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Stochastic Gradient Decent (SGD) is one of the core techniques behind the success of deep neural networks. The gradient provides information on the direction in which a function has the steepest rate of change. The main problem with basic…

The classical statistical learning theory implies that fitting too many parameters leads to overfitting and poor performance. That modern deep neural networks generalize well despite a large number of parameters contradicts this finding and…

机器学习 · 统计学 2022-10-18 Masaaki Imaizumi , Johannes Schmidt-Hieber

We study the learning dynamics of a multi-pass, mini-batch Stochastic Gradient Descent (SGD) procedure for empirical risk minimization in high-dimensional multi-index models with isotropic random data. In an asymptotic regime where the…

机器学习 · 统计学 2026-02-19 Zhou Fan , Leda Wang

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

Stochastic gradient descent (SGD) is a widely used algorithm in machine learning, particularly for neural network training. Recent studies on SGD for canonical quadratic optimization or linear regression show it attains well generalization…

机器学习 · 计算机科学 2024-09-17 Haihan Zhang , Yuanshi Liu , Qianwen Chen , Cong Fang

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 stochastic gradient descent (SGD) for composite optimization problems with $N$ sequential operators subject to perturbations in both the forward and backward passes. Unlike classical analyses that treat gradient noise as additive…

最优化与控制 · 数学 2026-02-25 Boao Kong , Hengrui Zhang , Kun Yuan

Hyperparameter tuning is one of the essential steps to guarantee the convergence of machine learning models. We argue that intuition about the optimal choice of hyperparameters for stochastic gradient descent can be obtained by studying a…

无序系统与神经网络 · 物理学 2025-12-12 Chanju Park , Biagio Lucini , Gert Aarts

We present novel empirical observations regarding how stochastic gradient descent (SGD) navigates the loss landscape of over-parametrized deep neural networks (DNNs). These observations expose the qualitatively different roles of learning…

机器学习 · 统计学 2018-05-31 Chen Xing , Devansh Arpit , Christos Tsirigotis , Yoshua Bengio

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…

We consider distributed optimization under communication constraints for training deep learning models. We propose a new algorithm, whose parameter updates rely on two forces: a regular gradient step, and a corrective direction dictated by…

机器学习 · 计算机科学 2022-04-29 Yunfei Teng , Wenbo Gao , Francois Chalus , Anna Choromanska , Donald Goldfarb , Adrian Weller

We employ constraints to control the parameter space of deep neural networks throughout training. The use of customized, appropriately designed constraints can reduce the vanishing/exploding gradients problem, improve smoothness of…

机器学习 · 计算机科学 2021-06-22 Benedict Leimkuhler , Tiffany Vlaar , Timothée Pouchon , Amos Storkey

We develop a framework for analyzing the training and learning rate dynamics on a variety of high- dimensional optimization problems trained using one-pass stochastic gradient descent (SGD) with data generated from multiple anisotropic…

机器学习 · 统计学 2025-10-17 Elizabeth Collins-Woodfin , Inbar Seroussi

It has been observed by Belkin et al.\ that over-parametrized neural networks exhibit a `double descent' phenomenon. That is, as the model complexity (as reflected in the number of features) increases, the test error initially decreases,…

最优化与控制 · 数学 2025-09-16 Vivek Shripad Borkar

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…

机器学习 · 统计学 2026-02-02 Guillaume Braun , Han Bao , Wei Huang , Masaaki Imaizumi

State-of-the-art training algorithms for deep learning models are based on stochastic gradient descent (SGD). Recently, many variations have been explored: perturbing parameters for better accuracy (such as in Extragradient), limiting SGD…

机器学习 · 计算机科学 2022-03-23 Amirkeivan Mohtashami , Martin Jaggi , Sebastian U. Stich

In the last decade, deep learning has become a major component of artificial intelligence. The workhorse of deep learning is the optimization of loss functions by stochastic gradient descent (SGD). Traditionally in deep learning, neural…

机器学习 · 计算机科学 2021-04-27 Benjamin Scellier

Accelerated stochastic gradient descent (ASGD) is a workhorse in deep learning and often achieves better generalization performance than SGD. However, existing optimization theory can only explain the faster convergence of ASGD, but cannot…

机器学习 · 计算机科学 2023-11-27 Xuheng Li , Yihe Deng , Jingfeng Wu , Dongruo Zhou , Quanquan Gu

Stochastic gradient descent with momentum (SGDm) is one of the most popular optimization algorithms in deep learning. While there is a rich theory of SGDm for convex problems, the theory is considerably less developed in the context of deep…

机器学习 · 统计学 2020-11-05 Umut Şimşekli , Lingjiong Zhu , Yee Whye Teh , Mert Gürbüzbalaban

Stochastic gradient descent (SGD) is central to deep learning, yet the dynamical origin of its preference for flatter, more generalizable solutions remains unclear. Here, by analyzing SGD learning dynamics, we identify a nonequilibrium…

机器学习 · 计算机科学 2026-01-19 Ning Yang , Yikuan Zhang , Qi Ouyang , Chao Tang , Yuhai Tu