar to online gradient descent, which can handle time-varying and unknown cost functions, is proposed. Then,…

Optimization and Control · Mathematics 2021-11-03 Marko Nonhoff , Matthias A. Müller

As an adaptive, interpretable, robust, and accurate meta-algorithm for arbitrary differentiable loss functions, gradient tree boosting is one of the most popular machine learning techniques, though the computational expensiveness severely…

Machine Learning · Computer Science 2019-11-21 Daniel Chao Zhou , Zhongming Jin , Tong Zhang

Gradient descent finds a global minimum in training deep neural networks despite the objective function being non-convex. The current paper proves gradient descent achieves zero training loss in polynomial time for a deep over-parameterized…

Machine Learning · Computer Science 2019-05-30 Simon S. Du , Jason D. Lee , Haochuan Li , Liwei Wang , Xiyu Zhai

Deep neural networks have successfully been trained in various application areas with stochastic gradient descent. However, there exists no rigorous mathematical explanation why this works so well. The training of neural networks with…

Machine Learning · Computer Science 2021-10-13 Patrick Cheridito , Arnulf Jentzen , Florian Rossmannek

We provide larger step-size restrictions for which gradient descent based algorithms (almost surely) avoid strict saddle points. In particular, consider a twice differentiable (non-convex) objective function whose gradient has Lipschitz…

Machine Learning · Statistics 2019-08-06 Hayden Schaeffer , Scott G. McCalla

Neural networks trained to minimize the logistic (a.k.a. cross-entropy) loss with gradient-based methods are observed to perform well in many supervised classification tasks. Towards understanding this phenomenon, we analyze the training…

Optimization and Control · Mathematics 2020-06-23 Lenaic Chizat , Francis Bach

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 demonstrate that applying an eventual decay to the learning rate (LR) in empirical risk minimization (ERM), where the mean-squared-error loss is minimized using standard gradient descent (GD) for training a two-layer neural network with…

Machine Learning · Statistics 2026-02-10 Kyle Sung , Kholood Khalil , Noah Forman , Steven Samu , Anastasis Kratsios

Federated learning is an efficient machine learning tool for dealing with heterogeneous big data and privacy protection. Federated learning methods with regularization can control the level of communications between the central and local…

Machine Learning · Computer Science 2024-11-05 Langming Liu , Dingxuan Zhou

The main aim of this paper is to provide an analysis of gradient descent (GD) algorithms with gradient errors that do not necessarily vanish, asymptotically. In particular, sufficient conditions are presented for both stability (almost sure…

Systems and Control · Computer Science 2017-09-19 Arunselvan Ramaswamy , Shalabh Bhatnagar

Recent research shows that when Gradient Descent (GD) is applied to neural networks, the loss almost never decreases monotonically. Instead, the loss oscillates as gradient descent converges to its ''Edge of Stability'' (EoS). Here, we find…

Machine Learning · Computer Science 2023-05-23 Itai Kreisler , Mor Shpigel Nacson , Daniel Soudry , Yair Carmon

In this paper, we establish new convergence results for the quantized distributed gradient descent and suggest a novel strategy of choosing the stepsizes for the high-performance of the algorithm. Under the strongly convexity assumption on…

Optimization and Control · Mathematics 2023-07-03 Woocheol Choi , Myeong-Su Lee