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Related papers: Adaptive Heavy-Tailed Stochastic Gradient Descent

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Stochastic gradient descent (SGD) and its variants enable modern artificial intelligence. However, theoretical understanding lags far behind their empirical success. It is widely believed that SGD has a curious ability to avoid sharp local…

Machine Learning · Computer Science 2025-10-27 Xingyu Wang , Chang-Han Rhee

While stochastic gradient descent (SGD) is still the \emph{de facto} algorithm in deep learning, adaptive methods like Clipped SGD/Adam have been observed to outperform SGD across important tasks, such as attention models. The settings…

Optimization and Control · Mathematics 2020-10-26 Jingzhao Zhang , Sai Praneeth Karimireddy , Andreas Veit , Seungyeon Kim , Sashank J Reddi , Sanjiv Kumar , Suvrit Sra

Heavy-tailed noise in nonconvex stochastic optimization has garnered increasing research interest, as empirical studies, including those on training attention models, suggest it is a more realistic gradient noise condition. This paper…

Optimization and Control · Mathematics 2026-04-17 Shuhua Yu , Dusan Jakovetic , Soummya Kar

Training deep neural network is a high dimensional and a highly non-convex optimization problem. Stochastic gradient descent (SGD) algorithm and it's variations are the current state-of-the-art solvers for this task. However, due to…

Machine Learning · Computer Science 2017-01-17 Xi He , Dheevatsa Mudigere , Mikhail Smelyanskiy , Martin Takáč

Understanding the generalization properties of optimization algorithms under heavy-tailed noise has gained growing attention. However, the existing theoretical results mainly focus on stochastic gradient descent (SGD) and the analysis of…

Recent studies have shown that heavy tails can emerge in stochastic optimization and that the heaviness of the tails have links to the generalization error. While these studies have shed light on interesting aspects of the generalization…

Machine Learning · Statistics 2023-02-14 Anant Raj , Melih Barsbey , Mert Gürbüzbalaban , Lingjiong Zhu , Umut Şimşekli

The empirical evidence indicates that stochastic optimization with heavy-tailed gradient noise is more appropriate to characterize the training of machine learning models than that with standard bounded gradient variance noise. Most…

Machine Learning · Computer Science 2026-01-28 Hongxu Chen , Ke Wei , Xiaoming Yuan , Luo Luo

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

Although stochastic optimization is central to modern machine learning, the precise mechanisms underlying its success, and in particular, the precise role of the stochasticity, still remain unclear. Modelling stochastic optimization…

Machine Learning · Statistics 2020-06-12 Liam Hodgkinson , Michael W. Mahoney

Many tasks in modern machine learning are observed to involve heavy-tailed gradient noise during the optimization process. To manage this realistic and challenging setting, new mechanisms, such as gradient clipping and gradient…

Optimization and Control · Mathematics 2026-05-19 Zijian Liu

In this paper, we propose a new accelerated stochastic first-order method called clipped-SSTM for smooth convex stochastic optimization with heavy-tailed distributed noise in stochastic gradients and derive the first high-probability…

Optimization and Control · Mathematics 2020-10-26 Eduard Gorbunov , Marina Danilova , Alexander Gasnikov

Recent empirical evidence indicates that many machine learning applications involve heavy-tailed gradient noise, which challenges the standard assumptions of bounded variance in stochastic optimization. Gradient clipping has emerged as a…

Optimization and Control · Mathematics 2025-07-10 Florian Hübler , Ilyas Fatkhullin , Niao He

It has repeatedly been observed that loss minimization by stochastic gradient descent (SGD) leads to heavy-tailed distributions of neural network parameters. Here, we analyze a continuous diffusion approximation of SGD, called homogenized…

Machine Learning · Statistics 2024-02-05 Zhe Jiao , Martin Keller-Ressel

Stochastic gradient descent (SGD) has been widely used in machine learning due to its computational efficiency and favorable generalization properties. Recently, it has been empirically demonstrated that the gradient noise in several deep…

Machine Learning · Statistics 2019-06-24 Thanh Huy Nguyen , Umut Şimşekli , Mert Gürbüzbalaban , Gaël Richard

Stochastic gradient descent (SGD) is a standard optimization method to minimize a training error with respect to network parameters in modern neural network learning. However, it typically suffers from proliferation of saddle points in the…

Machine Learning · Computer Science 2017-11-23 Haiping Huang , Taro Toyoizumi

In recent years, various notions of capacity and complexity have been proposed for characterizing the generalization properties of stochastic gradient descent (SGD) in deep learning. Some of the popular notions that correlate well with the…

Optimization and Control · Mathematics 2021-06-15 Mert Gurbuzbalaban , Umut Şimşekli , Lingjiong Zhu

Neural network compression has been an increasingly important subject, not only due to its practical relevance, but also due to its theoretical implications, as there is an explicit connection between compressibility and generalization…

Machine Learning · Statistics 2024-02-13 Yijun Wan , Melih Barsbey , Abdellatif Zaidi , Umut Simsekli

Heavy-tailed noise is pervasive in modern machine learning applications, arising from data heterogeneity, outliers, and non-stationary stochastic environments. While second-order methods can significantly accelerate convergence in…

Optimization and Control · Mathematics 2025-10-14 Abdurakhmon Sadiev , Peter Richtárik , Ilyas Fatkhullin

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…

Disordered Systems and Neural Networks · Physics 2022-09-07 Francesca Mignacco , Pierfrancesco Urbani

It is not clear yet why ADAM-alike adaptive gradient algorithms suffer from worse generalization performance than SGD despite their faster training speed. This work aims to provide understandings on this generalization gap by analyzing…

Machine Learning · Computer Science 2021-11-30 Pan Zhou , Jiashi Feng , Chao Ma , Caiming Xiong , Steven Hoi , Weinan E
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