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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

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48 results for gradient descent

In this note, we observe the behavior of gradient flow and discrete and noisy gradient descent in some simple settings. It is commonly noted that addition of noise to gradient descent can affect the trajectory of gradient descent. Here, we run some computer experiments for gradient descent on some simple functions, and…

2018-08-14abs ↗pdf ↗

Gradient descent implicitly regularizes neural networks by penalizing large loss gradients.

problem How to optimize deep neural networks without explicit regularization.
method Backward error analysis to calculate implicit gradient regularization and demonstrate its effectiveness empirically.
result Implicit gradient regularization biases gradient descent toward flat minima, improving model robustness and test errors.

We consider the behavior of gradient flow and of discrete and noisy gradient descent. It is commonly noted that the addition of noise to the process of discrete gradient descent can affect the trajectory of gradient descent. In previous work, we observed such effects. There, we considered the case where the minima had …

2018-09-14abs ↗pdf ↗

Gradient descent variants improve phase retrieval accuracy.

problem Phase retrieval problem in high-dimensional spaces.
method Gradient descent, stochastic gradient descent, Langevin algorithm, dynamical mean-field theory.
result Stochastic variants of gradient descent achieve better generalization in phase retrieval.

Gradient descent dynamics in nonconvex models explained with universality.

problem Understanding long-time behavior of nonconvex gradient descent.
method Developed a state evolution system for tracking gradient descent iterates.
result Gradient descent iterates are approximately independent of data and strongly incoherent with feature vectors.

Natural gradient descent avoids the magic of model parametrization, leading to different optimization outcomes.

problem Understanding the impact of model parametrization on optimization and generalization in deep learning.
method Characterization of natural gradient flow in deep linear networks and nonlinear neural networks.
result Natural gradient descent fails to generalize in some cases, while gradient descent with the right architecture performs well.

Any gradient descent optimization requires to choose a learning rate. With deeper and deeper models, tuning that learning rate can easily become tedious and does not necessarily lead to an ideal convergence. We propose a variation of the gradient descent algorithm in the which the learning rate is not fixed. Instead, w…

2018-01-27abs ↗pdf ↗

Gradient descent biases towards stable rank networks for nearly-orthogonal data.

problem Understanding implicit bias in non-smooth neural networks trained by gradient descent.
method Analysis of two-layer ReLU and leaky ReLU networks trained by gradient descent on nearly-orthogonal data.
result Gradient descent biases towards networks with stable rank and uniform margin for nearly-orthogonal data.

SGD and stochastic gradient descent converge at optimal rates for certain non-convex functions.

problem Optimal convergence rates for non-convex functions under gradient noise.
method Geometric interpretation of the PL-condition to analyze convergence rates.
result Convergence rates of SGD and stochastic gradient descent match those of strongly convex quadratics.

Gradient descent at edge of stability stabilizes implicitly, following projected gradient descent.

problem Gradient descent's stability and sharpness behavior at the edge of instability.
method Cubic Taylor expansion analysis of gradient descent dynamics.
result Gradient descent at edge of stability implicitly follows projected gradient descent.

This work proposes a new method for variational inference using Wasserstein gradient descent.

problem Optimizing variational parameters to match a true posterior distribution.
method Reinterpreting VI as an optimization problem over a variational parameter space, using Wasserstein gradient descent.
result The proposed Wasserstein gradient descent can be seen as a generalization of existing optimization techniques in VI.

Gradient descent achieves exact linear convergence rate for symmetric matrix completion.

problem Low-rank symmetric matrix completion using gradient descent.
method Local analysis of gradient descent for symmetric matrices without additional assumptions.
result Closed-form expression of exact linear convergence rate matches practice.

Gradient descent with logistic loss can make two-layer networks interpolate binary classification data.

problem Training two-layer networks for binary classification.
method Gradient descent with logistic loss applied to two-layer networks.
result Gradient descent can drive training loss to zero under certain conditions.

Gradient descent benefits from tangent kernel advantages under specific conditions.

problem Comparing gradient descent with tangent kernel methods in learning.
method Analysis of gradient descent and tangent kernel methods under different conditions.
result Gradient descent can achieve small error only if tangent kernel methods have a non-trivial advantage, but this advantage can be very small.

Proposes a continuous flow model to understand and control instability in gradient descent for deep learning.

problem Understanding and controlling the instability of gradient descent in deep learning.
method Introduces the Principal Flow (PF), a continuous time flow that approximates gradient descent dynamics.
result The PF captures divergent and oscillatory behaviors of gradient descent, including escaping local minima and saddle points.

