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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…
Stochastic gradient descent (SGD) is a popular and efficient method with wide applications in training deep neural nets and other nonconvex models. While the behavior of SGD is well understood in the convex learning setting, the existing…
The problem of learning single index and multi index models has gained significant interest as a fundamental task in high-dimensional statistics. Many recent works have analysed gradient-based methods, particularly in the setting of…
Stochastic Gradient Descent (SGD) is the workhorse algorithm of deep learning technology. At each step of the training phase, a mini batch of samples is drawn from the training dataset and the weights of the neural network are adjusted…
Introducing noise in the training of machine learning systems is a powerful way to protect individual privacy via differential privacy guarantees, but comes at a cost to utility. This work looks at whether the inherent randomness of…
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…
Asynchronous stochastic gradient descent (ASGD) is a standard way to exploit heterogeneous compute resources in distributed learning: instead of forcing fast workers to wait for slow ones, the server updates the model whenever a gradient…
Stochastic Gradient Descent (SGD) based training of neural networks with a large learning rate or a small batch-size typically ends in well-generalizing, flat regions of the weight space, as indicated by small eigenvalues of the Hessian of…
Autoencoders are the simplest neural network for unsupervised learning, and thus an ideal framework for studying feature learning. While a detailed understanding of the dynamics of linear autoencoders has recently been obtained, the study…
We perform an experimental study of the dynamics of Stochastic Gradient Descent (SGD) in learning deep neural networks for several real and synthetic classification tasks. We show that in the initial epochs, almost all of the performance…
We study the problem of learning a single neuron $\mathbf{x}\mapsto \sigma(\mathbf{w}^T\mathbf{x})$ with gradient descent (GD). All the existing positive results are limited to the case where $\sigma$ is monotonic. However, it is recently…
Diffusion Probabilistic Models (DPMs) have achieved strong generative performance, yet their inductive biases remain largely implicit. In this work, we aim to build inductive biases into the training and sampling of diffusion models to…
We consider a variant of the stochastic gradient descent (SGD) with a random learning rate and reveal its convergence properties. SGD is a widely used stochastic optimization algorithm in machine learning, especially deep learning. Numerous…
Inverse problems are paramount in Science and Engineering. In this paper, we consider the setup of Statistical Inverse Problem (SIP) and demonstrate how Stochastic Gradient Descent (SGD) algorithms can be used in the linear SIP setting. We…
We investigate the stationary (late-time) training regime of single- and two-layer underparameterized linear neural networks within the continuum limit of stochastic gradient descent (SGD) for synthetic Gaussian data. In the case of a…
Like many optimization algorithms, Stochastic Variational Inference (SVI) is sensitive to the choice of the learning rate. If the learning rate is too small, the optimization process may be slow, and the algorithm might get stuck in local…
We study the Stochastic Gradient Descent (SGD) algorithm in nonparametric statistics: kernel regression in particular. The directional bias property of SGD, which is known in the linear regression setting, is generalized to the kernel…
The performance of stochastic gradient descent (SGD) depends critically on how learning rates are tuned and decreased over time. We propose a method to automatically adjust multiple learning rates so as to minimize the expected error at any…
Several variants of stochastic gradient descent (SGD) have been proposed to improve the learning effectiveness and efficiency when training deep neural networks, among which some recent influential attempts would like to adaptively control…
In this work, we theoretically investigate the generalization properties of neural networks (NN) trained by stochastic gradient descent (SGD) algorithm with large learning rates. Under such a training regime, our finding is that, the…