Related papers: Generalization Bounds for Label Noise Stochastic G…
In the vanishing learning rate regime, stochastic gradient descent (SGD) is now relatively well understood. In this work, we propose to study the basic properties of SGD and its variants in the non-vanishing learning rate regime. The focus…
While significant theoretical progress has been achieved, unveiling the generalization mystery of overparameterized neural networks still remains largely elusive. In this paper, we study the generalization behavior of shallow neural…
Stochastic gradient descent (SGD) is a popular and efficient method with wide applications in training deep neural nets and other nonconvex models. While the behavior of SGD is well understood in the convex learning setting, the existing…
We consider a one-hidden-layer leaky ReLU network of arbitrary width trained by stochastic gradient descent (SGD) following an arbitrary initialization. We prove that SGD produces neural networks that have classification accuracy…
When training neural networks, it has been widely observed that a large step size is essential in stochastic gradient descent (SGD) for obtaining superior models. However, the effect of large step sizes on the success of SGD is not well…
We study the limiting dynamics of a large class of noisy gradient descent systems in the overparameterized regime. In this regime the set of global minimizers of the loss is large, and when initialized in a neighbourhood of this zero-loss…
Stochastic gradient descent (SGD) performed in an asynchronous manner plays a crucial role in training large-scale machine learning models. However, the generalization performance of asynchronous delayed SGD, which is an essential metric…
We derive generalization error bounds for the training of two-layer neural networks without assuming boundedness of the loss function, using Wasserstein distance estimates on the discrepancy between a probability distribution and its…
Recent studies have provided both empirical and theoretical evidence illustrating that heavy tails can emerge in stochastic gradient descent (SGD) in various scenarios. Such heavy tails potentially result in iterates with diverging…
We provide sharp path-dependent generalization and excess risk guarantees for the full-batch Gradient Descent (GD) algorithm on smooth losses (possibly non-Lipschitz, possibly nonconvex). At the heart of our analysis is an upper bound on…
While momentum-based accelerated variants of stochastic gradient descent (SGD) are widely used when training machine learning models, there is little theoretical understanding on the generalization error of such methods. In this work, we…
Stochastic Gradient Descent (SGD) has become a cornerstone of neural network optimization due to its computational efficiency and generalization capabilities. However, the gradient noise introduced by SGD is often assumed to be uncorrelated…
Heavy-tail phenomena in stochastic gradient descent (SGD) have been reported in several empirical studies. Experimental evidence in previous works suggests a strong interplay between the heaviness of the tails and generalization behavior of…
Stochastic gradient descent (SGD) has been widely used in machine learning due to its computational efficiency and favorable generalization properties. Recently, it has been empirically demonstrated that the gradient noise in several deep…
We consider the generalization error associated with stochastic gradient descent on a smooth convex function over a compact set. We show the first bound on the generalization error that vanishes when the number of iterations $T$ and the…
Stochastic Gradient Descent (SGD) is widely used in machine learning research. Previous convergence analyses of SGD under the vanishing step-size setting typically require Robbins-Monro conditions. However, in practice, a wider variety of…
We provide novel information-theoretic generalization bounds for stochastic gradient Langevin dynamics (SGLD) under the assumptions of smoothness and dissipativity, which are widely used in sampling and non-convex optimization studies. Our…
In this paper, we introduce a new approach to proving the convergence of the Stochastic Approximation (SA) and the Stochastic Gradient Descent (SGD) algorithms. The new approach is based on a concept called GSLLN (Generalized Strong Law of…
What enables Stochastic Gradient Descent (SGD) to achieve better generalization than Gradient Descent (GD) in Neural Network training? This question has attracted much attention. In this paper, we study the distribution of the Stochastic…
We analyze the sample complexity of full-batch Gradient Descent (GD) in the setup of non-smooth Stochastic Convex Optimization. We show that the generalization error of GD, with common choice of hyper-parameters, can be $\tilde \Theta(d/m +…