Related papers: From Mutual Information to Expected Dynamics: New …
Stochastic gradient descent (SGD) and its variants enable modern artificial intelligence. However, theoretical understanding lags far behind their empirical success. It is widely believed that SGD has a curious ability to avoid sharp local…
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…
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…
Recent studies have shown that heavy tails can emerge in stochastic optimization and that the heaviness of the tails have links to the generalization error. While these studies have shed light on interesting aspects of the generalization…
Recent theoretical studies have shown that heavy-tails can emerge in stochastic optimization due to `multiplicative noise', even under surprisingly simple settings, such as linear regression with Gaussian data. While these studies have…
Recent studies have shown that gradient descent (GD) can achieve improved generalization when its dynamics exhibits a chaotic behavior. However, to obtain the desired effect, the step-size should be chosen sufficiently large, a task which…
Stochastic differential equations (SDEs) have been shown recently to characterize well the dynamics of training machine learning models with SGD. When the generalization error of the SDE approximation closely aligns with that of SGD in…
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…
Gradient compression has surfaced as a key technique to address the challenge of communication efficiency in distributed learning. In distributed deep learning, however, it is observed that gradient distributions are heavy-tailed, with…
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…
It has repeatedly been observed that loss minimization by stochastic gradient descent (SGD) leads to heavy-tailed distributions of neural network parameters. Here, we analyze a continuous diffusion approximation of SGD, called homogenized…
Understanding the generalization properties of heavy-tailed stochastic optimization algorithms has attracted increasing attention over the past years. While illuminating interesting aspects of stochastic optimizers by using heavy-tailed…
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…
We characterise the learning of a mixture of two clouds of data points with generic centroids via empirical risk minimisation in the high dimensional regime, under the assumptions of generic convex loss and convex regularisation. Each cloud…
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…
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…
We analyze in a closed form the learning dynamics of stochastic gradient descent (SGD) for a single-layer neural network classifying a high-dimensional Gaussian mixture where each cluster is assigned one of two labels. This problem provides…
Understanding the generalization properties of optimization algorithms under heavy-tailed noise has gained growing attention. However, the existing theoretical results mainly focus on stochastic gradient descent (SGD) and the analysis of…
This manuscript investigates the one-pass stochastic gradient descent (SGD) dynamics of a two-layer neural network trained on Gaussian data and labels generated by a similar, though not necessarily identical, target function. We rigorously…
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…