中文
相关论文

相关论文: Can LLMs predict the convergence of Stochastic Gra…

200 篇论文

We present a unified framework to analyze the global convergence of Langevin dynamics based algorithms for nonconvex finite-sum optimization with $n$ component functions. At the core of our analysis is a direct analysis of the ergodicity of…

机器学习 · 统计学 2020-10-20 Pan Xu , Jinghui Chen , Difan Zou , Quanquan Gu

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

Stochastic gradient descent (SGD) and its variants enable modern artificial intelligence. However, theoretical understanding lags far behind their empirical success. It is widely believed that SGD has a curious ability to avoid sharp local…

机器学习 · 计算机科学 2025-10-27 Xingyu Wang , Chang-Han Rhee

Training neural networks requires optimizing a loss function that may be highly irregular, and in particular neither convex nor smooth. Popular training algorithms are based on stochastic gradient descent with momentum (SGDM), for which…

机器学习 · 计算机科学 2026-03-17 Qinzi Zhang , Ashok Cutkosky

The massive size of modern neural networks has motivated substantial recent interest in neural network quantization. We introduce Stochastic Markov Gradient Descent (SMGD), a discrete optimization method applicable to training quantized…

机器学习 · 计算机科学 2020-12-23 Jonathan Ashbrock , Alexander M. Powell

Decentralized stochastic gradient method emerges as a promising solution for solving large-scale machine learning problems. This paper studies the decentralized Markov chain gradient descent (DMGD) algorithm - a variant of the decentralized…

最优化与控制 · 数学 2021-04-14 Tao Sun , Dongsheng Li

Retrained large language models (LLMs) have become extensively used across various sub-disciplines of natural language processing (NLP). In NLP, text classification problems have garnered considerable focus, but still faced with some…

计算与语言 · 计算机科学 2023-12-05 Zhiqiang Wang , Yiran Pang , Yanbin Lin

The stochastic gradient Langevin Dynamics is one of the most fundamental algorithms to solve sampling problems and non-convex optimization appearing in several machine learning applications. Especially, its variance reduced versions have…

机器学习 · 计算机科学 2022-11-22 Yuri Kinoshita , Taiji Suzuki

We prove that stochastic gradient descent efficiently converges to the global optimizer of the maximum likelihood objective of an unknown linear time-invariant dynamical system from a sequence of noisy observations generated by the system.…

机器学习 · 计算机科学 2019-02-12 Moritz Hardt , Tengyu Ma , Benjamin Recht

Stochastic gradient descent (SGD) is a popular algorithm for minimizing objective functions that arise in machine learning. For constant step-sized SGD, the iterates form a Markov chain on a general state space. Focusing on a class of…

最优化与控制 · 数学 2025-03-26 David Shirokoff , Philip Zaleski

Stochastic Gradient Descent (SGD) and its variants are the most used algorithms in machine learning applications. In particular, SGD with adaptive learning rates and momentum is the industry standard to train deep networks. Despite the…

机器学习 · 统计学 2020-07-29 Xiaoyu Li , Francesco Orabona

Gradient Langevin dynamics (GLD) and stochastic GLD (SGLD) have attracted considerable attention lately, as a way to provide convergence guarantees in a non-convex setting. However, the known rates grow exponentially with the dimension of…

概率论 · 数学 2020-03-27 Boris Muzellec , Kanji Sato , Mathurin Massias , Taiji Suzuki

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

Pretrained large language models (LLMs) are surprisingly effective at performing zero-shot tasks, including time-series forecasting. However, understanding the mechanisms behind such capabilities remains highly challenging due to the…

机器学习 · 计算机科学 2025-07-02 Toni J. B. Liu , Nicolas Boullé , Raphaël Sarfati , Christopher J. Earls

Stochastic gradient descent with momentum (SGDM) methods have become fundamental optimization tools in machine learning, combining the computational efficiency of stochastic gradients with the acceleration benefits of momentum. Despite…

最优化与控制 · 数学 2026-03-02 Zimeng Wang , Alp Yurtsever

An usual problem in statistics consists in estimating the minimizer of a convex function. When we have to deal with large samples taking values in high dimensional spaces, stochastic gradient algorithms and their averaged versions are…

统计理论 · 数学 2022-01-12 Antoine Godichon-Baggioni

Gradient descent (GD) and stochastic gradient descent (SGD) are the workhorses of large-scale machine learning. While classical theory focused on analyzing the performance of these methods in convex optimization problems, the most notable…

机器学习 · 计算机科学 2019-09-05 Chi Jin , Praneeth Netrapalli , Rong Ge , Sham M. Kakade , Michael I. Jordan

Stochastic Gradient Descent Langevin Dynamics (SGLD) algorithms, which add noise to the classic gradient descent, are known to improve the training of neural networks in some cases where the neural network is very deep. In this paper we…

计算金融 · 定量金融 2023-01-16 Pierre Bras , Gilles Pagès

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

Multi-modal large language models (MLLMs) have enabled numerous advances in understanding and reasoning in domains like vision, but we have not yet seen this broad success for time-series. Although prior works on time-series MLLMs have…

机器学习 · 计算机科学 2024-12-05 Winnie Chow , Lauren Gardiner , Haraldur T. Hallgrímsson , Maxwell A. Xu , Shirley You Ren