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In several experimental reports on nonconvex optimization problems in machine learning, stochastic gradient descent (SGD) was observed to prefer minimizers with flat basins in comparison to more deterministic methods, yet there is very…

Optimization and Control · Mathematics 2018-05-08 Vivak Patel

While first-order optimization methods such as stochastic gradient descent (SGD) are popular in machine learning (ML), they come with well-known deficiencies, including relatively-slow convergence, sensitivity to the settings of…

Optimization and Control · Mathematics 2018-02-19 Peng Xu , Farbod Roosta-Khorasani , Michael W. Mahoney

Stochastic gradient descent (SGD) has been found to be surprisingly effective in training a variety of deep neural networks. However, there is still a lack of understanding on how and why SGD can train these complex networks towards a…

Machine Learning · Computer Science 2019-01-03 Yi Zhou , Junjie Yang , Huishuai Zhang , Yingbin Liang , Vahid Tarokh

We consider the problem of minimizing a strongly convex smooth function where the gradients are subject to additive worst-case deterministic errors that are square-summable. We study the trade-offs between the convergence rate and…

Optimization and Control · Mathematics 2023-10-23 Mert Gurbuzbalaban

Traditional analyses in non-convex optimization typically rely on the smoothness assumption, namely requiring the gradients to be Lipschitz. However, recent evidence shows that this smoothness condition does not capture the properties of…

Machine Learning · Computer Science 2022-08-25 Michael Crawshaw , Mingrui Liu , Francesco Orabona , Wei Zhang , Zhenxun Zhuang

In this article we study fully-connected feedforward deep ReLU ANNs with an arbitrarily large number of hidden layers and we prove convergence of the risk of the GD optimization method with random initializations in the training of such…

Optimization and Control · Mathematics 2022-07-14 Arnulf Jentzen , Adrian Riekert

Stochastic gradient descent with momentum (SGDM) methods have become fundamental optimization tools in machine learning, combining the computational efficiency of stochastic gradients with the acceleration benefits of momentum. Despite…

Optimization and Control · Mathematics 2026-03-02 Zimeng Wang , Alp Yurtsever

We consider distributed optimization under communication constraints for training deep learning models. We propose a new algorithm, whose parameter updates rely on two forces: a regular gradient step, and a corrective direction dictated by…

Machine Learning · Computer Science 2022-04-29 Yunfei Teng , Wenbo Gao , Francois Chalus , Anna Choromanska , Donald Goldfarb , Adrian Weller

Stochastic Gradient Descent Langevin Dynamics (SGLD) algorithms, which add noise to the classic gradient descent, are known to improve the training of neural networks in some cases where the neural network is very deep. In this paper we…

Computational Finance · Quantitative Finance 2023-01-16 Pierre Bras , Gilles Pagès

Stochastic gradient descent (SGD) is the main approach for training deep networks: it moves towards the optimum of the cost function by iteratively updating the parameters of a model in the direction of the gradient of the loss evaluated on…

Machine Learning · Computer Science 2021-03-30 Loris Nanni , Gianluca Maguolo , Alessandra Lumini

We analyze the training dynamics for deep linear networks using a new metric - layer imbalance - which defines the flatness of a solution. We demonstrate that different regularization methods, such as weight decay or noise data…

Machine Learning · Computer Science 2020-07-21 Boris Ginsburg

This paper conducts a comparative study of proximal gradient methods (PGMs) and proximal DC algorithms (PDCAs) for sparse regression problems which can be cast as Difference-of-two-Convex-functions (DC) optimization problems. It has been…

Optimization and Control · Mathematics 2022-04-21 Shummin Nakayama , Jun-ya Gotoh

Overparametrized neural networks trained by gradient descent (GD) can provably overfit any training data. However, the generalization guarantee may not hold for noisy data. From a nonparametric perspective, this paper studies how well…

Machine Learning · Statistics 2021-09-28 Tianyang Hu , Wenjia Wang , Cong Lin , Guang Cheng

Several recent empirical studies demonstrate that important machine learning tasks, e.g., training deep neural networks, exhibit low-rank structure, where the loss function varies significantly in only a few directions of the input space.…

Machine Learning · Computer Science 2022-06-17 Romain Cosson , Ali Jadbabaie , Anuran Makur , Amirhossein Reisizadeh , Devavrat Shah

Graph Neural Networks (GNNs) are widely adopted in Web-related applications, serving as a core technique for learning from graph-structured data, such as text-attributed graphs. Yet in real-world scenarios, such graphs exhibit deficiencies…

Machine Learning · Computer Science 2025-10-03 Zhaoyan Wang , Zheng Gao , Arogya Kharel , In-Young Ko

Recent research shows that when Gradient Descent (GD) is applied to neural networks, the loss almost never decreases monotonically. Instead, the loss oscillates as gradient descent converges to its ''Edge of Stability'' (EoS). Here, we find…

Machine Learning · Computer Science 2023-05-23 Itai Kreisler , Mor Shpigel Nacson , Daniel Soudry , Yair Carmon

In this paper, an adjustment to the original differentially private stochastic gradient descent (DPSGD) algorithm for deep learning models is proposed. As a matter of motivation, to date, almost no state-of-the-art machine learning…

Machine Learning · Computer Science 2021-07-13 Mehdi Amian

Stochastic Gradient Descent (SGD) and its momentum variants form the backbone of deep learning optimization, yet the underlying dynamics of their gradient behavior remain insufficiently understood. In this work, we reinterpret gradient…

Machine Learning · Computer Science 2026-03-09 Zhipeng Yao , Rui Yu , Guisong Chang , Ying Li , Yu Zhang , Dazhou Li

Neural networks trained with standard objectives exhibit behaviors characteristic of probabilistic inference: soft clustering, prototype specialization, and Bayesian uncertainty tracking. These phenomena appear across architectures -- in…

Machine Learning · Computer Science 2026-01-01 Alan Oursland

It is widely believed that stochastic gradient descent (SGD) performs significantly worse than adaptive optimizers such as Adam in pre-training Large Language Models (LLMs). Yet the underlying reason for this gap remains unclear. In this…

Machine Learning · Computer Science 2026-05-19 Athanasios Glentis , Dawei Li , Chung-Yiu Yau , Mingyi Hong