Gradient descent on MMD GAN parameter space converges globally to target distribution.

problem Convergence of gradient descent in Maximum Mean Discrepancy (MMD) GANs.
method Proposes a parametric kernelized gradient flow that mimics the min-max game in gradient regularized MMD GAN.
result Gradient descent on the generator's parameter space in gradient regularized MMD GAN is globally convergent to the target distribution under certain conditions.

Gradient descent methods for deep ReLU networks achieve optimal generalization rates.

problem Generalization of gradient descent methods for deep neural networks
method Establishing minimax-optimal rates for GD and SGD with deep ReLU networks
result Gradient descent methods for deep ReLU networks achieve optimal generalization rates

Gradient descent on normalized networks reveals sparsity preferences.

problem Understanding the inductive bias of gradient descent on normalized neural nets.
method Analysis of gradient descent on weight-normalized smooth homogeneous neural nets, focusing on SWN and EWN.
result EWN causes weights to be updated in a way that prefers asymptotic relative sparsity.

Gradient descent stagnates in low-precision, but unbiased rounding schemes improve convergence.

problem Stagnation of gradient descent in low-precision computation.
method Proposed unbiased stochastic rounding schemes that trade zero bias for larger probability of preserving small gradients.
result Unbiased rounding methods typically improve convergence rate of gradient descent for convex problems.

Gradient descent finds halfspaces with low error for agnostic learning.

problem Agnostic learning of linear halfspaces with convex surrogates.
method Gradient descent on convex surrogates for zero-one loss.
result Gradient descent finds halfspaces with error O(OPT1/2+ε)O(\mathsf{OPT}^{1/2} + \varepsilon) in poly time and sample complexity.

Explains gradient descent methods and their convergence, focusing on simple analysis.

problem Understanding and analyzing gradient descent methods and their variants.
method Elementary mathematical analysis focusing on structures and assumptions of objective functions.
result Unified convergence analysis of various gradient descent methods and variants.

Paper proposes a pre-conditioning technique to speed up gradient-descent convergence in distributed linear least-squares problems.

problem Expediting convergence of gradient-descent method for ill-conditioned distributed linear least-squares problems.
method Iterative pre-conditioning technique to improve convergence rate of gradient-descent method.
result Pre-conditioned gradient-descent achieves superlinear convergence for unique solutions and improved linear convergence otherwise.

This paper optimizes functions of probability measures using particle gradient descent for displacement convex functions.

problem Optimizing functions of probability measures with displacement convex properties.
method Particle gradient descent applied to displacement convex functions with theoretical guarantees.
result Finite number of particles and computations are sufficient to find optimal solutions for displacement convex functions.

The paper studies stochastic gradient descent with infinite variance gradients.

problem Theoretical properties of SGD with infinite variance gradients.
method Establish asymptotic behavior of SGD with infinite variance gradients.
result Asymptotic distribution of SGD is characterized as a stationary distribution of an Ornstein-Uhlenbeck process driven by a stable Lévy process.

We study alignment in linear neural networks and its relation to gradient descent.

problem Understanding alignment in linear neural networks and its impact on training.
method Defined alignment for fully connected networks, analyzed alignment under gradient descent, and compared gradient descent to projected gradient descent for layer-constrained networks.
result Gradient descent can converge linearly to a global minimum when alignment is invariant, and alignment is impossible with large datasets in layer-constrained networks.

Study on privacy leakage in noisy gradient descent algorithms.

problem Information leakage of iterative randomized learning algorithms about training data.
method Analyzes the dynamics of Rényi differential privacy loss in noisy gradient descent algorithms.
result Privacy loss converges exponentially fast for smooth and strongly convex loss functions.

Gradient descent struggles to achieve zero loss in deep learning models due to non-generic data distributions.

problem Achieving zero loss minimizers in deep learning networks.
method Analysis of gradient descent algorithm in deep learning, focusing on underparametrized networks.
result Zero loss minimization cannot be achieved generically in deep learning networks.

Characterizes corridors in loss surfaces for gradient-based optimization.

problem Understanding and mitigating training instabilities in gradient-based optimization.
method Characterizes corridors as regions where gradient descent and gradient flow trajectories are linearly related.
result Corridors indicate regions without implicit regularization effects, leading to better learning rate adaptation schemes.

We prove that the evolution of weight vectors in online gradient descent can encode arbitrary polynomial-space computations, even in very simple learning settings. Our results imply that, under weak complexity-theoretic assumptions, it is impossible to reason efficiently about the fine-grained behavior of online gradie…

2018-07-03abs ↗pdf ↗