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We study the problem of gradient descent learning of a single-index target function $f_*(\boldsymbol{x}) = \textstyle\sigma_*\left(\langle\boldsymbol{x},\boldsymbol{\theta}\rangle\right)$ under isotropic Gaussian data in $\mathbb{R}^d$,…

Machine Learning · Computer Science 2024-12-24 Jason D. Lee , Kazusato Oko , Taiji Suzuki , Denny Wu

We study the impact of the batch size $n_b$ on the iteration time $T$ of training two-layer neural networks with one-pass stochastic gradient descent (SGD) on multi-index target functions of isotropic covariates. We characterize the optimal…

Machine Learning · Statistics 2024-09-06 Luca Arnaboldi , Yatin Dandi , Florent Krzakala , Bruno Loureiro , Luca Pesce , Ludovic Stephan

We focus on the task of learning a single index model $\sigma(w^\star \cdot x)$ with respect to the isotropic Gaussian distribution in $d$ dimensions. Prior work has shown that the sample complexity of learning $w^\star$ is governed by the…

Machine Learning · Computer Science 2023-05-19 Alex Damian , Eshaan Nichani , Rong Ge , Jason D. Lee

To understand feature learning dynamics in neural networks, recent theoretical works have focused on gradient-based learning of Gaussian single-index models, where the label is a nonlinear function of a latent one-dimensional projection of…

Machine Learning · Computer Science 2025-10-27 Konstantinos Christopher Tsiolis , Alireza Mousavi-Hosseini , Murat A. Erdogdu

We study the complexity of online stochastic gradient descent (SGD) for learning a two-layer neural network with $P$ neurons on isotropic Gaussian data: $f_*(\boldsymbol{x}) = \sum_{p=1}^P a_p\cdot…

Machine Learning · Computer Science 2025-11-05 Yunwei Ren , Eshaan Nichani , Denny Wu , Jason D. Lee

Stochastic gradient descent (SGD) is a popular algorithm for optimization problems arising in high-dimensional inference tasks. Here one produces an estimator of an unknown parameter from independent samples of data by iteratively…

Machine Learning · Statistics 2023-06-23 Gerard Ben Arous , Reza Gheissari , Aukosh Jagannath

Neural networks can identify low-dimensional relevant structures within high-dimensional noisy data, yet our mathematical understanding of how they do so remains scarce. Here, we investigate the training dynamics of two-layer shallow neural…

Machine Learning · Statistics 2025-02-11 Luca Arnaboldi , Yatin Dandi , Florent Krzakala , Luca Pesce , Ludovic Stephan

Few neural architectures lend themselves to provable learning with gradient based methods. One popular model is the single-index model, in which labels are produced by composing an unknown linear projection with a possibly unknown scalar…

Machine Learning · Computer Science 2023-10-04 Aaron Zweig , Joan Bruna

In deep learning, a central issue is to understand how neural networks efficiently learn high-dimensional features. To this end, we explore the gradient descent learning of a general Gaussian Multi-index model…

Machine Learning · Statistics 2026-02-06 Bohan Zhang , Zihao Wang , Hengyu Fu , Jason D. Lee

We examine gradient descent on unregularized logistic regression problems, with homogeneous linear predictors on linearly separable datasets. We show the predictor converges to the direction of the max-margin (hard margin SVM) solution. The…

Machine Learning · Statistics 2024-10-29 Daniel Soudry , Elad Hoffer , Mor Shpigel Nacson , Suriya Gunasekar , Nathan Srebro

Neural networks extract features from data using stochastic gradient descent (SGD). In particular, higher-order input cumulants (HOCs) are crucial for their performance. However, extracting information from the $p$th cumulant of…

Machine Learning · Statistics 2024-10-16 Lorenzo Bardone , Sebastian Goldt

We study the minimization of smooth, possibly nonconvex functions over the positive orthant, a key setting in Poisson inverse problems, using the exponentiated gradient (EG) method. Interpreting EG as Riemannian gradient descent (RGD) with…

Optimization and Control · Mathematics 2025-04-08 Yara Elshiaty , Ferdinand Vanmaele , Stefania Petra

Several recent empirical studies demonstrate that important machine learning tasks, e.g., training deep neural networks, exhibit low-rank structure, where the loss function varies significantly in only a few directions of the input space.…

Machine Learning · Computer Science 2022-06-17 Romain Cosson , Ali Jadbabaie , Anuran Makur , Amirhossein Reisizadeh , Devavrat Shah

Deep neural networks are usually trained with stochastic gradient descent (SGD), which minimizes objective function using very rough approximations of gradient, only averaging to the real gradient. Standard approaches like momentum or ADAM…

Machine Learning · Computer Science 2023-03-14 Jarek Duda

The optimization algorithms are crucial in training physics-informed neural networks (PINNs), as unsuitable methods may lead to poor solutions. Compared to the common gradient descent (GD) algorithm, implicit gradient descent (IGD)…

Machine Learning · Computer Science 2025-08-04 Xianliang Xu , Ting Du , Wang Kong , Bin Shan , Ye Li , Zhongyi Huang

In reinforcement learning (RL), offline learning decoupled learning from data collection and is useful in dealing with exploration-exploitation tradeoff and enables data reuse in many applications. In this work, we study two offline…

Machine Learning · Computer Science 2022-02-08 Jing Dong , Xin T. Tong

Stochastic gradient descent (SGD) is a prevalent optimization technique for large-scale distributed machine learning. While SGD computation can be efficiently divided between multiple machines, communication typically becomes a bottleneck…

Machine Learning · Computer Science 2021-05-24 Dmitrii Avdiukhin , Grigory Yaroslavtsev

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

The ever-increasing parameter counts of deep learning models necessitate effective compression techniques for deployment on resource-constrained devices. This paper explores the application of information geometry, the study of…

Machine Learning · Computer Science 2025-07-15 Zakhar Shumaylov , Vasileios Tsiaras , Yannis Stylianou

This study investigates leveraging stochastic gradient descent (SGD) to learn operators between general Hilbert spaces. We propose weak and strong regularity conditions for the target operator to depict its intrinsic structure and…

Machine Learning · Statistics 2026-01-13 Lei Shi , Jia-Qi Yang
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