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In this paper, we investigate the theoretical properties of stochastic gradient descent (SGD) for statistical inference in the context of nonconvex optimization problems, which have been relatively unexplored compared to convex settings.…

Machine Learning · Statistics 2023-06-06 Yanjie Zhong , Todd Kuffner , Soumendra Lahiri

The non-asymptotic analysis of Stochastic Gradient Descent (SGD) typically yields bounds that decompose into a bias term and a variance term. In this work, we focus on the bias component and study the extent to which SGD can match the…

Optimization and Control · Mathematics 2026-02-02 Daniel Cortild , Lucas Ketels , Juan Peypouquet , Guillaume Garrigos

Spatial networks, in which nodes and edges are embedded in space, play a vital role in the study of complex systems. For example, many social networks attach geo-location information to each user, allowing the study of not only topological…

Social and Information Networks · Computer Science 2014-03-05 Nicholas D. Larusso , Brian E. Ruttenberg , Ambuj Singh

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

Stochastic gradient descent (SGD) is a widely used algorithm in machine learning, particularly for neural network training. Recent studies on SGD for canonical quadratic optimization or linear regression show it attains well generalization…

Machine Learning · Computer Science 2024-09-17 Haihan Zhang , Yuanshi Liu , Qianwen Chen , Cong Fang

We consider the problem of approximating a function by an element of a nonlinear manifold which admits a differentiable parametrization, typical examples being neural networks with differentiable activation functions or tensor networks.…

Machine Learning · Computer Science 2026-04-20 Anthony Nouy , Agustín Somacal

The stochastic gradient descent (SGD) algorithm is the algorithm we use to train neural networks. However, it remains poorly understood how the SGD navigates the highly nonlinear and degenerate loss landscape of a neural network. In this…

Machine Learning · Computer Science 2025-06-13 Liu Ziyin , Hongchao Li , Masahito Ueda

Distributed stochastic gradient descent (SGD) is essential for scaling the machine learning algorithms to a large number of computing nodes. However, the infrastructures variability such as high communication delay or random node slowdown…

Machine Learning · Computer Science 2020-02-25 Jianyu Wang , Hao Liang , Gauri Joshi

Training deep neural network is a high dimensional and a highly non-convex optimization problem. Stochastic gradient descent (SGD) algorithm and it's variations are the current state-of-the-art solvers for this task. However, due to…

Machine Learning · Computer Science 2017-01-17 Xi He , Dheevatsa Mudigere , Mikhail Smelyanskiy , Martin Takáč

One of the most common methods to train machine learning algorithms today is the stochastic gradient descent (SGD). In a distributed setting, SGD-based algorithms have been shown to converge theoretically under specific circumstances. A…

Machine Learning · Computer Science 2025-08-22 Soumya Sarkar , Shweta Jain

This paper introduces two variational inference approaches for infinite-dimensional inverse problems, developed through gradient descent with a constant learning rate. The proposed methods enable efficient approximate sampling from the…

Numerical Analysis · Mathematics 2026-03-05 Jiaming Sui , Junxiong Jia , Jinglai Li

The stochastic gradient descent (SGD) method is most widely used for deep neural network (DNN) training. However, the method does not always converge to a flat minimum of the loss surface that can demonstrate high generalization capability.…

Machine Learning · Computer Science 2020-09-08 Wonyong Sung , Iksoo Choi , Jinhwan Park , Seokhyun Choi , Sungho Shin

Stochastic gradient descent (SGD) and its variants are mainstream methods to train deep neural networks. Since neural networks are non-convex, more and more works study the dynamic behavior of SGD and the impact to its generalization,…

Machine Learning · Computer Science 2020-10-13 Qi Meng , Shiqi Gong , Wei Chen , Zhi-Ming Ma , Tie-Yan Liu

The interplay between optimization and privacy has become a central theme in privacy-preserving machine learning. Noisy stochastic gradient descent (SGD) has emerged as a cornerstone algorithm, particularly in large-scale settings. These…

Machine Learning · Computer Science 2025-10-21 Shurong Lin , Eric D. Kolaczyk , Adam Smith , Elliot Paquette

The success of neural networks over the past decade has established them as effective models for many relevant data generating processes. Statistical theory on neural networks indicates graceful scaling of sample complexity. For example,…

Machine Learning · Computer Science 2023-03-28 Yifan Zhu , Hong Jun Jeon , Benjamin Van Roy

Stochastic gradient descent (\textsc{Sgd}) methods are the most powerful optimization tools in training machine learning and deep learning models. Moreover, acceleration (a.k.a. momentum) methods and diagonal scaling (a.k.a. adaptive…

Machine Learning · Statistics 2018-10-02 Qi Deng , Yi Cheng , Guanghui Lan

Stochastic Gradient Descent (SGD) is a widely deployed optimization procedure throughout data-driven and simulation-driven disciplines, which has drawn a substantial interest in understanding its global behavior across a broad class of…

Optimization and Control · Mathematics 2021-04-02 Vivak Patel , Shushu Zhang

Machine learning has made tremendous progress in recent years, with models matching or even surpassing humans on a series of specialized tasks. One key element behind the progress of machine learning in recent years has been the ability to…

Machine Learning · Computer Science 2020-06-30 Giorgi Nadiradze , Ilia Markov , Bapi Chatterjee , Vyacheslav Kungurtsev , Dan Alistarh

Neural network optimization remains one of the most consequential yet poorly understood challenges in modern AI research, where improvements in training algorithms can lead to enhanced feature learning in foundation models,…

Machine Learning · Computer Science 2025-12-23 Ansh Nagwekar

We study a variation of vanilla stochastic gradient descent where the optimizer only has access to a Markovian sampling scheme. These schemes encompass applications that range from decentralized optimization with a random walker (token…

Optimization and Control · Mathematics 2023-06-26 Mathieu Even