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相关论文: Strength of Minibatch Noise in SGD

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In the vanishing learning rate regime, stochastic gradient descent (SGD) is now relatively well understood. In this work, we propose to study the basic properties of SGD and its variants in the non-vanishing learning rate regime. The focus…

机器学习 · 统计学 2021-06-14 Kangqiao Liu , Liu Ziyin , Masahito Ueda

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

In this paper, we provide a theoretical study of noise geometry for minibatch stochastic gradient descent (SGD), a phenomenon where noise aligns favorably with the geometry of local landscape. We propose two metrics, derived from analyzing…

机器学习 · 计算机科学 2024-02-02 Mingze Wang , Lei Wu

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

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…

无序系统与神经网络 · 物理学 2022-09-07 Francesca Mignacco , Pierfrancesco Urbani

Machine learning, especially deep neural networks, has been rapidly developed in fields including computer vision, speech recognition and reinforcement learning. Although Mini-batch SGD is one of the most popular stochastic optimization…

机器学习 · 计算机科学 2019-03-12 Xinyu Peng , Li Li , Fei-Yue Wang

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) is widely believed to perform implicit regularization when used to train deep neural networks, but the precise manner in which this occurs has thus far been elusive. We prove that SGD minimizes an average…

机器学习 · 计算机科学 2018-01-17 Pratik Chaudhari , Stefano Soatto

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…

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

Stochastic gradient descent (SGD) is one of the most popular algorithms in modern machine learning. The noise encountered in these applications is different from that in many theoretical analyses of stochastic gradient algorithms. In this…

机器学习 · 统计学 2021-09-16 Stephan Wojtowytsch

The gradient noise of SGD is considered to play a central role in the observed strong generalization abilities of deep learning. While past studies confirm that the magnitude and the covariance structure of gradient noise are critical for…

机器学习 · 计算机科学 2020-06-22 Jingfeng Wu , Wenqing Hu , Haoyi Xiong , Jun Huan , Vladimir Braverman , Zhanxing Zhu

When training neural networks, it has been widely observed that a large step size is essential in stochastic gradient descent (SGD) for obtaining superior models. However, the effect of large step sizes on the success of SGD is not well…

机器学习 · 计算机科学 2023-02-17 Amirkeivan Mohtashami , Martin Jaggi , Sebastian Stich

Training Deep Neural Networks (DNNs) with small batches using Stochastic Gradient Descent (SGD) yields superior test performance compared to larger batches. The specific noise structure inherent to SGD is known to be responsible for this…

机器学习 · 统计学 2024-02-14 Tom Sander , Maxime Sylvestre , Alain Durmus

For infinitesimal learning rates, stochastic gradient descent (SGD) follows the path of gradient flow on the full batch loss function. However moderately large learning rates can achieve higher test accuracies, and this generalization…

机器学习 · 计算机科学 2021-01-29 Samuel L. Smith , Benoit Dherin , David G. T. Barrett , Soham De

Mini-batch stochastic gradient methods (SGD) are state of the art for distributed training of deep neural networks. Drastic increases in the mini-batch sizes have lead to key efficiency and scalability gains in recent years. However,…

机器学习 · 计算机科学 2020-02-18 Tao Lin , Sebastian U. Stich , Kumar Kshitij Patel , Martin Jaggi

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

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

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

Mini-batch stochastic gradient descent (SGD) is state of the art in large scale distributed training. The scheme can reach a linear speedup with respect to the number of workers, but this is rarely seen in practice as the scheme often…

最优化与控制 · 数学 2019-05-06 Sebastian U. Stich
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