# Local Optimality and Generalization Guarantees for the Langevin Algorithm via Empirical Metastability

arXiv: https://arxiv.org/abs/1802.06439 · HTML: https://mlsanity.com/paper/1802.06439/

## Key facts

- Cited by 6 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 18 Feb 2018.

## Built on by (most cited first, 6 of 6)

- [On the Sample Complexity and Metastability of Heavy-tailed Policy Search in Continuous Control](https://mlsanity.com/paper/2106.08414/) (2021)
- [Sampling Multimodal Distributions with the Vanilla Score: Benefits of Data-Based Initialization](https://mlsanity.com/paper/2310.01762/) (2023)
- [On generalization bounds for deep networks based on loss surface implicit regularization](https://mlsanity.com/paper/2201.04545/) (2022)
- [From Global to Local: A Scalable Benchmark for Local Posterior Sampling](https://mlsanity.com/paper/2507.21449/) (2025)
- [Constructing Semantics-Aware Adversarial Examples with a Probabilistic Perspective](https://mlsanity.com/paper/2306.00353/) (2023)
- [Fast PAC Global Optimization via Restarted Langevin: Exploration, Exploitation, and Degenerate Cooling](https://mlsanity.com/paper/2609.06196/) (2026)

## Abstract (arXiv)

We study the detailed path-wise behavior of the discrete-time Langevin algorithm for non-convex Empirical Risk Minimization (ERM) through the lens of metastability, adopting some techniques from Berglund and Gentz (2003. For a particular local optimum of the empirical risk, with an arbitrary initialization, we show that, with high probability, at least one of the following two events will occur: (1) the Langevin trajectory ends up somewhere outside the varepsilon-neighborhood of this particular optimum within a short recurrence time; (2) it enters this varepsilon-neighborhood by the recurrence time and stays there until a potentially exponentially long escape time. We call this phenomenon empirical metastability. This two-timescale characterization aligns nicely with the existing literature in the following two senses. First, the effective recurrence time (i.e., number of iterations multiplied by stepsize) is dimension-independent, and resembles the convergence time of continuous-time deterministic Gradient Descent (GD). However unlike GD, the Langevin algorithm does not require strong conditions on local initialization, and has the possibility of eventually visiting all optima. Second, the scaling of the escape time is consistent with the Eyring-Kramers law, which states that the Langevin scheme will eventually visit all local minima, but it will take an exponentially long time to transit among them. We apply this path-wise concentration result in the context of statistical learning to examine local notions of generalization and optimality.
