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We establish disintegrated PAC-Bayesian generalisation bounds for models trained with gradient descent methods or continuous gradient flows. Contrary to standard practice in the PAC-Bayesian setting, our result applies to optimisation…

Machine Learning · Statistics 2025-02-12 Eugenio Clerico , Tyler Farghly , George Deligiannidis , Benjamin Guedj , Arnaud Doucet

The gradient noise (GN) in the stochastic gradient descent (SGD) algorithm is often considered to be Gaussian in the large data regime by assuming that the classical central limit theorem (CLT) kicks in. This assumption is often made for…

Machine Learning · Computer Science 2019-01-21 Umut Simsekli , Levent Sagun , Mert Gurbuzbalaban

Providing generalization guarantees for modern neural networks has been a crucial task in statistical learning. Recently, several studies have attempted to analyze the generalization error in such settings by using tools from fractal…

Machine Learning · Statistics 2023-07-11 Benjamin Dupuis , George Deligiannidis , Umut Şimşekli

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

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…

Machine Learning · Computer Science 2025-05-27 Xiaoge Deng , Li Shen , Shengwei Li , Tao Sun , Dongsheng Li , Dacheng Tao

One of the fundamental challenges in the deep learning community is to theoretically understand how well a deep neural network generalizes to unseen data. However, current approaches often yield generalization bounds that are either too…

Machine Learning · Computer Science 2024-07-23 Chengli Tan , Jiangshe Zhang , Junmin Liu

Understanding generalization in deep learning has been one of the major challenges in statistical learning theory over the last decade. While recent work has illustrated that the dataset and the training algorithm must be taken into account…

Although stochastic optimization is central to modern machine learning, the precise mechanisms underlying its success, and in particular, the precise role of the stochasticity, still remain unclear. Modelling stochastic optimization…

Machine Learning · Statistics 2020-06-12 Liam Hodgkinson , Michael W. Mahoney

A fundamental question in theoretical machine learning is generalization. Over the past decades, the PAC-Bayesian approach has been established as a flexible framework to address the generalization capabilities of machine learning…

Machine Learning · Computer Science 2024-03-28 Fredrik Hellström , Giuseppe Durisi , Benjamin Guedj , Maxim Raginsky

We propose a new framework, inspired by random matrix theory, for analyzing the dynamics of stochastic gradient descent (SGD) when both number of samples and dimensions are large. This framework applies to any fixed stepsize and the finite…

Optimization and Control · Mathematics 2021-02-09 Courtney Paquette , Kiwon Lee , Fabian Pedregosa , Elliot Paquette

There are several applications of stochastic optimization where one can benefit from a robust estimate of the gradient. For example, domains such as distributed learning with corrupted nodes, the presence of large outliers in the training…

Machine Learning · Statistics 2025-10-30 Fabian Schaipp , Guillaume Garrigos , Umut Simsekli , Robert Gower

In this paper, we establish generalization bounds for transductive learning algorithms in the context of information theory and PAC-Bayes, covering both the random sampling and the random splitting setting. First, we show that the…

Machine Learning · Computer Science 2025-01-22 Huayi Tang , Yong Liu

In this paper, we propose a new covering technique localized for the trajectories of SGD. This localization provides an algorithm-specific complexity measured by the covering number, which can have dimension-independent cardinality in…

Machine Learning · Statistics 2022-09-20 Sejun Park , Umut Şimşekli , Murat A. Erdogdu

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 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…

Machine Learning · Computer Science 2019-12-16 Yunwen Lei , Ting Hu , Guiying Li , Ke Tang

We study the generalization error of stochastic learning algorithms from an information-theoretic perspective, with a particular emphasis on deriving sharper bounds for differentially private algorithms. It is well known that the…

Information Theory · Computer Science 2026-04-20 Yanxiao Liu , Chun Hei Michael Shiu , Lele Wang , Deniz Gündüz

We analyze the dynamics of streaming stochastic gradient descent (SGD) in the high-dimensional limit when applied to generalized linear models and multi-index models (e.g. logistic regression, phase retrieval) with general data-covariance.…

Optimization and Control · Mathematics 2023-08-21 Elizabeth Collins-Woodfin , Courtney Paquette , Elliot Paquette , Inbar Seroussi

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 study scalable alternatives to robust gradient descent (RGD) techniques that can be used when the losses and/or gradients can be heavy-tailed, though this will be unknown to the learner. The core technique is simple: instead of trying to…

Machine Learning · Statistics 2020-12-15 Matthew J. Holland

There is an increasing realization that algorithmic inductive biases are central in preventing overfitting; empirically, we often see a benign overfitting phenomenon in overparameterized settings for natural learning algorithms, such as…

Machine Learning · Computer Science 2021-10-14 Difan Zou , Jingfeng Wu , Vladimir Braverman , Quanquan Gu , Sham M. Kakade