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Stochastic gradient descent with backpropagation is the workhorse of artificial neural networks. It has long been recognized that backpropagation fails to be a biologically plausible algorithm. Fundamentally, it is a non-local procedure --…

Machine Learning · Statistics 2021-12-24 Ganlin Song , Ruitu Xu , John Lafferty

In spite of the accomplishments of deep learning based algorithms in numerous applications and very broad corresponding research interest, at the moment there is still no rigorous understanding of the reasons why such algorithms produce…

Statistics Theory · Mathematics 2020-03-04 Arnulf Jentzen , Timo Welti

Recent studies have shown that fractional calculus is an effective alternative mathematical tool in various scientific fields. However, some investigations indicate that results established in differential and integral calculus do not…

Optimization and Control · Mathematics 2026-03-09 Higor V. M. Ferreira , Camila A. Tavares , Nelson H. T. Lemes , José P. C. dos Santos

Most existing analyses of (stochastic) gradient descent rely on the condition that for $L$-smooth costs, the step size is less than $2/L$. However, many works have observed that in machine learning applications step sizes often do not…

Optimization and Control · Mathematics 2022-06-10 Kwangjun Ahn , Jingzhao Zhang , Suvrit Sra

This paper establishes convergence rates for learning elliptic pseudo-differential operators, a fundamental operator class in partial differential equations and mathematical physics. In a wavelet-Galerkin framework, we formulate learning…

Statistics Theory · Mathematics 2026-01-09 Jiaheng Chen , Daniel Sanz-Alonso

Adversarial training is a principled approach for training robust neural networks. Despite of tremendous successes in practice, its theoretical properties still remain largely unexplored. In this paper, we provide new theoretical insights…

Machine Learning · Computer Science 2019-07-29 Yan Li , Ethan X. Fang , Huan Xu , Tuo Zhao

Recent works have empirically analyzed in-context learning and shown that transformers trained on synthetic linear regression tasks can learn to implement ridge regression, which is the Bayes-optimal predictor, given sufficient capacity…

Machine Learning · Computer Science 2023-07-10 Arvind Mahankali , Tatsunori B. Hashimoto , Tengyu Ma

We investigate the generalization and optimization properties of shallow neural-network classifiers trained by gradient descent in the interpolating regime. Specifically, in a realizable scenario where model weights can achieve arbitrarily…

Machine Learning · Statistics 2023-03-29 Hossein Taheri , Christos Thrampoulidis

For strongly convex objectives that are smooth, the classical theory of gradient descent ensures linear convergence relative to the number of gradient evaluations. An analogous nonsmooth theory is challenging. Even when the objective is…

Optimization and Control · Mathematics 2023-01-19 X. Y. Han , Adrian S. Lewis

The rise of deep learning in recent years has brought with it increasingly clever optimization methods to deal with complex, non-linear loss functions. These methods are often designed with convex optimization in mind, but have been shown…

Machine Learning · Computer Science 2018-01-12 Igor Gitman , Deepak Dilipkumar , Ben Parr

This paper is devoted to the study of stochastic optimization problems under the generalized smoothness assumption. By considering the unbiased gradient oracle in Stochastic Gradient Descent, we provide strategies to achieve in bounds the…

Optimization and Control · Mathematics 2025-05-26 Aleksandr Lobanov , Alexander Gasnikov

In this paper, we study the gradient descent-ascent method for convex-concave saddle-point problems. We derive a new non-asymptotic global convergence rate in terms of distance to the solution set by using the semidefinite programming…

Optimization and Control · Mathematics 2022-09-19 Moslem Zamani , Hadi Abbaszadehpeivasti , Etienne de Klerk

Sparsification of neural networks is one of the effective complexity reduction methods to improve efficiency and generalizability. We consider the problem of learning a one hidden layer convolutional neural network with ReLU activation…

Optimization and Control · Mathematics 2020-02-26 Thu Dinh , Jack Xin

Online learning algorithms require to often recompute least squares regression estimates of parameters. We study improving the computational complexity of such algorithms by using stochastic gradient descent (SGD) type schemes in place of…

Machine Learning · Computer Science 2014-11-21 Nathaniel Korda , Prashanth L. A. , Rémi Munos

Transformers excel at in-context learning (ICL) -- learning from demonstrations without parameter updates -- but how they do so remains a mystery. Recent work suggests that Transformers may internally run Gradient Descent (GD), a…

Machine Learning · Computer Science 2024-11-19 Deqing Fu , Tian-Qi Chen , Robin Jia , Vatsal Sharan

We consider the stochastic approximation problem where a convex function has to be minimized, given only the knowledge of unbiased estimates of its gradients at certain points, a framework which includes machine learning methods based on…

Machine Learning · Computer Science 2013-06-11 Francis Bach , Eric Moulines

The performance of a deep neural network is highly dependent on its training, and finding better local optimal solutions is the goal of many optimization algorithms. However, existing optimization algorithms show a preference for descent…

Computer Vision and Pattern Recognition · Computer Science 2019-12-06 Huangxing Lin , Weihong Zeng , Xinghao Ding , Yue Huang , Chenxi Huang , John Paisley

We propose a new stochastic gradient method for optimizing the sum of a finite set of smooth functions, where the sum is strongly convex. While standard stochastic gradient methods converge at sublinear rates for this problem, the proposed…

Optimization and Control · Mathematics 2013-03-12 Nicolas Le Roux , Mark Schmidt , Francis Bach

We analyze the variance of stochastic gradients along negative curvature directions in certain non-convex machine learning models and show that stochastic gradients exhibit a strong component along these directions. Furthermore, we show…

Machine Learning · Computer Science 2018-09-18 Hadi Daneshmand , Jonas Kohler , Aurelien Lucchi , Thomas Hofmann

We present a new perspective on online learning that we refer to as gradient equilibrium: a sequence of iterates achieves gradient equilibrium if the average of gradients of losses along the sequence converges to zero. In general, this…

Machine Learning · Computer Science 2025-02-19 Anastasios N. Angelopoulos , Michael I. Jordan , Ryan J. Tibshirani