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Despite the tremendous success of Stochastic Gradient Descent (SGD) algorithm in deep learning, little is known about how SGD finds generalizable solutions in the high-dimensional weight space. By analyzing the learning dynamics and loss…

数据分析、统计与概率 · 物理学 2020-01-07 Yu Feng , Yuhai Tu

Stochastic gradient descent (SGD) has been a go-to algorithm for nonconvex stochastic optimization problems arising in machine learning. Its theory however often requires a strong framework to guarantee convergence properties. We hereby…

最优化与控制 · 数学 2025-03-11 Azar Louzi

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

Stochastic Gradient Descent (SGD) is a fundamental algorithm in machine learning, representing the optimization backbone for training several classic models, from regression to neural networks. Given the recent practical focus on…

分布式、并行与集群计算 · 计算机科学 2018-06-25 Dan Alistarh , Christopher De Sa , Nikola Konstantinov

Stochastic gradient descent (SGD) is a popular and efficient method with wide applications in training deep neural nets and other nonconvex models. While the behavior of SGD is well understood in the convex learning setting, the existing…

机器学习 · 计算机科学 2019-12-16 Yunwen Lei , Ting Hu , Guiying Li , Ke Tang

Stochastic gradient descent (SGD), which dates back to the 1950s, is one of the most popular and effective approaches for performing stochastic optimization. Research on SGD resurged recently in machine learning for optimizing convex loss…

机器学习 · 计算机科学 2019-12-24 Jie Chen , Ronny Luss

Stochastic Gradient Descent (SGD) is a central tool in machine learning. We prove that SGD converges to zero loss, even with a fixed (non-vanishing) learning rate - in the special case of homogeneous linear classifiers with smooth monotone…

机器学习 · 统计学 2022-04-19 Mor Shpigel Nacson , Nathan Srebro , Daniel Soudry

Generalization is one of the most important problems in deep learning (DL). In the overparameterized regime in neural networks, there exist many low-loss solutions that fit the training data equally well. The key question is which solution…

无序系统与神经网络 · 物理学 2023-06-21 Ning Yang , Chao Tang , Yuhai Tu

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 widely used in machine learning. Although being commonly viewed as a fast but not accurate version of gradient descent (GD), it always finds better solutions than GD for modern neural networks. In order…

机器学习 · 计算机科学 2018-08-17 Robert Kleinberg , Yuanzhi Li , Yang Yuan

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

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

Stochastic gradient descent (SGD) is a standard optimization method to minimize a training error with respect to network parameters in modern neural network learning. However, it typically suffers from proliferation of saddle points in the…

机器学习 · 计算机科学 2017-11-23 Haiping Huang , Taro Toyoizumi

In this paper, we consider a general stochastic optimization problem which is often at the core of supervised learning, such as deep learning and linear classification. We consider a standard stochastic gradient descent (SGD) method with a…

机器学习 · 统计学 2018-12-27 Lam M. Nguyen , Nam H. Nguyen , Dzung T. Phan , Jayant R. Kalagnanam , Katya Scheinberg

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

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

Stochastic gradient descent (SGD) is a popular algorithm for optimization problems arising in high-dimensional inference tasks. Here one produces an estimator of an unknown parameter from independent samples of data by iteratively…

机器学习 · 统计学 2023-06-23 Gerard Ben Arous , Reza Gheissari , Aukosh Jagannath

The stochastic gradient descent (SGD) algorithm has been widely used in statistical estimation for large-scale data due to its computational and memory efficiency. While most existing works focus on the convergence of the objective function…

机器学习 · 统计学 2023-11-02 Xi Chen , Jason D. Lee , Xin T. Tong , Yichen Zhang

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

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
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