Learning with SGD and Random Features
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Abstract (arXiv)
Sketching and stochastic gradient methods are arguably the most common techniques to derive efficient large scale learning algorithms. In this paper, we investigate their application in the context of nonparametric statistical learning. More precisely, we study the estimator defined by stochastic gradient with mini batches and random features. The latter can be seen as form of nonlinear sketching and used to define approximate kernel methods. The considered estimator is not explicitly penalized/constrained and regularization is implicit. Indeed, our study highlights how different parameters, such as number of features, iterations, step-size and mini-batch size control the learning properties of the solutions. We do this by deriving optimal finite sample bounds, under standard assumptions. The obtained results are corroborated and illustrated by numerical experiments.
Key facts. Cited by 33 papers in the map (data through 7 Oct 2026). First posted on arXiv 17 Jul 2018.
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Citing papers per year: 2021: 8; 2022: 2; 2023: 6; 2024: 7; 2025: 6; 2026: 4.
33 papers.
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- 2024Scaling Laws in Linear Regression: Compute, Parameters, and Datacited by 54
- 2021Random feature neural networks learn Black-Scholes type PDEs without curse of dimensionalitycited by 34
- 2021Kernel Continual Learningcited by 27
- 2023Universal approximation property of Banach space-valued random feature models including random neural networkscited by 12
- 2023Non-Parametric Representation Learning with Kernelscited by 11
- 2023How many Neurons do we need? A refined Analysis for Shallow Networks trained with Gradient Descentcited by 10
- 2023Random Fourier Signature Featurescited by 9
- 2025Kernel ridge regression under power-law data: spectrum and generalizationcited by 8
- 2021A spectral-based analysis of the separation between two-layer neural networks and linear methodscited by 7
- 2024Random features models: a way to study the success of naive imputationcited by 7
- 2025Two-Point Deterministic Equivalence for Stochastic Gradient Dynamics in Linear Modelscited by 6
- 2021ParK: Sound and Efficient Kernel Ridge Regression by Feature Space Partitionscited by 5
21 more
- 2021On the Double Descent of Random Features Models Trained with SGDcited by 5
- 2023Minibatch and Local SGD: Algorithmic Stability and Linear Speedup in Generalizationcited by 5
- 2021Exponential Error Convergence in Data Classification with Optimized Random Features: Acceleration by Quantum Machine Learningcited by 4
- 2024Universal randomised signatures for generative time series modellingcited by 4
- 2024Generalization Analysis of Online Stochastic Gradient Descent for Overparameterized Two-Layer Neural Networkscited by 4
- 2024Optimal Kernel Quantile Learning with Random Featurescited by 4
- 2025Random Feature Representation Boostingcited by 4
- 2024RandNet-Parareal: a time-parallel PDE solver using Random Neural Networkscited by 3
- 2025Fast Escape, Slow Convergence: Learning Dynamics of Phase Retrieval under Power-Law Datacited by 3
- 2021MetaKernel: Learning Variational Random Features with Limited Labelscited by 2
- 2022Coefficient-based Regularized Distribution Regressioncited by 2
- 2025Random feature approximation for general spectral methodscited by 2
- 2025SchoenbAt: Rethinking Attention with Polynomial basiscited by 1
- 2021Shallow Representation is Deep: Learning Uncertainty-aware and Worst-case Random Feature Dynamicscited by 0
- 2022Ridgeless Regression with Random Featurescited by 0
- 2023Random feature approximation for general spectral methodscited by 0
- 2024Macformer: Transformer with Random Maclaurin Feature Attentioncited by 0
- 2026Random Neural Network Expressivity for Non-Linear Partial Differential Equationscited by 0
- 2026Optimal Rates for Generalization of Gradient Descent Methods with Deep Neural Networkscited by 0
- 2026Minimax-Optimal Generalization Bounds for Smooth Deep Neural Networks Trained by (Stochastic) Gradient Descentcited by 0
- 2026Stochastic gradient descent with initial regularizationcited by 0
- 2026Stochastic gradient descent with initial regularization24 Aug 2026
- 2026Minimax-Optimal Generalization Bounds for Smooth Deep Neural Networks Trained by (Stochastic) Gradient Descent4 Jun 2026
- 2026Optimal Rates for Generalization of Gradient Descent Methods with Deep Neural Networks4 Jun 2026
- 2026Random Neural Network Expressivity for Non-Linear Partial Differential Equations24 May 2026
- 2025Fast Escape, Slow Convergence: Learning Dynamics of Phase Retrieval under Power-Law Data24 Nov 2025
