Related papers: Error dynamics of mini-batch gradient descent with…
This paper theoretically reanalyzes the convergence of the mini-batch stochastic gradient descent (SGD) for a structured minimization problem involving a finite-sum function with its gradient being stochastically approximated, and an…
Increasing the mini-batch size for stochastic gradient descent offers significant opportunities to reduce wall-clock training time, but there are a variety of theoretical and systems challenges that impede the widespread success of this…
We study the relationship between gradient-based optimization of parametric models (e.g., neural networks) and optimization of linear combinations of random features. Our main result shows that if a parametric model can be learned using…
In this work, we investigate the dynamics of stochastic gradient descent (SGD) when training a single-neuron autoencoder with linear or ReLU activation on orthogonal data. We show that for this non-convex problem, randomly initialized SGD…
Vanishing (and exploding) gradients effect is a common problem for recurrent neural networks with nonlinear activation functions which use backpropagation method for calculation of derivatives. Deep feedforward neural networks with many…
In value-based deep reinforcement learning with replay memories, the batch size parameter specifies how many transitions to sample for each gradient update. Although critical to the learning process, this value is typically not adjusted…
We focus on solving constrained convex optimization problems using mini-batch stochastic gradient descent. Dynamic sample size rules are presented which ensure a descent direction with high probability. Empirical results from two…
The random feature model exhibits a kind of resonance behavior when the number of parameters is close to the training sample size. This behavior is characterized by the appearance of large generalization gap, and is due to the occurrence of…
We investigate how the final parameters found by stochastic gradient descent are influenced by over-parameterization. We generate families of models by increasing the number of channels in a base network, and then perform a large…
We propose a metric for evaluating the generalization ability of deep neural networks trained with mini-batch gradient descent. Our metric, called gradient disparity, is the $\ell_2$ norm distance between the gradient vectors of two…
The use of mini-batches of data in training artificial neural networks is nowadays very common. Despite its broad usage, theories explaining quantitatively how large or small the optimal mini-batch size should be are missing. This work…
We analyze recurrent neural networks with diagonal hidden-to-hidden weight matrices, trained with gradient descent in the supervised learning setting, and prove that gradient descent can achieve optimality \emph{without} massive…
We study how the batch size affects the total gradient variance in differentially private stochastic gradient descent (DP-SGD), seeking a theoretical explanation for the usefulness of large batch sizes. As DP-SGD is the basis of modern DP…
The performance of mini-batch stochastic gradient descent (SGD) strongly depends on setting the batch size and learning rate to minimize the empirical loss in training the deep neural network. In this paper, we present theoretical analyses…
We provide an improved analysis of standard differentially private gradient descent for linear regression under the squared error loss. Under modest assumptions on the input, we characterize the distribution of the iterate at each time…
Although SGD with random reshuffle has been widely-used in machine learning applications, there is a limited understanding of how model characteristics affect the convergence of the algorithm. In this work, we introduce model incoherence to…
Stochastic gradient descent (SGD) with mini-batching is a standard tool in large-scale optimization, yet its theoretical properties under heavy-tailed gradient noise remain largely unexplored. In this paper we study SGD with increasing…
Stochastic gradient descent with momentum (SGDM), in which a momentum term is added to SGD, has been well studied in both theory and practice. The theoretical studies show that the settings of the learning rate and momentum weight affect…
It has long been argued that minibatch stochastic gradient descent can generalize better than large batch gradient descent in deep neural networks. However recent papers have questioned this claim, arguing that this effect is simply a…
We study the implicit regularization of mini-batch stochastic gradient descent, when applied to the fundamental problem of least squares regression. We leverage a continuous-time stochastic differential equation having the same moments as…