arXiv Machine Learning

Stochastic Optimization Under Power-Law Spectra: Tight Bounds and Shuffling Analysis

arXiv Machine Learning
Sep 14

High-Probability Convergence of SGD via Batched Updates

The paper introduces Batched SGD, a variant that groups online samples into epochs and performs a single update per epoch using a low‑variance gradient estimate. This batching approach allows a straightforward high‑probability analysis without restrictive assumptions or auxiliary sequences, yielding near‑optimal rates for both strongly convex and non‑convex objectives under standard smoothness and sub‑Gaussian noise conditions. The authors also extend the method to federated learning, providing the first high‑probability guarantees with logarithmic communication complexity, linear speedup in the number of agents, and robustness to data heterogeneity.

By Feng Zhu, Robert W. Heath Jr., Aritra Mitra
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
Sep 10

SGD in Multiclass Logistic Regression: Sequential Learning and Scaling Laws

The paper analyzes training dynamics of multiclass logistic regression on high‑dimensional Gaussian mixture models with many classes. It finds that learning proceeds sequentially from the most to the least frequent classes and, when class priors follow a power‑law, the cross‑entropy risk evolves through an initial plateau, a power‑law decay phase, and a final convergence phase. The study also shows how model capacity and optimization trade‑off under a fixed compute budget, leading to a compute‑optimal scaling law that prescribes model size and training time as functions of compute.

By Konstantinos Christopher Tsiolis, Denny Wu, Christos Thrampoulidis, Murat A. Erdogdu
arXiv Machine Learning
Sep 7

The Sample Complexity of Learning Lipschitz Operators with respect to Gaussian Measures

The paper investigates how many linear samples are needed to learn Lipschitz operators under Gaussian measures. It establishes both lower and upper bounds on the Hermite polynomial approximation error and shows that the minimal worst‑case error cannot converge algebraically with the number of samples. However, if the covariance operator of the Gaussian measure decays rapidly, convergence rates arbitrarily close to any algebraic rate can be achieved.

By Ben Adcock, Michael Griebel, Gregor Maier
arXiv Machine Learning
Sep 14

Almost Sure Convergence Analysis of Stochastic Gradient Methods with Clipping and Additive Noise

The paper proves that stochastic gradient descent with gradient clipping and additive Gaussian noise (SGD‑CN) converges almost surely under smoothness and bounded noise assumptions, given standard decaying step sizes. The analysis extends to momentum variants such as the stochastic heavy ball and Nesterov's accelerated gradient, showing that careful energy constructions yield similar guarantees. These results provide stronger theoretical foundations for understanding the pathwise behaviour of clipped stochastic gradient methods in both convex and nonconvex regimes.

By Amartya Mukherjee, Jun Liu
arXiv AI
Jul 3

Adaptive Batch Sizes Using Non-Euclidean Gradient Noise Scales for Stochastic Sign and Spectral Descent

arXiv:2602. 03001v2 Announce Type: replace-cross Abstract: To maximize hardware utilization, modern machine learning systems typically employ large constant or manually tuned batch size schedules, relying on heuristics that are brittle and costly to tune.

By Hiroki Naganuma, Shagun Gupta, Youssef Briki, Ioannis Mitliagkas, Irina Rish, Parameswaran Raman, Hao-Jun Michael Shi
arXiv Statistics ML
2d ago

Exact information accounting for SGD methods

arXiv:2610.00446v1 Announce Type: cross Abstract: As an alternative to the standard geometric analyses, we give an exact, information-theoretic analysis of stochastic gradient descent (SGD) and its v...

By Akshay Balsubramani
arXiv Machine Learning
Jul 14

Exact Dynamics of Multi-class Stochastic Gradient Descent

arXiv:2510. 14074v2 Announce Type: replace-cross Abstract: We develop a framework for analyzing the learning dynamics of high-dimensional problems trained using one-pass stochastic gradient descent (SGD) with data from multiple anisotropic classes.

By Elizabeth Collins-Woodfin, Inbar Seroussi