- 2025Kernel ridge regression under power-law data: spectrum and generalization6 Oct 2025
- 2025Random feature approximation for general spectral methods19 Jun 2025
- 2025SchoenbAt: Rethinking Attention with Polynomial basis18 May 2025
- 2025Two-Point Deterministic Equivalence for Stochastic Gradient Dynamics in Linear Models7 Feb 2025
- 2025Random Feature Representation Boosting30 Jan 2025
- 2024RandNet-Parareal: a time-parallel PDE solver using Random Neural Networks9 Nov 2024
- 2024Optimal Kernel Quantile Learning with Random Features24 Aug 2024
21 more
- 2024Macformer: Transformer with Random Maclaurin Feature Attention21 Aug 2024
- 2024Generalization Analysis of Online Stochastic Gradient Descent for Overparameterized Two-Layer Neural Networks10 Jul 2024
- 2024Universal randomised signatures for generative time series modelling14 Jun 2024
- 2024Scaling Laws in Linear Regression: Compute, Parameters, and Data12 Jun 2024
- 2024Random features models: a way to study the success of naive imputation6 Feb 2024
- 2023Universal approximation property of Banach space-valued random feature models including random neural networks13 Dec 2023
- 2023Random Fourier Signature Features20 Nov 2023
- 2023Minibatch and Local SGD: Algorithmic Stability and Linear Speedup in Generalization2 Oct 2023
- 2023How many Neurons do we need? A refined Analysis for Shallow Networks trained with Gradient Descent14 Sep 2023
- 2023Non-Parametric Representation Learning with Kernels5 Sep 2023
- 2023Random feature approximation for general spectral methods29 Aug 2023
- 2022Coefficient-based Regularized Distribution Regression26 Aug 2022
- 2022Ridgeless Regression with Random Features1 May 2022
- 2021On the Double Descent of Random Features Models Trained with SGD13 Oct 2021
- 2021A spectral-based analysis of the separation between two-layer neural networks and linear methods10 Aug 2021
- 2021Kernel Continual Learning12 Jul 2021
- 2021Shallow Representation is Deep: Learning Uncertainty-aware and Worst-case Random Feature Dynamics24 Jun 2021
- 2021ParK: Sound and Efficient Kernel Ridge Regression by Feature Space Partitions23 Jun 2021
- 2021Exponential Error Convergence in Data Classification with Optimized Random Features: Acceleration by Quantum Machine Learning16 Jun 2021
- 2021Random feature neural networks learn Black-Scholes type PDEs without curse of dimensionality14 Jun 2021
- 2021MetaKernel: Learning Variational Random Features with Limited Labels8 May 2021
- 2024Scaling Laws in Linear Regression: Compute, Parameters, and Datacited by 54
- 2021Random feature neural networks learn Black-Scholes type PDEs without curse of dimensionalitycited by 34
- 2021Kernel Continual Learningcited by 27
- 2023Universal approximation property of Banach space-valued random feature models including random neural networkscited by 12
- 2023Non-Parametric Representation Learning with Kernelscited by 11
- 2023How many Neurons do we need? A refined Analysis for Shallow Networks trained with Gradient Descentcited by 10
- 2023Random Fourier Signature Featurescited by 9
- 2025Kernel ridge regression under power-law data: spectrum and generalizationcited by 8
- 2021A spectral-based analysis of the separation between two-layer neural networks and linear methodscited by 7
- 2024Random features models: a way to study the success of naive imputationcited by 7
- 2025Two-Point Deterministic Equivalence for Stochastic Gradient Dynamics in Linear Modelscited by 6
- 2021ParK: Sound and Efficient Kernel Ridge Regression by Feature Space Partitionscited by 5
12 most cited of 33 All 33 (JSON)
- 2026Stochastic gradient descent with initial regularization24 Aug 2026
- 2026Minimax-Optimal Generalization Bounds for Smooth Deep Neural Networks Trained by (Stochastic) Gradient Descent4 Jun 2026
- 2026Optimal Rates for Generalization of Gradient Descent Methods with Deep Neural Networks4 Jun 2026
- 2026Random Neural Network Expressivity for Non-Linear Partial Differential Equations24 May 2026
- 2025Fast Escape, Slow Convergence: Learning Dynamics of Phase Retrieval under Power-Law Data24 Nov 2025
- 2025Kernel ridge regression under power-law data: spectrum and generalization6 Oct 2025
- 2025Random feature approximation for general spectral methods19 Jun 2025
- 2025SchoenbAt: Rethinking Attention with Polynomial basis18 May 2025
- 2025Two-Point Deterministic Equivalence for Stochastic Gradient Dynamics in Linear Models7 Feb 2025
- 2025Random Feature Representation Boosting30 Jan 2025
- 2024RandNet-Parareal: a time-parallel PDE solver using Random Neural Networks9 Nov 2024
- 2024Optimal Kernel Quantile Learning with Random Features24 Aug 2024
12 newest of 33 All 33 (JSON)