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Stochastic gradient descent (SGD) is perhaps the most prevalent optimization method in modern machine learning. Contrary to the empirical practice of sampling from the datasets without replacement and with (possible) reshuffling at each…

Optimization and Control · Mathematics 2024-02-08 Xufeng Cai , Cheuk Yin Lin , Jelena Diakonikolas

Stochastic gradient decent~(SGD) and its variants, including some accelerated variants, have become popular for training in machine learning. However, in all existing SGD and its variants, the sample size in each iteration~(epoch) of…

Machine Learning · Statistics 2019-09-18 Shen-Yi Zhao , Hao Gao , Wu-Jun Li

The stochastic gradient descent (SGD) optimization algorithm plays a central role in a series of machine learning applications. The scientific literature provides a vast amount of upper error bounds for the SGD method. Much less attention…

Numerical Analysis · Mathematics 2020-10-05 Arnulf Jentzen , Philippe von Wurstemberger

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

We give a new separation result between the generalization performance of stochastic gradient descent (SGD) and of full-batch gradient descent (GD) in the fundamental stochastic convex optimization model. While for SGD it is well-known that…

Machine Learning · Computer Science 2021-07-01 Idan Amir , Tomer Koren , Roi Livni

In overparameterized logistic regression, gradient descent (GD) iterates diverge in norm while converging in direction to the maximum $\ell_2$-margin solution -- a phenomenon known as the implicit bias of GD. This work investigates…

Machine Learning · Computer Science 2025-07-01 Jingfeng Wu , Peter Bartlett , Matus Telgarsky , Bin Yu

Stochastic gradient descent (SGD) is the optimization algorithm of choice in many machine learning applications such as regularized empirical risk minimization and training deep neural networks. The classical convergence analysis of SGD is…

Optimization and Control · Mathematics 2018-07-10 Lam M. Nguyen , Phuong Ha Nguyen , Marten van Dijk , Peter Richtárik , Katya Scheinberg , Martin Takáč

Recently there are a considerable amount of work devoted to the study of the algorithmic stability and generalization for stochastic gradient descent (SGD). However, the existing stability analysis requires to impose restrictive assumptions…

Machine Learning · Computer Science 2020-06-16 Yunwen Lei , Yiming Ying

The success of deep learning has led to a rising interest in the generalization property of the stochastic gradient descent (SGD) method, and stability is one popular approach to study it. Existing works based on stability have studied…

Machine Learning · Statistics 2019-03-08 Yi Zhou , Yingbin Liang , Huishuai Zhang

Stochastic gradient descent (SGD) exhibits strong algorithmic regularization effects in practice and plays an important role in the generalization of modern machine learning. However, prior research has revealed instances where the…

Machine Learning · Computer Science 2024-05-28 Junwei Su , Difan Zou , Chuan Wu

Modern machine learning architectures are often highly expressive. They are usually over-parameterized and can interpolate the data by driving the empirical loss close to zero. We analyze the convergence of Local SGD (or FedAvg) for such…

Machine Learning · Computer Science 2024-06-11 Tiancheng Qin , S. Rasoul Etesami , César A. Uribe

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…

Machine Learning · Statistics 2023-02-13 Konstantinos E. Nikolakakis , Farzin Haddadpour , Amin Karbasi , Dionysios S. Kalogerias

We study nonparametric regression by an over-parameterized two-layer neural network trained by gradient descent (GD) in this paper. We show that, if the neural network is trained by GD with early stopping, then the trained network renders a…

Machine Learning · Statistics 2025-11-07 Yingzhen Yang , Ping Li

Neural networks typically generalize well when fitting the data perfectly, even though they are heavily overparameterized. Many factors have been pointed out as the reason for this phenomenon, including an implicit bias of stochastic…

Machine Learning · Computer Science 2025-02-04 Amit Peleg , Matthias Hein

Stochastic gradient descent (SGD) has become the most attractive optimization method in training large-scale deep neural networks due to its simplicity, low computational cost in each updating step, and good performance. Standard excess…

Machine Learning · Computer Science 2021-05-14 Yi Xu , Qi Qian , Hao Li , Rong Jin

This work studies the generalization error of gradient methods. More specifically, we focus on how training steps $T$ and step-size $\eta$ might affect generalization in smooth stochastic convex optimization (SCO) problems. We first provide…

Machine Learning · Computer Science 2023-05-11 Peiyuan Zhang , Jiaye Teng , Jingzhao Zhang

Machine learning has made tremendous progress in recent years, with models matching or even surpassing humans on a series of specialized tasks. One key element behind the progress of machine learning in recent years has been the ability to…

Machine Learning · Computer Science 2020-06-30 Giorgi Nadiradze , Ilia Markov , Bapi Chatterjee , Vyacheslav Kungurtsev , Dan Alistarh

Neural networks exhibit good generalization behavior in the over-parameterized regime, where the number of network parameters exceeds the number of observations. Nonetheless, current generalization bounds for neural networks fail to explain…

Machine Learning · Computer Science 2017-10-30 Alon Brutzkus , Amir Globerson , Eran Malach , Shai Shalev-Shwartz

Despite the superior empirical success of deep meta-learning, theoretical understanding of overparameterized meta-learning is still limited. This paper studies the generalization of a widely used meta-learning approach, Model-Agnostic…

Machine Learning · Computer Science 2022-06-22 Yu Huang , Yingbin Liang , Longbo Huang

Deep neural networks (DNNs) have demonstrated dominating performance in many fields; since AlexNet, networks used in practice are going wider and deeper. On the theoretical side, a long line of works has been focusing on training neural…

Machine Learning · Computer Science 2019-06-18 Zeyuan Allen-Zhu , Yuanzhi Li , Zhao Song