相关论文: Characterizing Dynamical Stability of Stochastic G…

In this paper, we provide a comprehensive theoretical analysis of Stochastic Gradient Descent (SGD) and its momentum variants (Polyak Heavy-Ball and Nesterov) for tracking time-varying optima under strong convexity and smoothness. Our…

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…

Stochastic gradient descent (SGD) optimization algorithms are key ingredients in a series of machine learning applications. In this article we perform a rigorous strong error analysis for SGD optimization algorithms. In particular, we prove…

This work is substituted by the paper in arXiv:2011.14066. Stochastic gradient descent is the de facto algorithm for training deep neural networks (DNNs). Despite its popularity, it still requires fine tuning in order to achieve its best…

Previous works on stochastic gradient descent (SGD) often focus on its success. In this work, we construct worst-case optimization problems illustrating that, when not in the regimes that the previous works often assume, SGD can exhibit…

The stability and generalization of stochastic gradient-based methods provide valuable insights into understanding the algorithmic performance of machine learning models. As the main workhorse for deep learning, stochastic gradient descent…

Stochastic gradient methods are central to large-scale learning, yet their generalization theory typically relies on independent sampling assumptions. In many practical applications, data are generated by Markov chains and learning is…

Motivated by robust and quantile regression problems, we investigate the stochastic gradient descent (SGD) algorithm for minimizing an objective function $f$ that is locally strongly convex with a sub--quadratic tail. This setting covers…

We consider stochastic optimization problems where the objective depends on some parameter, as commonly found in hyperparameter optimization for instance. We investigate the behavior of the derivatives of the iterates of Stochastic Gradient…

The phenomenon that stochastic gradient descent (SGD) favors flat minima has played a critical role in understanding the implicit regularization of SGD. In this paper, we provide an explanation of this striking phenomenon by relating the…

Algorithmic stability is an important notion that has proven powerful for deriving generalization bounds for practical algorithms. The last decade has witnessed an increasing number of stability bounds for different algorithms applied on…

In this paper we study the stability and its trade-off with optimization error for stochastic gradient descent (SGD) algorithms in the pairwise learning setting. Pairwise learning refers to a learning task which involves a loss function…

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…

Non-convex optimization problems are ubiquitous in machine learning, especially in Deep Learning. While such complex problems can often be successfully optimized in practice by using stochastic gradient descent (SGD), theoretical analysis…

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…

Despite an extensive body of literature on deep learning optimization, our current understanding of what makes an optimization algorithm effective is fragmented. In particular, we do not understand well whether enhanced optimization…

We study the problem of least squares linear regression where the data-points are dependent and are sampled from a Markov chain. We establish sharp information theoretic minimax lower bounds for this problem in terms of…

Stochastic gradient descent (SGD) is a powerful optimization technique that is particularly useful in online learning scenarios. Its convergence analysis is relatively well understood under the assumption that the data samples are…

Loss functions with non-isolated minima have emerged in several machine learning problems, creating a gap between theory and practice. In this paper, we formulate a new type of local convexity condition that is suitable to describe the…

One of the most common methods to train machine learning algorithms today is the stochastic gradient descent (SGD). In a distributed setting, SGD-based algorithms have been shown to converge theoretically under specific circumstances. A…