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This work analyzes the solution trajectory of gradient-based algorithms via a novel basis function decomposition. We show that, although solution trajectories of gradient-based algorithms may vary depending on the learning task, they behave…

Machine Learning · Computer Science 2022-10-05 Jianhao Ma , Lingjun Guo , Salar Fattahi

We study high-probability convergence guarantees of learning on streaming data in the presence of heavy-tailed noise. In the proposed scenario, the model is updated in an online fashion, as new information is observed, without storing any…

Machine Learning · Computer Science 2024-05-02 Aleksandar Armacki , Pranay Sharma , Gauri Joshi , Dragana Bajovic , Dusan Jakovetic , Soummya Kar

The early phase of training of deep neural networks is critical for their final performance. In this work, we study how the hyperparameters of stochastic gradient descent (SGD) used in the early phase of training affect the rest of the…

Machine Learning · Computer Science 2020-02-25 Stanislaw Jastrzebski , Maciej Szymczak , Stanislav Fort , Devansh Arpit , Jacek Tabor , Kyunghyun Cho , Krzysztof Geras

Recent works have shown that high probability metrics with stochastic gradient descent (SGD) exhibit informativeness and in some cases advantage over the commonly adopted mean-square error-based ones. In this work we provide a formal…

Machine Learning · Computer Science 2022-11-03 Dragana Bajovic , Dusan Jakovetic , Soummya Kar

Stochastic gradient descent (SGD) is widely used in deep learning due to its computational efficiency, but a complete understanding of why SGD performs so well remains a major challenge. It has been observed empirically that most…

Machine Learning · Statistics 2022-06-20 Carmina Fjellström , Kaj Nyström

Numerous empirical evidences have corroborated the importance of noise in nonconvex optimization problems. The theory behind such empirical observations, however, is still largely unknown. This paper studies this fundamental problem through…

Machine Learning · Computer Science 2021-02-25 Tianyi Liu , Yan Li , Song Wei , Enlu Zhou , Tuo Zhao

Stochastic Gradient Descent (SGD) is an out-of-equilibrium algorithm used extensively to train artificial neural networks. However very little is known on to what extent SGD is crucial for to the success of this technology and, in…

Machine Learning · Computer Science 2023-12-19 Persia Jana Kamali , Pierfrancesco Urbani

Differentially private stochastic gradient descent (DP-SGD) is the gold standard for training machine learning models with formal differential privacy guarantees. Several recent extensions improve its accuracy by introducing correlated…

Machine Learning · Computer Science 2026-05-13 Nikita P. Kalinin , Ryan McKenna , Rasmus Pagh , Christoph H. Lampert

Understanding the dynamics of optimization in deep learning is increasingly important as models scale. While stochastic gradient descent (SGD) and its variants reliably find solutions that generalize well, the mechanisms driving this…

Machine Learning · Computer Science 2026-04-07 Wei-Kai Chang , Rajiv Khanna

Stochastic Gradient Descent (SGD) is a central tool in machine learning. We prove that SGD converges to zero loss, even with a fixed (non-vanishing) learning rate - in the special case of homogeneous linear classifiers with smooth monotone…

Machine Learning · Statistics 2022-04-19 Mor Shpigel Nacson , Nathan Srebro , Daniel Soudry

Stochastic gradient descent is one of the most successful approaches for solving large-scale problems, especially in machine learning and statistics. At each iteration, it employs an unbiased estimator of the full gradient computed from one…

Numerical Analysis · Mathematics 2018-12-05 Bangti Jin , Xiliang Lu

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

Natural gradient descent is a principled method for adapting the parameters of a statistical model on-line using an underlying Riemannian parameter space to redefine the direction of steepest descent. The algorithm is examined via methods…

Disordered Systems and Neural Networks · Physics 2009-10-31 Magnus Rattray , David Saad

Stochastic gradient descent (SGD) is of fundamental importance in deep learning. Despite its simplicity, elucidating its efficacy remains challenging. Conventionally, the success of SGD is ascribed to the stochastic gradient noise (SGN)…

Machine Learning · Computer Science 2023-02-21 Chengli Tan , Jiangshe Zhang , Junmin Liu

In this paper, we investigate a general class of stochastic gradient descent (SGD) algorithms, called Conditioned SGD, based on a preconditioning of the gradient direction. Using a discrete-time approach with martingale tools, we establish…

Statistics Theory · Mathematics 2023-10-17 Rémi Leluc , François Portier

Distributed Deep Learning (DDL) is essential for large-scale Deep Learning (DL) training. Synchronous Stochastic Gradient Descent (SSGD) 1 is the de facto DDL optimization method. Using a sufficiently large batch size is critical to…

Machine Learning · Computer Science 2021-12-03 Wei Zhang , Mingrui Liu , Yu Feng , Xiaodong Cui , Brian Kingsbury , Yuhai Tu

Under mild assumptions stochastic gradient methods asymptotically achieve an optimal rate of convergence if the arithmetic mean of all iterates is returned as an approximate optimal solution. However, in the absence of stochastic noise, the…

Optimization and Control · Mathematics 2022-10-06 Melinda Hagedorn , Florian Jarre

We study the problem of learning equivariant neural networks via gradient descent. The incorporation of known symmetries ("equivariance") into neural nets has empirically improved the performance of learning pipelines, in domains ranging…

Machine Learning · Computer Science 2024-01-04 Bobak T. Kiani , Thien Le , Hannah Lawrence , Stefanie Jegelka , Melanie Weber

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

We analyze (stochastic) gradient descent (SGD) with delayed updates on smooth quasi-convex and non-convex functions and derive concise, non-asymptotic, convergence rates. We show that the rate of convergence in all cases consists of two…

Machine Learning · Computer Science 2021-06-17 Sebastian U. Stich , Sai Praneeth Karimireddy