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The main aim of this paper is to provide an analysis of gradient descent (GD) algorithms with gradient errors that do not necessarily vanish, asymptotically. In particular, sufficient conditions are presented for both stability (almost sure…

We prove a general normal approximation theorem for local graph statistics in the configuration model, together with an explicit bound on the error in the approximation with respect to the Wasserstein metric. Such statistics take the form…

We study the convergence properties and escape dynamics of Stochastic Gradient Descent (SGD) in one-dimensional landscapes, separately considering infinite- and finite-variance noise. Our main focus is to identify the time scales on which…

Adam is a popular variant of stochastic gradient descent for finding a local minimizer of a function. In the constant stepsize regime, assuming that the objective function is differentiable and non-convex, we establish the convergence in…

This work introduces a general framework for establishing the long time accuracy for approximations of Markovian dynamical systems on separable Banach spaces. Our results illuminate the role that a certain uniformity in Wasserstein…

We show that parametric models trained by a stochastic gradient method (SGM) with few iterations have vanishing generalization error. We prove our results by arguing that SGM is algorithmically stable in the sense of Bousquet and Elisseeff.…

We revisit the sample average approximation (SAA) approach for non-convex stochastic programming. We show that applying the SAA approach to problems with expected value equality constraints does not necessarily result in asymptotic…

This paper considers the smooth bilevel optimization in which the lower-level problem is strongly convex and the upper-level problem is possibly nonconvex. We focus on the stochastic setting where the algorithm can access the unbiased…

In this paper, we are concerned with a non-asymptotic analysis of sampling algorithms used in nonconvex optimization. In particular, we obtain non-asymptotic estimates in Wasserstein-1 and Wasserstein-2 distances for a popular class of…

We develop an estimator-based stochastic fixed-point framework for approximately computing the 2-Wasserstein barycenter of continuous, non-parametric probability measures. Notably, we provide the first rigorous convergence analysis for…

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…

The proximal gradient algorithm for minimizing the sum of a smooth and a nonsmooth convex function often converges linearly even without strong convexity. One common reason is that a multiple of the step length at each iteration may…

We study quantum neural networks where the generated function is the expectation value of the sum of single-qubit observables across all qubits. In [Girardi \emph{et al.}, arXiv:2402.08726], it is proven that the probability distributions…

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…

Self-supervised learning is one of the most promising approaches to acquiring knowledge from limited labeled data. Despite the substantial advancements made in recent years, self-supervised models have posed a challenge to practitioners, as…

Learning representation from relative similarity comparisons, often called ordinal embedding, gains rising attention in recent years. Most of the existing methods are batch methods designed mainly based on the convex optimization, say, the…

In this paper we study the stability and its trade-off with optimization error for stochastic gradient descent (SGD) algorithms in the pairwise learning setting. Pairwise learning refers to a learning task which involves a loss function…

We study the Wasserstein distance of order 1 between the empirical distribution and the marginal distribution of stationary $\alpha$-dependent sequences. We prove some moments inequalities of order p for any p $\ge$ 1, and we give some…

A variant of consensus based distributed gradient descent (\textbf{DGD}) is studied for finite sums of smooth but possibly non-convex functions. In particular, the local gradient term in the fixed step-size iteration of each agent is…

We propose a stochastic approximation (SA) based method with randomization of samples for policy evaluation using the least squares temporal difference (LSTD) algorithm. Our proposed scheme is equivalent to running regular temporal…