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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.

168,742 papers · 148 categories

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3775112149 · Jun 202019922001200920172026
48 results for noisy SGD

Large batch training with DP-SGD reduces model performance due to implicit bias.

problem Large batch training with DP-SGD reduces model performance.
method The study analyzes the phenomenon of implicit bias in Noisy-SGD (DP-SGD without clipping) and its theoretical solutions for linear models.
result The implicit bias in large batch training with DP-SGD is amplified by additional noise, similar to SGD.

The gradient noise of SGD is considered to play a central role in the observed strong generalization abilities of deep learning. While past studies confirm that the magnitude and the covariance structure of gradient noise are critical for regularization, it remains unclear whether or not the class of noise distribution…

2019-06-18abs ↗pdf ↗

This research tackles data deletion in linear regression with noisy SGD, finding perfect deleted points.

problem Finding points to delete from a dataset without significantly affecting the training result.
method Signal-to-noise ratio and an algorithm based on it.
result The perfect deleted point is crucial for maintaining model performance and privacy budget.

Projective DP-SGD reduces privacy error by identifying low-dimensional gradient subspaces.

problem Differentially private SGD's error rate scales with model's dimensionality, problematic for over-parameterized models.
method Projective DP-SGD, projecting noisy gradients to a low-dimensional subspace identified from a public dataset.
result The method reduces the dependence on model dimensionality, improving accuracy in high privacy regimes.

Paper relaxes SGD privacy and generalization guarantees for non-smooth convex losses.

problem Privacy and generalization in SGD for non-smooth convex losses.
method Relaxes Lipschitz and strong smoothness assumptions to Hölder smoothness, proving (ε,δ)(ε,δ)-DP and optimal excess risk.
result Noisy SGD with αα-Hölder smooth losses achieves optimal excess risk with linear gradient complexity for α1/2α \geq 1/2.

New bounds for mixing time and privacy in projected Langevin algorithm and noisy SGD.

problem Analyzing mixing times and privacy in projected Langevin algorithm and noisy SGD.
method New bounds derived using PABI framework and optimization problems.
result New bounds for mixing time and privacy in projected Langevin algorithm and noisy SGD, showing dependency on gradient regularity.

Stochastic Gradient Descent (SGD) has become one of the most popular optimization methods for training machine learning models on massive datasets. However, SGD suffers from two main drawbacks: (i) The noisy gradient updates have high variance, which slows down convergence as the iterates approach the optimum, and (ii)…

2015-12-09abs ↗pdf ↗

Paper improves generalization bounds for noisy stochastic algorithms.

problem Improving generalization bounds for noisy stochastic algorithms.
method Introduces Exponential Family Langevin Dynamics (EFLD) and establishes data-dependent expected stability based generalization bounds.
result Sharp generalization bounds with O(1/n) sample dependence and gradient discrepancy.

SGD transitions between maxima and minima with varying time scales.

problem Understanding SGD's behavior near critical points in noisy landscapes.
method Analyzing SGD convergence and escape dynamics in 1D landscapes with infinite- and finite-variance noise.
result SGD reliably moves to the basin's minimum unless close to a local maximum, where it can linger.

New framework limits SGD for multi-index models, addressing SQ framework shortcomings.

problem Limitations of SGD for multi-index models beyond SQ framework.
method Developed a new non-SQ framework to study SGD limitations for single-index and multi-index models.
result Applies to broad settings and architectures, including neural networks.

Multi-layer neural networks are among the most powerful models in machine learning, yet the fundamental reasons for this success defy mathematical understanding. Learning a neural network requires to optimize a non-convex high-dimensional objective (risk function), a problem which is usually attacked using stochastic g…

2018-04-18abs ↗pdf ↗

The paper analyzes generalization of noisy iterative algorithms using communication theory.

problem Generalization of models trained by noisy iterative algorithms under different distributions.
method Connecting noisy iterative algorithms to additive noise channels in communication theory.
result Distribution-dependent generalization bounds for noisy iterative algorithms.

Classical stochastic gradient methods for optimization rely on noisy gradient approximations that become progressively less accurate as iterates approach a solution. The large noise and small signal in the resulting gradients makes it difficult to use them for adaptive stepsize selection and automatic stopping. We prop…

2016-10-18abs ↗pdf ↗

FedSel uses local differential privacy to protect data privacy in federated SGD.

problem Privacy leakage from gradients in federated SGD.
method Two-stage framework with top-k dimension selection and gradient accumulation.
result FedSel reduces privacy leakage by privately selecting important dimensions.

