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Variance reduction (VR) methods employ stochastic gradients with decreasing variance, and they have been widely applied to solve large-scale optimization problems in machine learning because of their efficiency. Existing theoretical studies…

Machine Learning · Computer Science 2026-05-28 Yunwen Lei , Zimeng Wang , Xiaoming Yuan

Stochastic gradient descent (SGD) method is popular for solving non-convex optimization problems in machine learning. This work investigates SGD from a viewpoint of graduated optimization, which is a widely applied approach for non-convex…

Optimization and Control · Mathematics 2023-08-15 Da Li , Jingjing Wu , Qingrun Zhang

Recent studies showed that the generalization of neural networks is correlated with the sharpness of the loss landscape, and flat minima suggests a better generalization ability than sharp minima. In this paper, we propose a novel method…

Machine Learning · Computer Science 2024-05-24 Yuyan Zhou , Ye Li , Lei Feng , Sheng-Jun Huang

We characterize the effectiveness of Sharpness-aware minimization (SAM) under machine unlearning scheme, where unlearning forget signals interferes with learning retain signals. While previous work prove that SAM improves generalization…

Machine Learning · Computer Science 2026-03-10 Haoran Tang , Rajiv Khanna

Learning in Deep Neural Networks (DNN) takes place by minimizing a non-convex high-dimensional loss function, typically by a stochastic gradient descent (SGD) strategy. The learning process is observed to be able to find good minimizers…

Machine Learning · Computer Science 2020-03-12 Carlo Baldassi , Fabrizio Pittorino , Riccardo Zecchina

The article discusses distributed gradient-descent algorithms for computing local and global minima in nonconvex optimization. For local optimization, we focus on distributed stochastic gradient descent (D-SGD)--a simple network-based…

Optimization and Control · Mathematics 2020-09-17 Brian Swenson , Soummya Kar , H. Vincent Poor , José M. F. Moura , Aaron Jaech

Optimization problem, which is aimed at finding the global minimal value of a given cost function, is one of the central problem in science and engineering. Various numerical methods have been proposed to solve this problem, among which the…

Optimization and Control · Mathematics 2022-10-07 Shaojun Dong , Fengyu Le , Meng Zhang , Si-Jing Tao , Chao Wang , Yong-Jian Han , Guo-Ping Guo

Recently there are a considerable amount of work devoted to the study of the algorithmic stability and generalization for stochastic gradient descent (SGD). However, the existing stability analysis requires to impose restrictive assumptions…

Machine Learning · Computer Science 2020-06-16 Yunwen Lei , Yiming Ying

Many machine learning and data science tasks require solving non-convex optimization problems. When the loss function is a sum of multiple terms, a popular method is the stochastic gradient descent. Viewed as a process for sampling the loss…

Machine Learning · Computer Science 2021-09-10 Jing An , Lexing Ying

We study online convex optimization under stochastic sub-gradient observation faults, where we introduce adaptive algorithms with minimax optimal regret guarantees. We specifically study scenarios where our sub-gradient observations can be…

Machine Learning · Computer Science 2019-04-23 Hakan Gokcesu , Suleyman S. Kozat

We study problem-dependent rates, i.e., generalization errors that scale near-optimally with the variance, the effective loss, or the gradient norms evaluated at the "best hypothesis." We introduce a principled framework dubbed "uniform…

Machine Learning · Statistics 2020-12-25 Yunbei Xu , Assaf Zeevi

Gradient descent (GD) and stochastic gradient descent (SGD) are the workhorses of large-scale machine learning. While classical theory focused on analyzing the performance of these methods in convex optimization problems, the most notable…

Machine Learning · Computer Science 2019-09-05 Chi Jin , Praneeth Netrapalli , Rong Ge , Sham M. Kakade , Michael I. Jordan

In recent years, nonconvex minimax problems have attracted significant attention due to their broad applications in machine learning, including generative adversarial networks, robust optimization and adversarial training. Most existing…

Optimization and Control · Mathematics 2026-03-06 Yan Gao , Yongchao Liu

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 work, we analyze the global convergence property of coordinate gradient descent with random choice of coordinates and stepsizes for non-convex optimization problems. Under generic assumptions, we prove that the algorithm iterate…

Optimization and Control · Mathematics 2022-12-01 Ziang Chen , Yingzhou Li , Jianfeng Lu

The classical statistical learning theory implies that fitting too many parameters leads to overfitting and poor performance. That modern deep neural networks generalize well despite a large number of parameters contradicts this finding and…

Machine Learning · Statistics 2022-10-18 Masaaki Imaizumi , Johannes Schmidt-Hieber

We present a unified theorem for the convergence analysis of stochastic gradient algorithms for minimizing a smooth and convex loss plus a convex regularizer. We do this by extending the unified analysis of Gorbunov, Hanzely \& Richt\'arik…

Machine Learning · Computer Science 2020-06-23 Ahmed Khaled , Othmane Sebbouh , Nicolas Loizou , Robert M. Gower , Peter Richtárik

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…

Machine Learning · Computer Science 2019-12-16 Yunwen Lei , Ting Hu , Guiying Li , Ke Tang

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…

Machine Learning · Computer Science 2022-11-01 Idan Amir , Roi Livni , Nathan Srebro

A recent line of research has shown that gradient-based algorithms with random initialization can converge to the global minima of the training loss for over-parameterized (i.e., sufficiently wide) deep neural networks. However, the…

Machine Learning · Computer Science 2019-06-12 Difan Zou , Quanquan Gu
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