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Sparsity regularized loss minimization problems play an important role in various fields including machine learning, data mining, and modern statistics. Proximal gradient descent method and coordinate descent method are the most popular…

Machine Learning · Computer Science 2023-11-13 Runxue Bao , Bin Gu , Heng Huang

We study gradient descent (GD) with a constant stepsize for $\ell_2$-regularized logistic regression with linearly separable data. Classical theory suggests small stepsizes to ensure monotonic reduction of the optimization objective,…

Machine Learning · Statistics 2025-11-04 Jingfeng Wu , Pierre Marion , Peter Bartlett

Arguably the biggest challenge in applying neural networks is tuning the hyperparameters, in particular the learning rate. The sensitivity to the learning rate is due to the reliance on backpropagation to train the network. In this paper we…

Machine Learning · Statistics 2018-08-08 Francois Fagan , Garud Iyengar

We perform an experimental study of the dynamics of Stochastic Gradient Descent (SGD) in learning deep neural networks for several real and synthetic classification tasks. We show that in the initial epochs, almost all of the performance…

Machine Learning · Computer Science 2019-05-29 Preetum Nakkiran , Gal Kaplun , Dimitris Kalimeris , Tristan Yang , Benjamin L. Edelman , Fred Zhang , Boaz Barak

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…

Machine Learning · Statistics 2018-12-27 Lam M. Nguyen , Nam H. Nguyen , Dzung T. Phan , Jayant R. Kalagnanam , Katya Scheinberg

Low-rank matrix estimation is a canonical problem that finds numerous applications in signal processing, machine learning and imaging science. A popular approach in practice is to factorize the matrix into two compact low-rank factors, and…

Machine Learning · Computer Science 2021-06-16 Tian Tong , Cong Ma , Yuejie Chi

Recently, we proposed to transform the outputs of each hidden neuron in a multi-layer perceptron network to have zero output and zero slope on average, and use separate shortcut connections to model the linear dependencies instead. We…

Machine Learning · Computer Science 2013-03-12 Tommi Vatanen , Tapani Raiko , Harri Valpola , Yann LeCun

Gradient descent is an important class of iterative algorithms for minimizing convex functions. Classically, gradient descent has been a sequential and synchronous process. Distributed and asynchronous variants of gradient descent have been…

Optimization and Control · Mathematics 2014-12-02 Yun Kuen Cheung , Richard Cole

Implicit bias induced by gradient-based algorithms is essential to the generalization of overparameterized models, yet its mechanisms can be subtle. This work leverages the Normalized Steepest Descent} (NSD) framework to investigate how…

Machine Learning · Computer Science 2026-03-25 Shengping Xie , Zekun Wu , Quan Chen , Kaixu Tang

We establish the asymptotic implicit bias of gradient descent (GD) for generic non-homogeneous deep networks under exponential loss. Specifically, we characterize three key properties of GD iterates starting from a sufficiently small…

Machine Learning · Computer Science 2025-07-17 Yuhang Cai , Kangjie Zhou , Jingfeng Wu , Song Mei , Michael Lindsey , Peter L. Bartlett

Embedding parameterized optimization problems as layers into machine learning architectures serves as a powerful inductive bias. Training such architectures with stochastic gradient descent requires care, as degenerate derivatives of the…

Machine Learning · Computer Science 2024-12-16 Anselm Paulus , Georg Martius , Vít Musil

Second-order training methods have better convergence properties than gradient descent but are rarely used in practice for large-scale training due to their computational overhead. This can be viewed as a hardware limitation (imposed by…

Machine Learning · Computer Science 2024-05-24 Kaelan Donatella , Samuel Duffield , Maxwell Aifer , Denis Melanson , Gavin Crooks , Patrick J. Coles

Recent research has observed that in machine learning optimization, gradient descent (GD) often operates at the edge of stability (EoS) [Cohen, et al., 2021], where the stepsizes are set to be large, resulting in non-monotonic losses…

Machine Learning · Computer Science 2023-10-17 Jingfeng Wu , Vladimir Braverman , Jason D. Lee

Despite their overwhelming capacity to overfit, deep neural networks trained by specific optimization algorithms tend to generalize well to unseen data. Recently, researchers explained it by investigating the implicit regularization effect…

Machine Learning · Computer Science 2021-12-17 Bohan Wang , Qi Meng , Wei Chen , Tie-Yan Liu

One of the most important parts of Artificial Neural Networks is minimizing the loss functions which tells us how good or bad our model is. To minimize these losses we need to tune the weights and biases. Also to calculate the minimum value…

Machine Learning · Computer Science 2021-01-08 Kaustubh Yadav

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…

Machine Learning · Computer Science 2018-12-27 Samet Oymak , Mahdi Soltanolkotabi

Natural gradient descent is a principled method for adapting the parameters of a statistical model on-line using an underlying Riemannian parameter space to redefine the direction of steepest descent. The algorithm is examined via methods…

Disordered Systems and Neural Networks · Physics 2009-10-31 Magnus Rattray , David Saad

In this paper we investigate the generalization error of gradient descent (GD) applied to an $\ell_2$-regularized OLS objective function in the linear model. Based on our analysis we develop new methodology for computationally tractable and…

Statistics Theory · Mathematics 2026-01-27 Thomas Stark , Lukas Steinberger

The behavior of the gradient descent (GD) algorithm is analyzed for a deep neural network model with skip-connections. It is proved that in the over-parametrized regime, for a suitable initialization, with high probability GD can find a…

Machine Learning · Computer Science 2019-04-16 Weinan E , Chao Ma , Qingcan Wang , Lei Wu

A major challenge in training large-scale machine learning models is configuring the training process to maximize model performance, i.e., finding the best training setup from a vast design space. In this work, we unlock a gradient-based…

Machine Learning · Statistics 2025-03-19 Logan Engstrom , Andrew Ilyas , Benjamin Chen , Axel Feldmann , William Moses , Aleksander Madry