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Stochastic Gradient Descent (SGD) is a widely deployed optimization procedure throughout data-driven and simulation-driven disciplines, which has drawn a substantial interest in understanding its global behavior across a broad class of…

Optimization and Control · Mathematics 2021-04-02 Vivak Patel , Shushu Zhang

The phenomenon that stochastic gradient descent (SGD) favors flat minima has played a critical role in understanding the implicit regularization of SGD. In this paper, we provide an explanation of this striking phenomenon by relating the…

Machine Learning · Statistics 2022-10-18 Lei Wu , Mingze Wang , Weijie Su

Recent studies have demonstrated that noise in stochastic gradient descent (SGD) is closely related to generalization: A larger SGD noise, if not too large, results in better generalization. Since the covariance of the SGD noise is…

Machine Learning · Computer Science 2020-09-29 Takashi Mori , Masahito Ueda

State-of-the-art training algorithms for deep learning models are based on stochastic gradient descent (SGD). Recently, many variations have been explored: perturbing parameters for better accuracy (such as in Extragradient), limiting SGD…

Machine Learning · Computer Science 2022-03-23 Amirkeivan Mohtashami , Martin Jaggi , Sebastian U. Stich

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

In this paper, we propose practical normalized stochastic first-order methods with Polyak momentum, multi-extrapolated momentum, and recursive momentum for solving unconstrained optimization problems. These methods employ dynamically…

Optimization and Control · Mathematics 2026-02-12 Chuan He , Zhaosong Lu , Defeng Sun , Zhanwang Deng

The stochastic gradient descent (SGD) method and its variants are algorithms of choice for many Deep Learning tasks. These methods operate in a small-batch regime wherein a fraction of the training data, say $32$-$512$ data points, is…

Machine Learning · Computer Science 2017-02-13 Nitish Shirish Keskar , Dheevatsa Mudigere , Jorge Nocedal , Mikhail Smelyanskiy , Ping Tak Peter Tang

In machine learning, stochastic gradient descent (SGD) is widely deployed to train models using highly non-convex objectives with equally complex noise models. Unfortunately, SGD theory often makes restrictive assumptions that fail to…

Machine Learning · Computer Science 2022-10-11 Vivak Patel , Shushu Zhang , Bowen Tian

Spectral bias, the tendency of neural networks to learn low frequencies first, can be both a blessing and a curse. While it enhances the generalization capabilities by suppressing high-frequency noise, it can be a limitation in scientific…

Machine Learning · Computer Science 2026-05-08 Shuai Jiang , Alexey Voronin , Eric Cyr , Ben Southworth

Normalization techniques are a boon for modern deep learning. They let weights converge more quickly with often better generalization performances. It has been argued that the normalization-induced scale invariance among the weights…

Machine Learning · Computer Science 2021-01-19 Byeongho Heo , Sanghyuk Chun , Seong Joon Oh , Dongyoon Han , Sangdoo Yun , Gyuwan Kim , Youngjung Uh , Jung-Woo Ha

There are several applications of stochastic optimization where one can benefit from a robust estimate of the gradient. For example, domains such as distributed learning with corrupted nodes, the presence of large outliers in the training…

Machine Learning · Statistics 2025-10-30 Fabian Schaipp , Guillaume Garrigos , Umut Simsekli , Robert Gower

The stochastic gradient noise (SGN) is a significant factor in the success of stochastic gradient descent (SGD). Following the central limit theorem, SGN was initially modeled as Gaussian, and lately, it has been suggested that stochastic…

Machine Learning · Computer Science 2023-03-07 Barak Battash , Ofir Lindenbaum

Studying the properties of stochastic noise to optimize complex non-convex functions has been an active area of research in the field of machine learning. Prior work has shown that the noise of stochastic gradient descent improves…

Optimization and Control · Mathematics 2022-09-20 Aurelien Lucchi , Frank Proske , Antonio Orvieto , Francis Bach , Hans Kersting

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

Stochastic gradient descent (SGD) exhibits strong algorithmic regularization effects in practice, which has been hypothesized to play an important role in the generalization of modern machine learning approaches. In this work, we seek to…

Machine Learning · Computer Science 2022-07-12 Difan Zou , Jingfeng Wu , Vladimir Braverman , Quanquan Gu , Dean P. Foster , Sham M. Kakade

Large-scale nonconvex optimization problems are ubiquitous in modern machine learning, and among practitioners interested in solving them, Stochastic Gradient Descent (SGD) reigns supreme. We revisit the analysis of SGD in the nonconvex…

Optimization and Control · Mathematics 2020-07-27 Ahmed Khaled , Peter Richtárik

Traditional analyses in non-convex optimization typically rely on the smoothness assumption, namely requiring the gradients to be Lipschitz. However, recent evidence shows that this smoothness condition does not capture the properties of…

Machine Learning · Computer Science 2022-08-25 Michael Crawshaw , Mingrui Liu , Francesco Orabona , Wei Zhang , Zhenxun Zhuang

In existing distributed stochastic optimization studies, it is usually assumed that the gradient noise has a bounded variance. However, recent research shows that the heavy-tailed noise, which allows an unbounded variance, is closer to…

Optimization and Control · Mathematics 2025-05-15 Jun Hu , Chao Sun , Bo Chen , Jianzheng Wang , Zheming Wang

Differential privacy (DP) has become a prevalent privacy model in a wide range of machine learning tasks, especially after the debut of DP-SGD. However, DP-SGD, which directly perturbs gradients in the training iterations, fails to mitigate…

Machine Learning · Computer Science 2025-04-09 Jiawei Duan , Haibo Hu , Qingqing Ye , Xinyue Sun

Stochastic gradient descent (SGD) is a premium optimization method for training neural networks, especially for learning objectively defined labels such as image objects and events. When a neural network is instead faced with subjectively…

Neural and Evolutionary Computing · Computer Science 2022-04-15 Kosmas Pinitas , Konstantinos Makantasis , Antonios Liapis , Georgios N. Yannakakis