Related papers: Convergence Dynamics of Over-Parameterized Score M…
Deep neural networks (DNNs) have demonstrated dominating performance in many fields; since AlexNet, networks used in practice are going wider and deeper. On the theoretical side, a long line of works has been focusing on training neural…
We identify and formalize a fundamental gradient descent phenomenon resulting in a learning proclivity in over-parameterized neural networks. Gradient Starvation arises when cross-entropy loss is minimized by capturing only a subset of…
Neural networks trained via gradient descent with random initialization and without any regularization enjoy good generalization performance in practice despite being highly overparametrized. A promising direction to explain this phenomenon…
Score-based model research in the last few years has produced state of the art generative models by employing Gaussian denoising score-matching (DSM). However, the Gaussian noise assumption has several high-dimensional limitations,…
Score-based generative models (SGMs) have emerged as one of the most popular classes of generative models. A substantial body of work now exists on the analysis of SGMs, focusing either on discretization aspects or on their statistical…
Graphical models are widely used to model stochastic dependences among large collections of variables. We introduce a new method of estimating undirected conditional independence graphs based on the score matching loss, introduced by…
Under mild assumptions stochastic gradient methods asymptotically achieve an optimal rate of convergence if the arithmetic mean of all iterates is returned as an approximate optimal solution. However, in the absence of stochastic noise, the…
Stochastic gradient descent (SGD) is a popular algorithm for optimization problems arising in high-dimensional inference tasks. Here one produces an estimator of an unknown parameter from independent samples of data by iteratively…
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…
Finding parameters that minimise a loss function is at the core of many machine learning methods. The Stochastic Gradient Descent algorithm is widely used and delivers state of the art results for many problems. Nonetheless, Stochastic…
Most modern learning problems are highly overparameterized, meaning that there are many more parameters than the number of training data points, and as a result, the training loss may have infinitely many global minima (parameter vectors…
We study the generalization error of randomized learning algorithms -- focusing on stochastic gradient descent (SGD) -- using a novel combination of PAC-Bayes and algorithmic stability. Importantly, our generalization bounds hold for all…
Gradient-based iterative optimization methods are the workhorse of modern machine learning. They crucially rely on careful tuning of parameters like learning rate and momentum. However, one typically sets them using heuristic approaches…
We study a continuous-time approximation of the stochastic gradient descent process for minimizing the population expected loss in learning problems. The main results establish general sufficient conditions for the convergence, extending…
We study the generalization performance of gradient methods in the fundamental stochastic convex optimization setting, focusing on its dimension dependence. First, for full-batch gradient descent (GD) we give a construction of a learning…
Score matching is an approach to learning probability distributions parametrized up to a constant of proportionality (e.g. Energy-Based Models). The idea is to fit the score of the distribution, rather than the likelihood, thus avoiding the…
In machine learning, the scaling law describes how the model performance improves with the model and data size scaling up. From a learning theory perspective, this class of results establishes upper and lower generalization bounds for a…
For strongly convex objectives that are smooth, the classical theory of gradient descent ensures linear convergence relative to the number of gradient evaluations. An analogous nonsmooth theory is challenging. Even when the objective is…
Many statistical $M$-estimators are based on convex optimization problems formed by the combination of a data-dependent loss function with a norm-based regularizer. We analyze the convergence rates of projected gradient and composite…
Modern neural networks are typically trained in an over-parameterized regime where the parameters of the model far exceed the size of the training data. Such neural networks in principle have the capacity to (over)fit any set of labels…