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Large deviation results are given for a class of perturbed nonhomogeneous Markov chains on finite state space which formally includes some stochastic optimization algorithms. Specifically, let {P_n} be a sequence of transition matrices on a…

Probability · Mathematics 2007-05-23 Zach Dietz , Sunder Sethuraman

We showcase important features of the dynamics of the Stochastic Gradient Descent (SGD) in the training of neural networks. We present empirical observations that commonly used large step sizes (i) lead the iterates to jump from one side of…

Machine Learning · Computer Science 2023-06-08 Maksym Andriushchenko , Aditya Varre , Loucas Pillaud-Vivien , Nicolas Flammarion

Gradient descent and stochastic gradient descent are central to modern machine learning, yet their behavior under large step sizes remains theoretically unclear. Recent work suggests that acceleration often arises near the edge of…

Machine Learning · Computer Science 2026-03-02 Sacchit Kale , Piyushi Manupriya , Pierre Marion , Francis Bach , Anant Raj

We derive explicit equations governing the cumulative biases and weights in Deep Learning with ReLU activation function, based on gradient descent for the Euclidean cost in the input layer, and under the assumption that the weights are, in…

Machine Learning · Computer Science 2025-01-15 Thomas Chen

Training large language models (LLMs) presents numerous challenges, including gradient instability and loss spikes. These phenomena can lead to catastrophic divergence, requiring costly checkpoint restoration and data batch skipping.…

Machine Learning · Computer Science 2025-04-04 Abhay Kumar , Louis Owen , Nilabhra Roy Chowdhury , Fabian Güra

We show that stochastic gradient descent (SGD) escapes from sharp minima exponentially fast even before SGD reaches stationary distribution. SGD has been a de-facto standard training algorithm for various machine learning tasks. However,…

Machine Learning · Computer Science 2022-03-22 Hikaru Ibayashi , Masaaki Imaizumi

We study the high-dimensional dynamics of online stochastic gradient descent (SGD) for the multi-spiked tensor model. This multi-index model arises from the tensor principal component analysis (PCA) problem with multiple spikes, where the…

Machine Learning · Statistics 2025-10-24 Gérard Ben Arous , Cédric Gerbelot , Vanessa Piccolo

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

We analyze the convergence of the averaged stochastic gradient descent for overparameterized two-layer neural networks for regression problems. It was recently found that a neural tangent kernel (NTK) plays an important role in showing the…

Machine Learning · Statistics 2021-06-14 Atsushi Nitanda , Taiji Suzuki

Spectral gradient methods, such as the Muon optimizer, modify gradient updates by preserving directional information while discarding scale, and have shown strong empirical performance in deep learning. We investigate the mechanisms…

Machine Learning · Statistics 2026-02-02 Guillaume Braun , Han Bao , Wei Huang , Masaaki Imaizumi

Deep spiking neural networks (SNNs) are promising neural networks for their model capacity from deep neural network architecture and energy efficiency from SNNs' operations. To train deep SNNs, recently, spatio-temporal backpropagation…

Neural and Evolutionary Computing · Computer Science 2023-08-02 Seongsik Park , Jeonghee Jo , Jongkil Park , Yeonjoo Jeong , Jaewook Kim , Suyoun Lee , Joon Young Kwak , Inho Kim , Jong-Keuk Park , Kyeong Seok Lee , Gye Weon Hwang , Hyun Jae Jang

Stochastic gradient descent (SGD) is almost ubiquitously used for training non-convex optimization tasks. Recently, a hypothesis proposed by Keskar et al. [2017] that large batch methods tend to converge to sharp minimizers has received…

Machine Learning · Statistics 2018-12-04 Xiaowu Dai , Yuhua Zhu

We provide tight finite-time convergence bounds for gradient descent and stochastic gradient descent on quadratic functions, when the gradients are delayed and reflect iterates from $\tau$ rounds ago. First, we show that without stochastic…

Optimization and Control · Mathematics 2018-06-28 Yossi Arjevani , Ohad Shamir , Nathan Srebro

We study the implicit bias of gradient descent methods in solving a binary classification problem over a linearly separable dataset. The classifier is described by a nonlinear ReLU model and the objective function adopts the exponential…

Machine Learning · Computer Science 2018-10-17 Tengyu Xu , Yi Zhou , Kaiyi Ji , Yingbin Liang

We study the problem of training deep neural networks with Rectified Linear Unit (ReLU) activation function using gradient descent and stochastic gradient descent. In particular, we study the binary classification problem and show that for…

Machine Learning · Computer Science 2018-12-31 Difan Zou , Yuan Cao , Dongruo Zhou , Quanquan Gu

The theory of stochastic approximations form the theoretical foundation for studying convergence properties of many popular recursive learning algorithms in statistics, machine learning and statistical physics. Large deviations for…

Probability · Mathematics 2025-02-05 Henrik Hult , Adam Lindhe , Pierre Nyquist , Guo-Jhen Wu

Understanding the behavior of stochastic gradient methods is a central problem in modern machine learning. Recent work has highlighted diagonal linear networks as a simplified yet expressive setting for analyzing the optimization and…

Optimization and Control · Mathematics 2026-05-19 Begoña García Malaxechebarría , Courtney Paquette , Maryam Fazel , Dmitriy Drusvyatskiy

Stochastic Gradient Descent (SGD) based training of neural networks with a large learning rate or a small batch-size typically ends in well-generalizing, flat regions of the weight space, as indicated by small eigenvalues of the Hessian of…

Machine Learning · Statistics 2019-12-24 Stanisław Jastrzębski , Zachary Kenton , Nicolas Ballas , Asja Fischer , Yoshua Bengio , Amos Storkey

Spiking neural networks combine analog computation with event-based communication using discrete spikes. While the impressive advances of deep learning are enabled by training non-spiking artificial neural networks using the backpropagation…

Neurons and Cognition · Quantitative Biology 2021-06-22 Timo C. Wunderlich , Christian Pehle

Existing analyses of optimization in deep learning are either continuous, focusing on (variants of) gradient flow, or discrete, directly treating (variants of) gradient descent. Gradient flow is amenable to theoretical analysis, but is…

Machine Learning · Computer Science 2021-12-30 Omer Elkabetz , Nadav Cohen