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We develop generalization error bounds for stochastic gradient descent (SGD) with label noise in non-convex settings under uniform dissipativity and smoothness conditions. Under a suitable choice of semimetric, we establish a contraction in…

Machine Learning · Statistics 2023-11-02 Jung Eun Huh , Patrick Rebeschini

Continuous-time models provide important insights into the training dynamics of optimization algorithms in deep learning. In this work, we establish a non-asymptotic convergence analysis of stochastic gradient Langevin dynamics (SGLD),…

Machine Learning · Computer Science 2026-01-30 Noah Oberweis , Semih Cayci

Stochastic Gradient Descent (SGD) based methods have been widely used for training large-scale machine learning models that also generalize well in practice. Several explanations have been offered for this generalization performance, a…

Machine Learning · Computer Science 2021-02-11 Yikai Zhang , Wenjia Zhang , Sammy Bald , Vamsi Pingali , Chao Chen , Mayank Goswami

This paper considers the generalization performance of differentially private convex learning. We demonstrate that the convergence analysis of Langevin algorithms can be used to obtain new generalization bounds with differential privacy…

Machine Learning · Computer Science 2022-06-07 Yi-An Ma , Teodor Vanislavov Marinov , Tong Zhang

Recent years have seen advances in generalization bounds for noisy stochastic algorithms, especially stochastic gradient Langevin dynamics (SGLD) based on stability (Mou et al., 2018; Li et al., 2020) and information theoretic approaches…

Machine Learning · Computer Science 2022-11-02 Arindam Banerjee , Tiancong Chen , Xinyan Li , Yingxue Zhou

In this paper, we propose a novel uniform generalization bound on the time and inverse temperature for stochastic gradient Langevin dynamics (SGLD) in a non-convex setting. While previous works derive their generalization bounds by uniform…

Machine Learning · Computer Science 2022-06-07 Keisuke Suzuki

We consider the problem of sampling from a target distribution, which is \emph {not necessarily logconcave}, in the context of empirical risk minimization and stochastic optimization as presented in Raginsky et al. (2017). Non-asymptotic…

Statistics Theory · Mathematics 2021-02-03 Ngoc Huy Chau , Éric Moulines , Miklos Rásonyi , Sotirios Sabanis , Ying Zhang

In statistical learning theory, generalization error is used to quantify the degree to which a supervised machine learning algorithm may overfit to training data. Recent work [Xu and Raginsky (2017)] has established a bound on the…

Machine Learning · Computer Science 2018-01-16 Ankit Pensia , Varun Jog , Po-Ling Loh

Applying standard Markov chain Monte Carlo (MCMC) algorithms to large data sets is computationally infeasible. The recently proposed stochastic gradient Langevin dynamics (SGLD) method circumvents this problem in three ways: it generates…

Methodology · Statistics 2015-09-22 Sebastian J. Vollmer , Konstantinos C. Zygalakis , and Yee Whye Teh

Recently, information theoretic analysis has become a popular framework for understanding the generalization behavior of deep neural networks. It allows a direct analysis for stochastic gradient/Langevin descent (SGD/SGLD) learning…

Machine Learning · Statistics 2023-05-03 Yuxin Dong , Tieliang Gong , Hong Chen , Chen Li

In recent years, information-theoretic generalization bounds have gained increasing attention for analyzing the generalization capabilities of meta-learning algorithms. However, existing results are confined to two-step bounds, failing to…

Machine Learning · Statistics 2025-10-14 Wen Wen , Tieliang Gong , Yuxin Dong , Zeyu Gao , Yong-Jin Liu

We derive information-theoretic generalization bounds for supervised learning algorithms based on the information contained in predictions rather than in the output of the training algorithm. These bounds improve over the existing…

Machine Learning · Computer Science 2021-10-06 Hrayr Harutyunyan , Maxim Raginsky , Greg Ver Steeg , Aram Galstyan

We study the problem of non-convex optimization using Stochastic Gradient Langevin Dynamics (SGLD). SGLD is a natural and popular variation of stochastic gradient descent where at each step, appropriately scaled Gaussian noise is added. To…

Machine Learning · Computer Science 2024-07-08 August Y. Chen , Ayush Sekhari , Karthik Sridharan

We investigate the in-distribution generalization of machine learning algorithms. We depart from traditional complexity-based approaches by analyzing information-theoretic bounds that quantify the dependence between a learning algorithm and…

Machine Learning · Statistics 2024-08-27 Borja Rodríguez-Gálvez , Ragnar Thobaben , Mikael Skoglund

We consider information-theoretic bounds on expected generalization error for statistical learning problems in a networked setting. In this setting, there are $K$ nodes, each with its own independent dataset, and the models from each node…

Information Theory · Computer Science 2024-01-17 L. P. Barnes , Alex Dytso , H. V. Poor

Stochastic iterative algorithms, including stochastic gradient descent (SGD) and stochastic gradient Langevin dynamics (SGLD), are widely utilized for optimization and sampling in large-scale and high-dimensional problems in machine…

Machine Learning · Statistics 2025-01-22 Xiaoyu Wang , Mikolaj J. Kasprzak , Jeffrey Negrea , Solesne Bourguin , Jonathan H. Huggins

Stochastic Gradient Descent (SGD) is fundamental for training deep neural networks, especially in non-convex settings. Understanding SGD's generalization properties is crucial for ensuring robust model performance on unseen data. In this…

Machine Learning · Statistics 2025-06-24 Wenjun Xiong , Juan Ding , Xinlei Zuo , Qizhai Li

An influential line of recent work has focused on the generalization properties of unregularized gradient-based learning procedures applied to separable linear classification with exponentially-tailed loss functions. The ability of such…

Machine Learning · Computer Science 2022-06-24 Matan Schliserman , Tomer Koren

Understanding the generalization abilities of modern machine learning algorithms has been a major research topic over the past decades. In recent years, the learning dynamics of Stochastic Gradient Descent (SGD) have been related to…

Machine Learning · Statistics 2023-12-04 Benjamin Dupuis , Paul Viallard

We provide a new convergence analysis of stochastic gradient Langevin dynamics (SGLD) for sampling from a class of distributions that can be non-log-concave. At the core of our approach is a novel conductance analysis of SGLD using an…

Machine Learning · Computer Science 2021-02-24 Difan Zou , Pan Xu , Quanquan Gu