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We analyze the sample complexity of full-batch Gradient Descent (GD) in the setup of non-smooth Stochastic Convex Optimization. We show that the generalization error of GD, with common choice of hyper-parameters, can be $\tilde \Theta(d/m +…

Machine Learning · Computer Science 2024-04-12 Roi Livni

In previous literature, backward error analysis was used to find ordinary differential equations (ODEs) approximating the gradient descent trajectory. It was found that finite step sizes implicitly regularize solutions because terms…

Machine Learning · Computer Science 2024-06-18 Matias D. Cattaneo , Jason M. Klusowski , Boris Shigida

A number of competing hypotheses have been proposed to explain why small-batch Stochastic Gradient Descent (SGD)leads to improved generalization over the full-batch regime, with recent work crediting the implicit regularization of various…

Machine Learning · Computer Science 2022-11-30 Zachary Novack , Simran Kaur , Tanya Marwah , Saurabh Garg , Zachary C. Lipton

Data augmentation is used in machine learning to make the classifier invariant to label-preserving transformations. Usually this invariance is only encouraged implicitly by including a single augmented input during training. However,…

Machine Learning · Computer Science 2022-03-08 Aleksander Botev , Matthias Bauer , Soham De

Double descent refers to the phase transition that is exhibited by the generalization error of unregularized learning models when varying the ratio between the number of parameters and the number of training samples. The recent success of…

Machine Learning · Computer Science 2020-06-19 Michał Dereziński , Feynman Liang , Michael W. Mahoney

We study implicit regularization when optimizing an underdetermined quadratic objective over a matrix $X$ with gradient descent on a factorization of $X$. We conjecture and provide empirical and theoretical evidence that with small enough…

Machine Learning · Statistics 2017-05-26 Suriya Gunasekar , Blake Woodworth , Srinadh Bhojanapalli , Behnam Neyshabur , Nathan Srebro

Excessive computational cost for learning large data and streaming data can be alleviated by using stochastic algorithms, such as stochastic gradient descent and its variants. Recent advances improve stochastic algorithms on convergence…

Machine Learning · Statistics 2019-09-24 Shih-Kang Chao , Guang Cheng

Stochastic Gradient Descent (SGD) is one of the simplest and most popular stochastic optimization methods. While it has already been theoretically studied for decades, the classical analysis usually required non-trivial smoothness…

Machine Learning · Computer Science 2013-01-01 Ohad Shamir , Tong Zhang

We establish an equivalence between the $\ell_2$-regularized solution path for a convex loss function, and the solution of an ordinary differentiable equation (ODE). Importantly, this equivalence reveals that the solution path can be viewed…

Machine Learning · Statistics 2021-07-08 Yunzhang Zhu , Renxiong Liu

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 provide a statistical analysis of regularization-based continual learning on a sequence of linear regression tasks, with emphasis on how different regularization terms affect the model performance. We first derive the convergence rate…

Machine Learning · Computer Science 2024-06-11 Xuyang Zhao , Huiyuan Wang , Weiran Huang , Wei Lin

Explaining the generalization characteristics of deep learning is an emerging topic in advanced machine learning. There are several unanswered questions about how learning under stochastic optimization really works and why certain…

Machine Learning · Computer Science 2022-04-01 Mahdi S. Hosseini , Mathieu Tuli , Konstantinos N. Plataniotis

It is important to understand how dropout, a popular regularization method, aids in achieving a good generalization solution during neural network training. In this work, we present a theoretical derivation of an implicit regularization of…

Machine Learning · Computer Science 2023-04-11 Zhongwang Zhang , Zhi-Qin John Xu

Gradient Descent (GD) is a powerful workhorse of modern machine learning thanks to its scalability and efficiency in high-dimensional spaces. Its ability to find local minimisers is only guaranteed for losses with Lipschitz gradients, where…

Machine Learning · Computer Science 2023-07-27 Lei Chen , Joan Bruna

Attention mechanisms have revolutionized several domains of artificial intelligence, such as natural language processing and computer vision, by enabling models to selectively focus on relevant parts of the input data. While recent work has…

Machine Learning · Computer Science 2026-02-03 Addison Kristanto Julistiono , Davoud Ataee Tarzanagh , Navid Azizan

Regularized discrete optimal transport (OT) is a powerful tool to measure the distance between two discrete distributions that have been constructed from data samples on two different domains. While it has a wide range of applications in…

Machine Learning · Computer Science 2023-03-15 Yasutoshi Ida , Sekitoshi Kanai , Kazuki Adachi , Atsutoshi Kumagai , Yasuhiro Fujiwara

How to find flat minima? We propose running normalized gradient descent, usually reserved for nonsmooth optimization, with sufficiently slowly diminishing step sizes. This induces implicit regularization towards flat minima if an…

Optimization and Control · Mathematics 2026-02-10 Cédric Josz

Generalization error bounds for deep neural networks trained by stochastic gradient descent (SGD) are derived by combining a dynamical control of an appropriate parameter norm and the Rademacher complexity estimate based on parameter norms.…

Machine Learning · Computer Science 2023-05-30 Mingze Wang , Chao Ma

Gradient descent (GD) is a collection of continuous optimization methods that have achieved immeasurable success in practice. Owing to data science applications, GD with diminishing step sizes has become a prominent variant. While this…

Optimization and Control · Mathematics 2023-06-27 Vivak Patel , Albert S. Berahas

This paper is concerned with goal-oriented a posteriori error estimation for nonlinear functionals in the context of nonlinear variational problems solved with continuous Galerkin finite element discretizations. A two-level, or discrete,…

Computational Engineering, Finance, and Science · Computer Science 2025-01-10 Brian N. Granzow , D. Thomas Seidl , Stephen D. Bond