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The gradient noise (GN) in the stochastic gradient descent (SGD) algorithm is often considered to be Gaussian in the large data regime by assuming that the classical central limit theorem (CLT) kicks in. This assumption is often made for…

机器学习 · 计算机科学 2019-01-21 Umut Simsekli , Levent Sagun , Mert Gurbuzbalaban

The gradient noise (GN) in the stochastic gradient descent (SGD) algorithm is often considered to be Gaussian in the large data regime by assuming that the \emph{classical} central limit theorem (CLT) kicks in. This assumption is often made…

机器学习 · 统计学 2019-12-03 Umut Şimşekli , Mert Gürbüzbalaban , Thanh Huy Nguyen , Gaël Richard , Levent Sagun

Stochastic gradient descent (SGD) has been widely used in machine learning due to its computational efficiency and favorable generalization properties. Recently, it has been empirically demonstrated that the gradient noise in several deep…

机器学习 · 统计学 2019-06-24 Thanh Huy Nguyen , Umut Şimşekli , Mert Gürbüzbalaban , Gaël Richard

The stochastic gradient noise (SGN) is a significant factor in the success of stochastic gradient descent (SGD). Following the central limit theorem, SGN was initially modeled as Gaussian, and lately, it has been suggested that stochastic…

机器学习 · 计算机科学 2023-03-07 Barak Battash , Ofir Lindenbaum

Stochastic gradients closely relate to both optimization and generalization of deep neural networks (DNNs). Some works attempted to explain the success of stochastic optimization for deep learning by the arguably heavy-tail properties of…

机器学习 · 计算机科学 2023-10-23 Zeke Xie , Qian-Yuan Tang , Mingming Sun , Ping Li

In the machine learning literature stochastic gradient descent has recently been widely discussed for its purported implicit regularization properties. Much of the theory, that attempts to clarify the role of noise in stochastic gradient…

机器学习 · 计算机科学 2022-10-21 Alberto Lanconelli , Christopher S. A. Lauria

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

In recent years, various notions of capacity and complexity have been proposed for characterizing the generalization properties of stochastic gradient descent (SGD) in deep learning. Some of the popular notions that correlate well with the…

最优化与控制 · 数学 2021-06-15 Mert Gurbuzbalaban , Umut Şimşekli , Lingjiong Zhu

Stochastic Gradient Langevin Dynamics (SGLD) is a popular variant of Stochastic Gradient Descent, where properly scaled isotropic Gaussian noise is added to an unbiased estimate of the gradient at each iteration. This modest change allows…

机器学习 · 计算机科学 2017-06-06 Maxim Raginsky , Alexander Rakhlin , Matus Telgarsky

Understanding the behavior of stochastic gradient descent (SGD) in the context of deep neural networks has raised lots of concerns recently. Along this line, we study a general form of gradient based optimization dynamics with unbiased…

机器学习 · 统计学 2019-06-11 Zhanxing Zhu , Jingfeng Wu , Bing Yu , Lei Wu , Jinwen Ma

Heavy-tailed noise in nonconvex stochastic optimization has garnered increasing research interest, as empirical studies, including those on training attention models, suggest it is a more realistic gradient noise condition. This paper…

最优化与控制 · 数学 2026-04-17 Shuhua Yu , Dusan Jakovetic , Soummya Kar

Recent studies have provided both empirical and theoretical evidence illustrating that heavy tails can emerge in stochastic gradient descent (SGD) in various scenarios. Such heavy tails potentially result in iterates with diverging…

最优化与控制 · 数学 2021-02-23 Hongjian Wang , Mert Gürbüzbalaban , Lingjiong Zhu , Umut Şimşekli , Murat A. Erdogdu

Understanding the generalization properties of optimization algorithms under heavy-tailed noise has gained growing attention. However, the existing theoretical results mainly focus on stochastic gradient descent (SGD) and the analysis of…

Although stochastic optimization is central to modern machine learning, the precise mechanisms underlying its success, and in particular, the precise role of the stochasticity, still remain unclear. Modelling stochastic optimization…

机器学习 · 统计学 2020-06-12 Liam Hodgkinson , Michael W. Mahoney

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

It has repeatedly been observed that loss minimization by stochastic gradient descent (SGD) leads to heavy-tailed distributions of neural network parameters. Here, we analyze a continuous diffusion approximation of SGD, called homogenized…

机器学习 · 统计学 2024-02-05 Zhe Jiao , Martin Keller-Ressel

Recent theoretical works have characterized the dynamics of wide shallow neural networks trained via gradient descent in an asymptotic mean-field limit when the width tends towards infinity. At initialization, the random sampling of the…

概率论 · 数学 2022-03-29 Zhengdao Chen , Grant M. Rotskoff , Joan Bruna , Eric Vanden-Eijnden

In the era of large-scale neural network models, optimization algorithms often struggle with generalization due to an overreliance on training loss. One key insight widely accepted in the machine learning community is the idea that wide…

机器学习 · 计算机科学 2025-09-01 Bodu Gong , Gustavo Enrique Batista , Pierre Lafaye de Micheaux

This paper studies the distributed optimization problem under the influence of heavy-tailed gradient noises. Here, a heavy-tailed noise means that the noise does not necessarily satisfy the bounded variance assumption. Instead, it satisfies…

最优化与控制 · 数学 2025-05-12 Chao Sun , Huiming Zhang , Bo Chen , Li Yu

We introduce a general framework for nonlinear stochastic gradient descent (SGD) for the scenarios when gradient noise exhibits heavy tails. The proposed framework subsumes several popular nonlinearity choices, like clipped, normalized,…

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