arXiv Statistics ML

Stochastic gradient descent with initial regularization

The paper studies a variant of stochastic gradient descent called SGDIR, which incorporates initial regularization. It derives dimension‑free upper bounds on the expected excess risk for the squared loss, providing new rates for both averaged and non‑averaged SGDIR under various assumptions. The authors also establish matching lower bounds in certain regimes and compare SGDIR to ridge regression in noisy settings, showing comparable performance up to a polylogarithmic factor.

arXiv Machine Learning
Jun 10

Risk Comparisons in Linear Regression: Implicit Regularization Dominates Explicit Regularization

arXiv:2509. 17251v2 Announce Type: replace-cross Abstract: Existing theory suggests that for linear regression problems categorized by capacity and source conditions, gradient descent (GD) is always minimax optimal, while both ridge regression and online stochastic gradient descent (SGD) are polynomially suboptimal for certain categories of such problems.

By Jingfeng Wu, Peter L. Bartlett, Sham M. Kakade, Jason D. Lee, Bin Yu
arXiv Machine Learning
Oct 23

The Mathematical Theory of Double Descent as Shrinkage, not Overfitting: Matching Bounds for Path-Regularized Multilayer Neural Networks

The paper presents a nonasymptotic generalization theory for multilayer fully connected neural networks trained with path regularization, covering both underparameterized and overparameterized regimes without assuming bounded loss, sparsity, or width/depth limits. It explicitly models approximation error, resolves an open problem on approximation rates in generalized Barron spaces, and establishes matching upper and lower bounds that show the error curve is non‑monotone—descending, rising, then descending again—as width increases. The analysis reveals that the rise is due to shrinkage imposed by regularization rather than overfitting, and this effect cannot be eliminated by width‑independent regularization.

By Hao Yu
arXiv Machine Learning
Jul 30

Minimax-Optimal Generalization Bounds for Smooth Deep Neural Networks Trained by (Stochastic) Gradient Descent

arXiv:2606. 06772v2 Announce Type: replace-cross Abstract: Characterizing the optimization dynamics and statistical performance of over-parameterized deep neural networks (DNNs) remains a central challenge in understanding the remarkable success of deep learning.

By Junyu Zhou, Puyu Wang, Dennis Wagner, Yunwen Lei, Marius Kloft, Yiming Ying
arXiv AI
Sep 24

Path Regularization: A Near-Complete and Optimal Nonasymptotic Generalization Theory for Multilayer Neural Networks and Double Descent Phenomenon

The paper presents a near-complete, nonasymptotic generalization theory for multilayer neural networks using path regularization, applicable to broad Lipschitz loss functions without requiring bounded loss or extreme network hyperparameters. It provides an explicit upper bound that addresses approximation rates in generalized Barron spaces and demonstrates the double descent phenomenon for ReLU networks. The authors claim near-minimax optimality for regression problems and plan to establish matching lower bounds in future work.

By Hao Yu