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Machine learning has made tremendous progress in recent years, with models matching or even surpassing humans on a series of specialized tasks. One key element behind the progress of machine learning in recent years has been the ability to…

Machine Learning · Computer Science 2020-06-30 Giorgi Nadiradze , Ilia Markov , Bapi Chatterjee , Vyacheslav Kungurtsev , Dan Alistarh

Despite the superior empirical success of deep meta-learning, theoretical understanding of overparameterized meta-learning is still limited. This paper studies the generalization of a widely used meta-learning approach, Model-Agnostic…

Machine Learning · Computer Science 2022-06-22 Yu Huang , Yingbin Liang , Longbo Huang

We consider distributed learning using constant stepsize SGD (DSGD) over several devices, each sending a final model update to a central server. In a final step, the local estimates are aggregated. We prove in the setting of…

Machine Learning · Statistics 2022-10-24 Mike Nguyen , Charly Kirst , Nicole Mücke

Using gradient descent (GD) with fixed or decaying step-size is a standard practice in unconstrained optimization problems. However, when the loss function is only locally convex, such a step-size schedule artificially slows GD down as it…

Machine Learning · Statistics 2023-02-03 Nhat Ho , Tongzheng Ren , Sujay Sanghavi , Purnamrita Sarkar , Rachel Ward

The performance of deep learning models is critically dependent on sophisticated optimization strategies. While existing optimizers have shown promising results, many rely on first-order Exponential Moving Average (EMA) techniques, which…

Computer Vision and Pattern Recognition · Computer Science 2024-12-10 Roi Peleg , Yair Smadar , Teddy Lazebnik , Assaf Hoogi

We study epidemic processes using a metapopulation approach on the line featuring random transport rates between arbitrarily distant sites. An average transport network is found using a recently developed variant of the effective medium…

Physics and Society · Physics 2018-10-17 Flavio Iannelli , Igor M. Sokolov , Felix Thiel

An exponentially weighted moving model (EWMM) for a vector time series fits a new data model each time period, based on an exponentially fading loss function on past observed data. The well known and widely used exponentially weighted…

Computation · Statistics 2024-04-25 Eric Luxenberg , Stephen Boyd

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

Distributed stochastic optimization algorithms can simultaneously process large-scale datasets, significantly accelerating model training. However, their effectiveness is often hindered by the sparsity of distributed networks and data…

Machine Learning · Computer Science 2025-02-14 Yuchen Hu , Xi Chen , Weidong Liu , Xiaojun Mao

The Exponential Moving Average (EMA) is a cornerstone of widely used optimizers such as Adam. However, existing theoretical analyses of Adam-style methods have notable limitations: their guarantees can remain suboptimal in the zero-noise…

Machine Learning · Computer Science 2026-04-17 Ganzhao Yuan

Understanding the algorithmic bias of \emph{stochastic gradient descent} (SGD) is one of the key challenges in modern machine learning and deep learning theory. Most of the existing works, however, focus on \emph{very small or even…

Machine Learning · Computer Science 2021-03-30 Jingfeng Wu , Difan Zou , Vladimir Braverman , Quanquan Gu

The classical convergence analysis of SGD is carried out under the assumption that the norm of the stochastic gradient is uniformly bounded. While this might hold for some loss functions, it is violated for cases where the objective…

Optimization and Control · Mathematics 2019-11-12 Lam M. Nguyen , Phuong Ha Nguyen , Peter Richtárik , Katya Scheinberg , Martin Takáč , Marten van Dijk

Stochastic gradient descent (SGD) has been shown to generalize well in many deep learning applications. In practice, one often runs SGD with a geometrically decaying stepsize, i.e., a constant initial stepsize followed by multiple geometric…

Machine Learning · Computer Science 2022-07-12 Jingfeng Wu , Difan Zou , Vladimir Braverman , Quanquan Gu , Sham M. Kakade

A standard introduction to online learning might place Online Gradient Descent at its center and then proceed to develop generalizations and extensions like Online Mirror Descent and second-order methods. Here we explore the alternative…

Machine Learning · Statistics 2021-08-31 Dirk van der Hoeven , Tim van Erven , Wojciech Kotłowski

Stochastic gradient descent plays a fundamental role in nearly all applications of deep learning. However its ability to converge to a global minimum remains shrouded in mystery. In this paper we propose to study the behavior of the loss…

Machine Learning · Computer Science 2023-02-02 Mark Sandler , Andrey Zhmoginov , Max Vladymyrov , Nolan Miller

The Extreme Learning Machine (ELM) technique is a machine learning approach for constructing feed-forward neural networks with a single hidden layer and their models. The ELM model can be constructed while being trained by concurrently…

Optimization and Control · Mathematics 2024-01-30 Muideen Adegoke , Lateef O. Jolaoso , Mardiyyah Oduwole

We present a plug-in replacement for batch normalization (BN) called exponential moving average normalization (EMAN), which improves the performance of existing student-teacher based self- and semi-supervised learning techniques. Unlike the…

Machine Learning · Computer Science 2021-06-21 Zhaowei Cai , Avinash Ravichandran , Subhransu Maji , Charless Fowlkes , Zhuowen Tu , Stefano Soatto

The stochastic gradient descent (SGD) algorithm is widely used for parameter estimation, especially for huge data sets and online learning. While this recursive algorithm is popular for computation and memory efficiency, quantifying…

Machine Learning · Statistics 2021-06-23 Wanrong Zhu , Xi Chen , Wei Biao Wu

The stochastic mirror descent (SMD) algorithm is a general class of training algorithms, which includes the celebrated stochastic gradient descent (SGD), as a special case. It utilizes a mirror potential to influence the implicit bias of…

Machine Learning · Computer Science 2022-10-28 Taylan Kargin , Fariborz Salehi , Babak Hassibi

The stochastic gradient descent (SGD) optimization algorithm plays a central role in a series of machine learning applications. The scientific literature provides a vast amount of upper error bounds for the SGD method. Much less attention…

Numerical Analysis · Mathematics 2020-10-05 Arnulf Jentzen , Philippe von Wurstemberger