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This paper presents a comprehensive study on the convergence rates of the stochastic gradient descent (SGD) algorithm when applied to overparameterized two-layer neural networks. Our approach combines the Neural Tangent Kernel (NTK)…

机器学习 · 统计学 2024-07-11 Dinghao Cao , Zheng-Chu Guo , Lei Shi

The stochastic gradient descent (SGD) algorithm is the algorithm we use to train neural networks. However, it remains poorly understood how the SGD navigates the highly nonlinear and degenerate loss landscape of a neural network. In this…

机器学习 · 计算机科学 2025-06-13 Liu Ziyin , Hongchao Li , Masahito Ueda

While significant theoretical progress has been achieved, unveiling the generalization mystery of overparameterized neural networks still remains largely elusive. In this paper, we study the generalization behavior of shallow neural…

机器学习 · 计算机科学 2022-09-21 Yunwen Lei , Rong Jin , Yiming Ying

This study explores the sample complexity for two-layer neural networks to learn a generalized linear target function under Stochastic Gradient Descent (SGD), focusing on the challenging regime where many flat directions are present at…

机器学习 · 统计学 2024-03-04 Luca Arnaboldi , Florent Krzakala , Bruno Loureiro , Ludovic Stephan

Despite the non-convex optimization landscape, over-parametrized shallow networks are able to achieve global convergence under gradient descent. The picture can be radically different for narrow networks, which tend to get stuck in…

机器学习 · 统计学 2023-06-16 Rodrigo Veiga , Ludovic Stephan , Bruno Loureiro , Florent Krzakala , Lenka Zdeborová

Stochastic Gradient Descent (SGD) is an out-of-equilibrium algorithm used extensively to train artificial neural networks. However very little is known on to what extent SGD is crucial for to the success of this technology and, in…

机器学习 · 计算机科学 2023-12-19 Persia Jana Kamali , Pierfrancesco Urbani

Past research has indicated that the covariance of the Stochastic Gradient Descent (SGD) error done via minibatching plays a critical role in determining its regularization and escape from low potential points. Motivated by some new…

机器学习 · 统计学 2023-03-02 Riddhiman Bhattacharya , Tiefeng Jiang

Gradient flow in the 2-Wasserstein space is widely used to optimize functionals over probability distributions and is typically implemented using an interacting particle system with $n$ particles. Analyzing these algorithms requires showing…

机器学习 · 计算机科学 2026-03-27 Chandan Tankala , Dheeraj M. Nagaraj , Anant Raj

This manuscript investigates the one-pass stochastic gradient descent (SGD) dynamics of a two-layer neural network trained on Gaussian data and labels generated by a similar, though not necessarily identical, target function. We rigorously…

机器学习 · 统计学 2023-02-14 Luca Arnaboldi , Ludovic Stephan , Florent Krzakala , Bruno Loureiro

We study the Stochastic Gradient Descent (SGD) method in nonconvex optimization problems from the point of view of approximating diffusion processes. We prove rigorously that the diffusion process can approximate the SGD algorithm weakly…

机器学习 · 统计学 2018-03-06 Wenqing Hu , Chris Junchi Li , Lei Li , Jian-Guo Liu

Stochastic gradient descent (SGD) with mini-batching is a standard tool in large-scale optimization, yet its theoretical properties under heavy-tailed gradient noise remain largely unexplored. In this paper we study SGD with increasing…

概率论 · 数学 2026-05-11 Bartosz Glowacki , Rafal Kulik , Philippe Soulier

Stochastic gradient descent (SGD) algorithm and its variations have been effectively used to optimize neural network models. However, with the rapid growth of big data and deep learning, SGD is no longer the most suitable choice due to its…

机器学习 · 计算机科学 2024-02-13 Anuraganand Sharma

Multi-layer neural networks are among the most powerful models in machine learning, yet the fundamental reasons for this success defy mathematical understanding. Learning a neural network requires to optimize a non-convex high-dimensional…

机器学习 · 统计学 2022-06-08 Song Mei , Andrea Montanari , Phan-Minh Nguyen

Stochastic Gradient Descent (SGD) is the most popular algorithm for training deep neural networks (DNNs). As larger networks and datasets cause longer training times, training on distributed systems is common and distributed SGD variants,…

机器学习 · 计算机科学 2019-06-17 Kwangmin Yu , Thomas Flynn , Shinjae Yoo , Nicholas D'Imperio

The mini-batch stochastic gradient descent (SGD) algorithm is widely used in training machine learning models, in particular deep learning models. We study SGD dynamics under linear regression and two-layer linear networks, with an easy…

最优化与控制 · 数学 2020-04-29 Xin Qian , Diego Klabjan

Stochastic gradient descent (SGD) forms the core optimization method for deep neural networks. While some theoretical progress has been made, it still remains unclear why SGD leads the learning dynamics in overparameterized networks to…

机器学习 · 计算机科学 2019-10-30 Mingwei Wei , David J Schwab

Stochastic gradient descent (SGD), a widely used algorithm in deep-learning neural networks has attracted continuing studies for the theoretical principles behind its success. A recent work reports an anomaly (inverse) relation between the…

适应与自组织系统 · 物理学 2023-08-16 Xia Xiong , Yong-Cong Chen , Chunxiao Shi , Ping Ao

Several recent trends in machine learning theory and practice, from the design of state-of-the-art Gaussian Process to the convergence analysis of deep neural nets (DNNs) under stochastic gradient descent (SGD), have found it fruitful to…

神经与进化计算 · 计算机科学 2020-04-07 Greg Yang

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…

机器学习 · 计算机科学 2023-06-08 Maksym Andriushchenko , Aditya Varre , Loucas Pillaud-Vivien , Nicolas Flammarion

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
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