Related papers: Tight Generalization Error Bounds for Stochastic G…
Generalization is one of the most important problems in deep learning (DL). In the overparameterized regime in neural networks, there exist many low-loss solutions that fit the training data equally well. The key question is which solution…
Stochastic gradient descent with momentum (SGDM) is one of the most widely used optimization algorithms in machine learning. While optimization properties of SGDM have been extensively studied in the literature, it remains insufficiently…
Stochastic gradient descent (SGD) with stochastic momentum is popular in nonconvex stochastic optimization and particularly for the training of deep neural networks. In standard SGD, parameters are updated by improving along the path of the…
Stochastic Gradient Descent (SGD) and its Ruppert-Polyak averaged variant (ASGD) lie at the heart of modern large-scale learning, yet their theoretical properties in high-dimensional settings are rarely understood. In this paper, we provide…
We study generalization properties of random features (RF) regression in high dimensions optimized by stochastic gradient descent (SGD) in under-/over-parameterized regime. In this work, we derive precise non-asymptotic error bounds of RF…
Structured non-convex learning problems, for which critical points have favorable statistical properties, arise frequently in statistical machine learning. Algorithmic convergence and statistical estimation rates are well-understood for…
Stochastic differential equations (SDEs) have been shown recently to characterize well the dynamics of training machine learning models with SGD. When the generalization error of the SDE approximation closely aligns with that of SGD in…
Stochastic Gradient Descent (SGD) is a fundamental algorithm in machine learning, representing the optimization backbone for training several classic models, from regression to neural networks. Given the recent practical focus on…
We study the training and generalization of deep neural networks (DNNs) in the over-parameterized regime, where the network width (i.e., number of hidden nodes per layer) is much larger than the number of training data points. We show that,…
Stochastic Gradient Descent (SGD) is a known stochastic iterative method popular for large-scale convex optimization problems due to its simple implementation and scalability. Some objectives, such as those found in complex-valued neural…
We consider linear prediction with a convex Lipschitz loss, or more generally, stochastic convex optimization problems of generalized linear form, i.e.~where each instantaneous loss is a scalar convex function of a linear function. We show…
Many modern learning tasks involve fitting nonlinear models to data which are trained in an overparameterized regime where the parameters of the model exceed the size of the training dataset. Due to this overparameterization, the training…
Normalized gradient descent has shown substantial success in speeding up the convergence of exponentially-tailed loss functions (which includes exponential and logistic losses) on linear classifiers with separable data. In this paper, we go…
Stochastic Gradient Langevin Dynamics (SGLD) is a popular variant of Stochastic Gradient Descent, where properly scaled isotropic Gaussian noise is added to an unbiased estimate of the gradient at each iteration. This modest change allows…
We introduce a general framework for nonlinear stochastic gradient descent (SGD) for the scenarios when gradient noise exhibits heavy tails. The proposed framework subsumes several popular nonlinearity choices, like clipped, normalized,…
While stochastic gradient descent (SGD) and variants have been surprisingly successful for training deep nets, several aspects of the optimization dynamics and generalization are still not well understood. In this paper, we present new…
In this paper, we consider a general stochastic optimization problem which is often at the core of supervised learning, such as deep learning and linear classification. We consider a standard stochastic gradient descent (SGD) method with a…
Stochastic Gradient Descent (SGD) is a cornerstone of large-scale optimization, yet its theoretical behavior under heavy-tailed noise -- common in modern machine learning and reinforcement learning -- remains poorly understood. In this…
Stochastic gradient descent (SGD) is a simple and popular method to solve stochastic optimization problems which arise in machine learning. For strongly convex problems, its convergence rate was known to be O(\log(T)/T), by running SGD for…
We analyze (stochastic) gradient descent (SGD) with delayed updates on smooth quasi-convex and non-convex functions and derive concise, non-asymptotic, convergence rates. We show that the rate of convergence in all cases consists of two…