arXiv Statistics ML

Convergence of Large-Stepsize SGD for the Cross-entropy Loss via Stochastic Lyapunov Stability

The paper presents convergence guarantees for Stochastic Gradient Descent (SGD) applied to the multiclass cross-entropy loss in both linear classifiers and two-layer neural networks. It shows that SGD dynamics can oscillate between an edge-of-stability regime dominated by curvature-driven oscillations and a stable regime where the expected loss decreases at a controlled rate. Despite these oscillations, the authors prove that SGD stabilizes the dynamics, ensuring that iterates return to stability within a fixed number of iterations and enabling convergence in the best-iterate sense even with large learning rates.

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 Machine Learning
Jul 7

Learning rate adaptive stochastic gradient descent optimization methods: numerical simulations for deep learning methods for partial differential equations and convergence analyses

arXiv:2406. 14340v2 Announce Type: replace-cross Abstract: The standard stochastic gradient descent (SGD) optimization method, as well as adaptive methods such as the Adam optimizer fail to converge if the learning rates do not converge to zero (particularly, in the situation of constant learning rates).

By Steffen Dereich, Arnulf Jentzen, Adrian Riekert
arXiv Machine Learning
Oct 9

Grokking or Glitching? How Low-Precision Drives Slingshot Loss Spikes

Deep neural networks can exhibit periodic loss spikes known as the "Slingshot Mechanism" during long‑term training. This paper shows that such spikes arise from finite‑precision floating‑point arithmetic: when the correct‑class logit becomes much larger than the others, the gradient for that class is rounded to zero while others remain nonzero, breaking the zero‑sum constraint and creating a positive feedback loop that inflates feature and classifier norms. The authors term this Numerical Feature Inflation (NFI) and demonstrate that it explains the rapid norm growth, reappearance of gradients, and loss spikes, while also showing that partial absorption can still cause hidden norm growth without visible spikes.

By Hanqing Liu, Jianjun Cao, Yuanze Li, Zijian Zhou
arXiv Machine Learning
Jun 30

Why Do We Need Warm-up? A Theoretical Perspective

arXiv:2510. 03164v2 Announce Type: replace Abstract: Learning rate warm-up -- increasing the learning rate at the beginning of training -- has become a ubiquitous heuristic in modern deep learning, yet its theoretical foundations remain poorly understood.

By Foivos Alimisis, Rustem Islamov, Aurelien Lucchi
arXiv Statistics ML
Oct 2

Exact information accounting for SGD methods

The paper presents an exact, information‑theoretic analysis of stochastic gradient descent (SGD) and its variants, showing that a preconditioned SGD step corresponds to a posterior‑mean update in a Gaussian Bayes model. It decomposes one‑step regret into an intrinsic‑time cost and a change in comparator information, extending this split to an identity for the objective itself. The framework links convex convergence, saddle‑point escape, flatness‑generalization trade‑offs, learning‑rate schedules, adaptive optimizers, and various SGD variants, and it is validated on synthetic and real training runs, revealing how different optimizers achieve the same training loss through distinct step characteristics.

By Akshay Balsubramani
arXiv Machine Learning
Sep 11

ExpTest: Loss-Curve Hypothesis Testing for Autonomous Learning-Rate Selection in Deep Neural Networks

ExpTest is an autonomous learning‑rate controller that uses the training loss curve as an online signal to perform sequential statistical tests on theoretically motivated windows, detecting convergent behavior and triggering learning‑rate reductions. It combines a covariance‑based initial learning‑rate estimate, curvature‑motivated window sizing, and a two‑phase test‑driven decay, relying on the approximately exponential decay predicted under linearized network dynamics. Experiments on regression, classification, forecasting, and natural‑language tasks across various architectures show that ExpTest achieves competitive performance compared to hand‑tuned SGD baselines and recent learning‑rate‑free methods, without requiring manual initial learning‑rate selection or predefined scheduling.

By Zan Chaudhry, Naoko Mizuno