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We present a theoretical analysis of some popular adaptive Stochastic Gradient Descent (SGD) methods in the small learning rate regime. Using the stochastic modified equations framework introduced by Li et al., we derive effective…

机器学习 · 统计学 2025-09-29 Luca Callisti , Marco Romito , Francesco Triggiano

Recent works have shown that high probability metrics with stochastic gradient descent (SGD) exhibit informativeness and in some cases advantage over the commonly adopted mean-square error-based ones. In this work we provide a formal…

机器学习 · 计算机科学 2022-11-03 Dragana Bajovic , Dusan Jakovetic , Soummya Kar

The stability and generalization of stochastic gradient-based methods provide valuable insights into understanding the algorithmic performance of machine learning models. As the main workhorse for deep learning, stochastic gradient descent…

机器学习 · 统计学 2021-02-24 Tao Sun , Dongsheng Li , Bao Wang

Stein Variational Gradient Descent (SVGD) is a widely used sampling algorithm that has been successfully applied in several areas of Machine Learning. SVGD operates by iteratively moving a set of interacting particles (which represent the…

机器学习 · 计算机科学 2024-06-24 Victor Priser , Pascal Bianchi , Adil Salim

Understanding when the noise in stochastic gradient descent (SGD) affects generalization of deep neural networks remains a challenge, complicated by the fact that networks can operate in distinct training regimes. Here we study how the…

机器学习 · 计算机科学 2023-05-31 Antonio Sclocchi , Mario Geiger , Matthieu Wyart

The noise in stochastic gradient descent (SGD), caused by minibatch sampling, is poorly understood despite its practical importance in deep learning. This work presents the first systematic study of the SGD noise and fluctuations close to a…

机器学习 · 计算机科学 2022-03-09 Liu Ziyin , Kangqiao Liu , Takashi Mori , Masahito Ueda

The representation of functions by artificial neural networks depends on a large number of parameters in a non-linear fashion. Suitable parameters of these are found by minimizing a 'loss functional', typically by stochastic gradient…

机器学习 · 计算机科学 2021-09-16 Stephan Wojtowytsch

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…

机器学习 · 统计学 2018-12-04 Xiaowu Dai , Yuhua Zhu

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…

Stochastic Gradient Descent (SGD) based methods have been widely used for training large-scale machine learning models that also generalize well in practice. Several explanations have been offered for this generalization performance, a…

机器学习 · 计算机科学 2021-02-11 Yikai Zhang , Wenjia Zhang , Sammy Bald , Vamsi Pingali , Chao Chen , Mayank Goswami

Is Stochastic Gradient Descent (SGD) substantially different from Metropolis Monte Carlo dynamics? This is a fundamental question at the time of understanding the most used training algorithm in the field of Machine Learning, but it…

无序系统与神经网络 · 物理学 2024-05-31 Maria Chiara Angelini , Angelo Giorgio Cavaliere , Raffaele Marino , Federico Ricci-Tersenghi

Compressed Stochastic Gradient Descent (SGD) algorithms have been recently proposed to address the communication bottleneck in distributed and decentralized optimization problems, such as those that arise in federated machine learning.…

机器学习 · 统计学 2022-07-21 Adarsh M. Subramaniam , Akshayaa Magesh , Venugopal V. Veeravalli

Stochastic gradient descent (SGD) and its variants are mainstream methods to train deep neural networks. Since neural networks are non-convex, more and more works study the dynamic behavior of SGD and the impact to its generalization,…

机器学习 · 计算机科学 2020-10-13 Qi Meng , Shiqi Gong , Wei Chen , Zhi-Ming Ma , Tie-Yan Liu

The graduated optimization approach is a method for finding global optimal solutions for nonconvex functions by using a function smoothing operation with stochastic noise. This paper makes three contributions regarding graduated…

机器学习 · 计算机科学 2026-01-27 Naoki Sato , Hideaki Iiduka

Stochastic Gradient Descent (SGD) is an important algorithm in machine learning. With constant learning rates, it is a stochastic process that, after an initial phase of convergence, generates samples from a stationary distribution. We show…

机器学习 · 统计学 2017-09-12 Stephan Mandt , Matthew D. Hoffman , David M. Blei

It has long been argued that minibatch stochastic gradient descent can generalize better than large batch gradient descent in deep neural networks. However recent papers have questioned this claim, arguing that this effect is simply a…

机器学习 · 计算机科学 2020-06-29 Samuel L. Smith , Erich Elsen , Soham De

Stochastic Gradient Descent (SGD) methods see many uses in optimization problems. Modifications to the algorithm, such as momentum-based SGD methods have been known to produce better results in certain cases. Much of this, however, is due…

机器学习 · 计算机科学 2025-04-22 Eric Lu

Understanding the algorithmic bias of \emph{stochastic gradient descent} (SGD) is one of the key challenges in modern machine learning and deep learning theory. Most of the existing works, however, focus on \emph{very small or even…

机器学习 · 计算机科学 2021-03-30 Jingfeng Wu , Difan Zou , Vladimir Braverman , Quanquan Gu

Despite its success in a wide range of applications, characterizing the generalization properties of stochastic gradient descent (SGD) in non-convex deep learning problems is still an important challenge. While modeling the trajectories of…

机器学习 · 统计学 2022-01-12 Umut Şimşekli , Ozan Sener , George Deligiannidis , Murat A. Erdogdu

Gradient compression has surfaced as a key technique to address the challenge of communication efficiency in distributed learning. In distributed deep learning, however, it is observed that gradient distributions are heavy-tailed, with…

机器学习 · 计算机科学 2024-02-07 Guangfeng Yan , Tan Li , Yuanzhang Xiao , Hanxu Hou , Linqi Song