Related papers: Error dynamics of mini-batch gradient descent with…
A recent line of research has shown that gradient-based algorithms with random initialization can converge to the global minima of the training loss for over-parameterized (i.e., sufficiently wide) deep neural networks. However, the…
Stochastic Gradient Descent (SGD) and its variants are almost universally used to train neural networks and to fit a variety of other parametric models. An important hyperparameter in this context is the batch size, which determines how…
We study the learning performance of gradient descent when the empirical risk is weakly convex, namely, the smallest negative eigenvalue of the empirical risk's Hessian is bounded in magnitude. By showing that this eigenvalue can control…
We show that in a variety of large-scale deep learning scenarios the gradient dynamically converges to a very small subspace after a short period of training. The subspace is spanned by a few top eigenvectors of the Hessian (equal to the…
Stochastic gradient Markov Chain Monte Carlo (SG-MCMC) has been developed as a flexible family of scalable Bayesian sampling algorithms. However, there has been little theoretical analysis of the impact of minibatch size to the algorithm's…
Recent works have demonstrated that the sample complexity of gradient-based learning of single index models, i.e. functions that depend on a 1-dimensional projection of the input data, is governed by their information exponent. However,…
We establish matching upper and lower generalization error bounds for mini-batch Gradient Descent (GD) training with either deterministic or stochastic, data-independent, but otherwise arbitrary batch selection rules. We consider smooth…
We study the generalization performance of gradient methods in the fundamental stochastic convex optimization setting, focusing on its dimension dependence. First, for full-batch gradient descent (GD) we give a construction of a learning…
Species evolution is essentially a random process of interaction between biological populations and their environments. As a result, some physical parameters in evolution models are subject to statistical fluctuations. In this paper, two…
Sketching and stochastic gradient methods are arguably the most common techniques to derive efficient large scale learning algorithms. In this paper, we investigate their application in the context of nonparametric statistical learning.…
In deep learning, it is common to use more network parameters than training points. In such scenarioof over-parameterization, there are usually multiple networks that achieve zero training error so that thetraining algorithm induces an…
The critical behavior of the XY model on small-world network is investigated by means of dynamic Monte Carlo simulations. We use the short-time relaxation scheme, i.e., the critical behavior is studied from the nonequilibrium relaxation to…
Deep convolutional neural networks are known to be unstable during training at high learning rate unless normalization techniques are employed. Normalizing weights or activations allows the use of higher learning rates, resulting in faster…
Designing learning algorithms that are resistant to perturbations of the underlying data distribution is a problem of wide practical and theoretical importance. We present a general approach to this problem focusing on unsupervised…
In this paper, we propose a unified convergence analysis for a class of generic shuffling-type gradient methods for solving finite-sum optimization problems. Our analysis works with any sampling without replacement strategy and covers many…
This paper considers optimization problems over networks where agents have individual objectives to meet, or individual parameter vectors to estimate, subject to subspace constraints that require the objectives across the network to lie in…
This paper studies the asymptotic behavior of the constant step Stochastic Gradient Descent for the minimization of an unknown function F , defined as the expectation of a non convex, non smooth, locally Lipschitz random function. As the…
Methods for learning from data depend on various types of tuning parameters, such as penalization strength or step size. Since performance can depend strongly on these parameters, it is important to compare classes of estimators-by…
Recent work has established an empirically successful framework for adapting learning rates for stochastic gradient descent (SGD). This effectively removes all needs for tuning, while automatically reducing learning rates over time on…
This paper studies how neural network architecture affects the speed of training. We introduce a simple concept called gradient confusion to help formally analyze this. When gradient confusion is high, stochastic gradients produced by…