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Deep learning models are dominating almost all artificial intelligence tasks such as vision, text, and speech processing. Stochastic Gradient Descent (SGD) is the main tool for training such models, where the computations are usually…

Machine Learning · Computer Science 2023-01-10 Matteo Cacciola , Antonio Frangioni , Masoud Asgharian , Alireza Ghaffari , Vahid Partovi Nia

We study the inverse problem of radiative transfer equation (RTE) using stochastic gradient descent method (SGD) in this paper. Mathematically, optical tomography amounts to recovering the optical parameters in RTE using the…

Optimization and Control · Mathematics 2018-07-04 Ke Chen , Qin Li , Jian-Guo Liu

We study gradient flow on the multi-index regression problem for high-dimensional Gaussian data. Multi-index functions consist of a composition of an unknown low-rank linear projection and an arbitrary unknown, low-dimensional link…

Machine Learning · Statistics 2023-11-03 Alberto Bietti , Joan Bruna , Loucas Pillaud-Vivien

A single-index model (SIM) is a function of the form $\sigma(\mathbf{w}^{\ast} \cdot \mathbf{x})$, where $\sigma: \mathbb{R} \to \mathbb{R}$ is a known link function and $\mathbf{w}^{\ast}$ is a hidden unit vector. We study the task of…

Machine Learning · Computer Science 2024-11-11 Puqian Wang , Nikos Zarifis , Ilias Diakonikolas , Jelena Diakonikolas

We consider distributed optimization under communication constraints for training deep learning models. We propose a new algorithm, whose parameter updates rely on two forces: a regular gradient step, and a corrective direction dictated by…

Machine Learning · Computer Science 2022-04-29 Yunfei Teng , Wenbo Gao , Francois Chalus , Anna Choromanska , Donald Goldfarb , Adrian Weller

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,…

Machine Learning · Statistics 2023-09-08 Alireza Mousavi-Hosseini , Denny Wu , Taiji Suzuki , Murat A. Erdogdu

Stochastic Gradient Descent (SGD) is one of the most widely used techniques for online optimization in machine learning. In this work, we accelerate SGD by adaptively learning how to sample the most useful training examples at each time…

Machine Learning · Computer Science 2016-03-16 Guillaume Bouchard , Théo Trouillon , Julien Perez , Adrien Gaidon

We study the problem of training a two-layer neural network (NN) of arbitrary width using stochastic gradient descent (SGD) where the input $\boldsymbol{x}\in \mathbb{R}^d$ is Gaussian and the target $y \in \mathbb{R}$ follows a…

Machine Learning · Statistics 2023-03-17 Alireza Mousavi-Hosseini , Sejun Park , Manuela Girotti , Ioannis Mitliagkas , Murat A. Erdogdu

Single-Index Models are high-dimensional regression problems with planted structure, whereby labels depend on an unknown one-dimensional projection of the input via a generic, non-linear, and potentially non-deterministic transformation. As…

Machine Learning · Computer Science 2024-03-14 Alex Damian , Loucas Pillaud-Vivien , Jason D. Lee , Joan Bruna

Sparse high-dimensional functions have arisen as a rich framework to study the behavior of gradient-descent methods using shallow neural networks, showcasing their ability to perform feature learning beyond linear models. Amongst those…

Machine Learning · Computer Science 2023-10-26 Joan Bruna , Loucas Pillaud-Vivien , Aaron Zweig

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

In stochastic gradient descent, especially for neural network training, there are currently dominating first order methods: not modeling local distance to minimum. This information required for optimal step size is provided by second order…

Machine Learning · Computer Science 2019-12-10 Jarek Duda

Minimizing empirical risk subject to a set of constraints can be a useful strategy for learning restricted classes of functions, such as monotonic functions, submodular functions, classifiers that guarantee a certain class label for some…

Machine Learning · Computer Science 2016-10-26 Andrew Cotter , Maya Gupta , Jan Pfeifer

With multiple iterations of updates, local statistical gradient descent (L-SGD) has been proven to be very effective in distributed machine learning schemes such as federated learning. In fact, many innovative works have shown that L-SGD…

Machine Learning · Computer Science 2023-05-29 Linxuan Pan , Shenghui Song

We analyze the dynamics of streaming stochastic gradient descent (SGD) in the high-dimensional limit when applied to generalized linear models and multi-index models (e.g. logistic regression, phase retrieval) with general data-covariance.…

Optimization and Control · Mathematics 2023-08-21 Elizabeth Collins-Woodfin , Courtney Paquette , Elliot Paquette , Inbar Seroussi

Stochastic gradient descent (SGD) is a cornerstone algorithm for high-dimensional optimization, renowned for its empirical successes. Recent theoretical advances have provided a deep understanding of how SGD enables feature learning in…

Machine Learning · Statistics 2026-02-23 Nived Rajaraman , Yanjun Han

Classes of target functions containing a large number of approximately orthogonal elements are known to be hard to learn by the Statistical Query algorithms. Recently this classical fact re-emerged in a theory of gradient-based optimization…

Machine Learning · Computer Science 2024-08-30 Rustem Takhanov , Maxat Tezekbayev , Artur Pak , Arman Bolatov , Zhenisbek Assylbekov

We study the generalization properties of the popular stochastic optimization method known as stochastic gradient descent (SGD) for optimizing general non-convex loss functions. Our main contribution is providing upper bounds on the…

Machine Learning · Computer Science 2021-08-17 Gergely Neu , Gintare Karolina Dziugaite , Mahdi Haghifam , Daniel M. Roy

We study the dynamics of stochastic gradient descent (SGD) for a class of sequence models termed Sequence Single-Index (SSI) models, where the target depends on a single direction in input space applied to a sequence of tokens. This setting…

Machine Learning · Statistics 2025-11-13 Luca Arnaboldi , Bruno Loureiro , Ludovic Stephan , Florent Krzakala , Lenka Zdeborova

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