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We establish generalization error bounds for stochastic gradient Langevin dynamics (SGLD) with constant learning rate under the assumptions of dissipativity and smoothness, a setting that has received increased attention in the…

Machine Learning · Statistics 2021-11-29 Tyler Farghly , Patrick Rebeschini

In this work, we improve upon the stepwise analysis of noisy iterative learning algorithms initiated by Pensia, Jog, and Loh (2018) and recently extended by Bu, Zou, and Veeravalli (2019). Our main contributions are significantly improved…

Machine Learning · Statistics 2020-01-28 Jeffrey Negrea , Mahdi Haghifam , Gintare Karolina Dziugaite , Ashish Khisti , Daniel M. Roy

Algorithm-dependent generalization error bounds are central to statistical learning theory. A learning algorithm may use a large hypothesis space, but the limited number of iterations controls its model capacity and generalization error.…

Machine Learning · Computer Science 2017-07-20 Wenlong Mou , Liwei Wang , Xiyu Zhai , Kai Zheng

We study the generalization properties of the popular stochastic optimization method known as stochastic gradient descent (SGD) for optimizing general non-convex loss functions. Our main contribution is providing upper bounds on the…

Machine Learning · Computer Science 2021-08-17 Gergely Neu , Gintare Karolina Dziugaite , Mahdi Haghifam , Daniel M. Roy

Recently, generalization bounds of the non-convex empirical risk minimization paradigm using Stochastic Gradient Langevin Dynamics (SGLD) have been extensively studied. Several theoretical frameworks have been presented to study this…

Machine Learning · Computer Science 2021-12-17 Bingzhe Wu , Zhicong Liang , Yatao Bian , ChaoChao Chen , Junzhou Huang , Yuan Yao

Generalization error (also known as the out-of-sample error) measures how well the hypothesis learned from training data generalizes to previously unseen data. Proving tight generalization error bounds is a central question in statistical…

Machine Learning · Computer Science 2020-03-03 Jian Li , Xuanyuan Luo , Mingda Qiao

We establish a data-dependent notion of algorithmic stability for Stochastic Gradient Descent (SGD), and employ it to develop novel generalization bounds. This is in contrast to previous distribution-free algorithmic stability results for…

Machine Learning · Computer Science 2018-02-19 Ilja Kuzborskij , Christoph H. Lampert

Information-theoretic generalization bounds analyze stochastic optimization by relating expected generalization error to the mutual information between learned parameters and training data. Virtual perturbation analyses of SGD add auxiliary…

Machine Learning · Computer Science 2026-05-04 Mohammad Partohaghighi

An information-theoretic upper bound on the generalization error of supervised learning algorithms is derived. The bound is constructed in terms of the mutual information between each individual training sample and the output of the…

Machine Learning · Computer Science 2020-08-06 Yuheng Bu , Shaofeng Zou , Venugopal V. Veeravalli

We study the Out-of-Distribution (OOD) generalization in machine learning and propose a general framework that establishes information-theoretic generalization bounds. Our framework interpolates freely between Integral Probability Metric…

Information Theory · Computer Science 2024-12-16 Wenliang Liu , Guanding Yu , Lele Wang , Renjie Liao

Recently, the information-theoretical framework has been proven to be able to obtain non-vacuous generalization bounds for large models trained by Stochastic Gradient Langevin Dynamics (SGLD) with isotropic noise. In this paper, we optimize…

Machine Learning · Computer Science 2021-11-04 Bohan Wang , Huishuai Zhang , Jieyu Zhang , Qi Meng , Wei Chen , Tie-Yan Liu

We examine the relationship between the mutual information between the output model and the empirical sample and the generalization of the algorithm in the context of stochastic convex optimization. Despite increasing interest in…

Machine Learning · Computer Science 2024-01-17 Roi Livni

Continual learning (CL) has emerged as a dominant paradigm for acquiring knowledge from sequential tasks while avoiding catastrophic forgetting. Although many CL methods have been proposed to show impressive empirical performance, the…

Machine Learning · Computer Science 2026-01-07 Wen Wen , Tieliang Gong , Zeyu Gao , Yunjiao Zhang , Weizhan Zhang , Yong-Jin Liu

We establish a sharp uniform-in-time error estimate for the Stochastic Gradient Langevin Dynamics (SGLD), which is a widely-used sampling algorithm. Under mild assumptions, we obtain a uniform-in-time $O(\eta^2)$ bound for the KL-divergence…

Probability · Mathematics 2025-03-20 Lei Li , Yuliang Wang

Generalization error bounds for deep neural networks trained by stochastic gradient descent (SGD) are derived by combining a dynamical control of an appropriate parameter norm and the Rademacher complexity estimate based on parameter norms.…

Machine Learning · Computer Science 2023-05-30 Mingze Wang , Chao Ma

Stochastic Gradient Langevin Dynamics (SGLD) is a popular variant of Stochastic Gradient Descent, where properly scaled isotropic Gaussian noise is added to an unbiased estimate of the gradient at each iteration. This modest change allows…

Machine Learning · Computer Science 2017-06-06 Maxim Raginsky , Alexander Rakhlin , Matus Telgarsky

Information-theoretic (IT) generalization bounds have been used to study the generalization of learning algorithms. These bounds are intrinsically data- and algorithm-dependent so that one can exploit the properties of data and algorithm to…

Machine Learning · Computer Science 2026-01-06 Ze Peng , Jian Zhang , Yisen Wang , Lei Qi , Yinghuan Shi , Yang Gao

Stochastic Gradient Langevin Dynamics (SGLD) is a powerful algorithm for optimizing a non-convex objective, where a controlled and properly scaled Gaussian noise is added to the stochastic gradients to steer the iterates towards a global…

Optimization and Control · Mathematics 2020-06-04 Yuanhan Hu , Xiaoyu Wang , Xuefeng Gao , Mert Gurbuzbalaban , Lingjiong Zhu

Proving algorithm-dependent generalization error bounds for gradient-type optimization methods has attracted significant attention recently in learning theory. However, most existing trajectory-based analyses require either restrictive…

Machine Learning · Computer Science 2022-10-12 Xuanyuan Luo , Luo Bei , Jian Li

We study the Stochastic Gradient Langevin Dynamics (SGLD) algorithm for non-convex optimization. The algorithm performs stochastic gradient descent, where in each step it injects appropriately scaled Gaussian noise to the update. We analyze…

Machine Learning · Computer Science 2018-04-10 Yuchen Zhang , Percy Liang , Moses Charikar
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