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This work focuses on the behavior of stochastic gradient descent (SGD) in solving least-squares regression with physics-informed neural networks (PINNs). Past work on this topic has been based on the over-parameterization regime, whose…

Machine Learning · Computer Science 2025-07-23 Zhihan Zeng , Yiqi Gu

Stochastic gradient descent (SGD) is one of the most popular algorithms in modern machine learning. The noise encountered in these applications is different from that in many theoretical analyses of stochastic gradient algorithms. In this…

Machine Learning · Statistics 2021-09-16 Stephan Wojtowytsch

A new approach in stochastic optimization via the use of stochastic gradient Langevin dynamics (SGLD) algorithms, which is a variant of stochastic gradient decent (SGD) methods, allows us to efficiently approximate global minimizers of…

Portfolio Management · Quantitative Finance 2020-07-06 Sotirios Sabanis , Ying Zhang

The generalization mystery of overparametrized deep nets has motivated efforts to understand how gradient descent (GD) converges to low-loss solutions that generalize well. Real-life neural networks are initialized from small random values…

Machine Learning · Computer Science 2021-11-10 Kaifeng Lyu , Zhiyuan Li , Runzhe Wang , Sanjeev Arora

We present an approach for efficiently training Gaussian Mixture Model (GMM) by Stochastic Gradient Descent (SGD) with non-stationary, high-dimensional streaming data. Our training scheme does not require data-driven parameter…

Machine Learning · Computer Science 2021-07-05 Alexander Gepperth , Benedikt Pfülb

Distributed Deep Learning (DDL) is essential for large-scale Deep Learning (DL) training. Synchronous Stochastic Gradient Descent (SSGD) 1 is the de facto DDL optimization method. Using a sufficiently large batch size is critical to…

Machine Learning · Computer Science 2021-12-03 Wei Zhang , Mingrui Liu , Yu Feng , Xiaodong Cui , Brian Kingsbury , Yuhai Tu

We study the problem of how to distribute the training of large-scale deep learning models in the parallel computing environment. We propose a new distributed stochastic optimization method called Elastic Averaging SGD (EASGD). We analyze…

Machine Learning · Computer Science 2016-05-10 Sixin Zhang

Sampling from an unnormalized target distribution is an essential problem with many applications in probabilistic inference. Stein Variational Gradient Descent (SVGD) has been shown to be a powerful method that iteratively updates a set of…

Machine Learning · Computer Science 2023-02-13 Hoang Phan , Ngoc Tran , Trung Le , Toan Tran , Nhat Ho , Dinh Phung

The use of low-bit quantization has emerged as an indispensable technique for enabling the efficient training of large-scale models. Despite its widespread empirical success, a rigorous theoretical understanding of its impact on learning…

Machine Learning · Statistics 2026-02-17 Dechen Zhang , Junwei Su , Difan Zou

Understanding the behavior of stochastic gradient descent (SGD) in the context of deep neural networks has raised lots of concerns recently. Along this line, we study a general form of gradient based optimization dynamics with unbiased…

Machine Learning · Statistics 2019-06-11 Zhanxing Zhu , Jingfeng Wu , Bing Yu , Lei Wu , Jinwen Ma

The representation of functions by artificial neural networks depends on a large number of parameters in a non-linear fashion. Suitable parameters of these are found by minimizing a 'loss functional', typically by stochastic gradient…

Machine Learning · Computer Science 2021-09-16 Stephan Wojtowytsch

In this paper, we provide the first precise distributional characterization of gradient descent iterates for general multi-layer neural networks under the canonical single-index regression model, in the `finite-width proportional regime'…

Machine Learning · Computer Science 2025-05-09 Qiyang Han , Masaaki Imaizumi

We discover restrained numerical instabilities in current training practices of deep networks with stochastic gradient descent (SGD), and its variants. We show numerical error (on the order of the smallest floating point bit and thus the…

Machine Learning · Computer Science 2024-06-13 Yuxin Sun , Dong Lao , Ganesh Sundaramoorthi , Anthony Yezzi

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

We study nonparametric regression by an over-parameterized two-layer neural network trained by gradient descent (GD) in this paper. We show that, if the neural network is trained by GD with early stopping, then the trained network renders a…

Machine Learning · Statistics 2025-11-07 Yingzhen Yang , Ping Li

We study statistical inverse learning in the context of nonlinear inverse problems under random design. Specifically, we address a class of nonlinear problems by employing gradient descent (GD) and stochastic gradient descent (SGD) with…

Machine Learning · Statistics 2024-12-24 Abhishake , Nicole Mücke , Tapio Helin

Stochastic Gradient Descent (SGD) stands as a cornerstone optimization algorithm with proven real-world empirical successes but relatively limited theoretical understanding. Recent research has illuminated a key factor contributing to its…

Machine Learning · Computer Science 2024-01-24 Gregory Dexter , Borja Ocejo , Sathiya Keerthi , Aman Gupta , Ayan Acharya , Rajiv Khanna

We present Re-weighted Gradient Descent (RGD), a novel optimization technique that improves the performance of deep neural networks through dynamic sample re-weighting. Leveraging insights from distributionally robust optimization (DRO)…

Machine Learning · Computer Science 2024-10-15 Ramnath Kumar , Kushal Majmundar , Dheeraj Nagaraj , Arun Sai Suggala

Stochastic Gradient Descent (SGD) and its variants are the most used algorithms in machine learning applications. In particular, SGD with adaptive learning rates and momentum is the industry standard to train deep networks. Despite the…

Machine Learning · Statistics 2020-07-29 Xiaoyu Li , Francesco Orabona

Distribution system state estimation (DSSE) is a core task for monitoring and control of distribution networks. Widely used algorithms such as Gauss-Netwon perform poorly with the limited number of measurements typically available for DSSE,…

Signal Processing · Electrical Eng. & Systems 2019-03-26 Ahmed S. Zamzam , Xiao Fu , Nicholas D. Sidiropoulos