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Previous work has examined the ability of larger capacity neural networks to generalize better than smaller ones, even without explicit regularizers, by analyzing gradient based algorithms such as GD and SGD. The presence of noise and its…

Machine Learning · Computer Science 2020-05-27 Arushi Gupta

Training deep neural networks with stochastic gradient descent (SGD) can often achieve zero training loss on real-world tasks although the optimization landscape is known to be highly non-convex. To understand the success of SGD for…

Machine Learning · Statistics 2020-06-15 Yiping Lu , Chao Ma , Yulong Lu , Jianfeng Lu , Lexing Ying

When training Convolutional Neural Networks (CNNs) there is a large emphasis on creating efficient optimization algorithms and highly accurate networks. The state-of-the-art method of optimizing the networks is done by using gradient…

Neural and Evolutionary Computing · Computer Science 2023-01-24 Manuel Bradicic , Michal Sitarz , Felix Sylvest Olesen

We propose a new per-layer adaptive step-size procedure for stochastic first-order optimization methods for minimizing empirical loss functions in deep learning, eliminating the need for the user to tune the learning rate (LR). The proposed…

Machine Learning · Computer Science 2023-07-07 Achraf Bahamou , Donald Goldfarb

Stochastic gradient descent (SGD) is one of the most widely used algorithms for large scale optimization problems. While classical theoretical analysis of SGD for convex problems studies (suffix) \emph{averages} of iterates and obtains…

Optimization and Control · Mathematics 2019-05-30 Prateek Jain , Dheeraj Nagaraj , Praneeth Netrapalli

Training deep neural networks is a structured optimization problem, because the parameters are naturally represented by matrices and tensors rather than by vectors. Under this structural representation, it has been widely observed that…

Machine Learning · Computer Science 2025-10-30 Kang An , Yuxing Liu , Rui Pan , Yi Ren , Shiqian Ma , Donald Goldfarb , Tong Zhang

Second-order optimization uses curvature information about the objective function, which can help in faster convergence. However, such methods typically require expensive computation of the Hessian matrix, preventing their usage in a…

Machine Learning · Computer Science 2022-11-03 Mohamed Elsayed , A. Rupam Mahmood

We derive methods to compute higher order differentials (Hessians and Hessian-vector products) of the rendering operator. Our approach is based on importance sampling of a convolution that represents the differentials of rendering…

Graphics · Computer Science 2025-08-07 Zican Wang , Michael Fischer , Tobias Ritschel

Stochastic gradient descent (SGD) holds as a classical method to build large scale machine learning models over big data. A stochastic gradient is typically calculated from a limited number of samples (known as mini-batch), so it…

Machine Learning · Computer Science 2016-01-14 Yadong Mu , Wei Liu , Wei Fan

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

The representation of functions by artificial neural networks depends on a large number of parameters in a non-linear fashion. Suitable parameters of these are found by minimizing a 'loss functional', typically by stochastic gradient…

Machine Learning · Computer Science 2021-09-16 Stephan Wojtowytsch

In this paper, we consider a general stochastic optimization problem which is often at the core of supervised learning, such as deep learning and linear classification. We consider a standard stochastic gradient descent (SGD) method with a…

Machine Learning · Statistics 2018-12-27 Lam M. Nguyen , Nam H. Nguyen , Dzung T. Phan , Jayant R. Kalagnanam , Katya Scheinberg

Stochastic gradient descent (SGD) has been the dominant optimization method for training deep neural networks due to its many desirable properties. One of the more remarkable and least understood quality of SGD is that it generalizes…

Machine Learning · Computer Science 2020-07-03 Erhan Bilal

Stochastic gradients for deep neural networks exhibit strong correlations along the optimization trajectory, and are often aligned with a small set of Hessian eigenvectors associated with outlier eigenvalues. Recent work shows that…

Machine Learning · Computer Science 2026-02-04 Julien Nicolas , Mohamed Maouche , Sonia Ben Mokhtar , Mark Coates

Stochastic gradient descent (SGD) is a pillar of modern machine learning, serving as the go-to optimization algorithm for a diverse array of problems. While the empirical success of SGD is often attributed to its computational efficiency…

Machine Learning · Statistics 2022-06-16 Courtney Paquette , Elliot Paquette , Ben Adlam , Jeffrey Pennington

We rigorously study the relation between the training dynamics via stochastic gradient descent (SGD) and the spectra of empirical Hessian and gradient matrices. We prove that in two canonical classification tasks for multi-class…

Machine Learning · Computer Science 2025-05-19 Gerard Ben Arous , Reza Gheissari , Jiaoyang Huang , Aukosh Jagannath

We study the problem of solving strongly convex and smooth unconstrained optimization problems using stochastic first-order algorithms. We devise a novel algorithm, referred to as Recursive One-Over-T SGD (ROOT-SGD), based on an easily…

Optimization and Control · Mathematics 2024-09-19 Chris Junchi Li , Wenlong Mou , Martin J. Wainwright , Michael I. Jordan

Deep learning techniques play an increasingly important role in industrial and research environments due to their outstanding results. However, the large number of hyper-parameters to be set may lead to errors if they are set manually. The…

Machine Learning · Computer Science 2020-06-04 Michele Fraccaroli , Evelina Lamma , Fabrizio Riguzzi

The generalized Gauss-Newton (GGN) optimization method incorporates curvature estimates into its solution steps, and provides a good approximation to the Newton method for large-scale optimization problems. GGN has been found particularly…

Machine Learning · Computer Science 2024-04-24 Adeyemi D. Adeoye , Philipp Christian Petersen , Alberto Bemporad

This paper addresses the problem of optimizing partition functions in a stochastic learning setting. We propose a stochastic variant of the bound majorization algorithm that relies on upper-bounding the partition function with a quadratic…

Machine Learning · Computer Science 2020-11-04 Jing Wang , Anna Choromanska