Study on gradient clipping in SGD for high-dimensional problems.

problem Understanding and optimizing gradient clipping in high-dimensional machine learning models.
method Theoretical analysis of streaming SGD with gradient clipping in a least squares problem, focusing on large intrinsic dimensionality.
result Developed a deterministic equation to describe the loss evolution in clipped SGD, showing benefits under certain conditions.

Privacy-preserving SGD with heavy-tailed noise achieves differential privacy guarantees.

problem Privacy preservation in noisy SGD with heavy-tailed noise.
method Differential privacy guarantees for SGD with heavy-tailed noise.
result SGD with heavy-tailed perturbations achieves (0,O(1/n))(0, O(1/n))-DP.

Seesaw optimizes training by balancing learning rate and batch size, accelerating model pretraining.

problem Optimizing training efficiency for large language models with adaptive optimizers.
method Develops a principled framework for batch-size scheduling, introducing Seesaw which multiplies learning rate by 1/√2 and doubles batch size.
result Empirically, Seesaw reduces wall-clock time by approximately 36% compared to cosine decay, matching theoretical limits.

Stochastic gradient descent (SGD) still is the workhorse for many practical problems. However, it converges slow, and can be difficult to tune. It is possible to precondition SGD to accelerate its convergence remarkably. But many attempts in this direction either aim at solving specialized problems, or result in signif…

2015-12-14abs ↗pdf ↗

Byrd-SAGA reduces variance to robustify SGD against Byzantine attacks.

problem Learning over networks with malicious Byzantine attacks.
method Byrd-SAGA uses geometric median for robust aggregation of corrected stochastic gradients.
result Byrd-SAGA achieves provably linear convergence to optimal solution in the presence of Byzantine workers.

Improved privacy analysis for stochastic gradient descent.

problem Analyzing privacy leakage in noisy stochastic gradient descent.
method Modeling Rényi divergence dynamics with Langevin diffusions, proving exponential privacy loss convergence for smooth and strongly convex objectives.
result Privacy loss converges exponentially fast for smooth and strongly convex objectives under constant step size.

Unified stability bounds for noisy SGD across convex and non-convex losses.

problem Deriving generalization bounds for noisy stochastic gradient descent.
method Unified approach using Lyapunov functions and applied probability.
result Time-uniform stability bounds for SGD on various loss functions.

New method for asynchronous stochastic approximation converges in reinforcement learning.

problem Finding solutions to equations with noisy measurements in reinforcement learning.
method Batch Asynchronous Stochastic Approximation (BASA) with conditions for convergence and rate of convergence.
result Sufficient conditions for convergence and rate of convergence of BASA.

New method estimates SDE parameters efficiently using WCE and SGD.

problem Parameter estimation for stochastic differential equations.
method Wiener Chaos Expansion and Stochastic Gradient Descent.
result Accurate parameter recovery from noisy observations.

New method shows hidden state can significantly improve differential privacy in SGD.

problem Differential privacy in SGD with hidden state.
method Proves converging privacy bounds for hidden state SGD, using privacy amplification techniques.
result Privacy bound converges exponentially fast and is smaller than composition bounds.

Algorithm generates private continuous-time data for sensitive domains.

problem Private generation of continuous-time data for sensitive domains.
method Mean-field Langevin dynamics and noisy particle gradient descent.
result Strong privacy guarantees for one-time data contributions.

AdaBelief optimizes deep learning models with faster convergence and better stability.

problem Combining fast convergence and stability in deep learning models.
method Adapts stepsize based on the belief in observed gradients using exponential moving average (EMA) of noisy gradients.
result AdaBelief outperforms other methods in image classification and GAN training, achieving comparable accuracy to SGD on ImageNet.

This paper analyzes shallow ViTs, providing sample complexity and SGD behavior insights.

problem Theoretical understanding of shallow ViTs, especially their sample complexity and SGD behavior.
method Data model with label-relevant and label-irrelevant tokens, theoretical analysis of shallow ViT training.
result Characterization of sample complexity for zero generalization error in shallow ViTs.

New algorithm learns halfspaces with near-optimal sample complexity in noisy conditions.

problem Learning margin halfspaces with Massart noise.
method Computational efficient algorithm using online SGD on carefully selected convex losses.
result Sample complexity of Θ~(1/(γ2ε2))\widetilde{\Theta}(1/(γ^2 ε^2)), nearly matching lower bound.

Improved averaging method for noisy observations converges strongly.

problem Noisy observations from random dynamical systems require stable estimates.
method Introduced pp-EMA, a modified exponential moving average with subharmonic weight decay.
result Stochastic convergence guarantees for pp-EMA under mild assumptions.