mlsanityData to 14 Oct 2026

Algorithmic Stability of Heavy-Tailed SGD with General Loss Functions

arXiv 2301.11885 ↗First posted 27 Jan 2023stat.ML cs.LGcited by 15

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Abstract (arXiv)

Heavy-tail phenomena in stochastic gradient descent (SGD) have been reported in several empirical studies. Experimental evidence in previous works suggests a strong interplay between the heaviness of the tails and generalization behavior of SGD. To address this empirical phenomena theoretically, several works have made strong topological and statistical assumptions to link the generalization error to heavy tails. Very recently, new generalization bounds have been proven, indicating a non-monotonic relationship between the generalization error and heavy tails, which is more pertinent to the reported empirical observations. While these bounds do not require additional topological assumptions given that SGD can be modeled using a heavy-tailed stochastic differential equation (SDE), they can only apply to simple quadratic problems. In this paper, we build on this line of research and develop generalization bounds for a more general class of objective functions, which includes non-convex functions as well. Our approach is based on developing Wasserstein stability bounds for heavy-tailed SDEs and their discretizations, which we then convert to generalization bounds. Our results do not require any nontrivial assumptions; yet, they shed more light to the empirical observations, thanks to the generality of the loss functions.

Key facts. Cited by 15 papers in the map (data through 14 Oct 2026). Builds on 18 of its 36 references that are in the map. First posted on arXiv 27 Jan 2023.

Builds on

18 of 36 references.

References · 18

  1. 2015Train faster, generalize better: Stability of stochastic gradient descentcited by 552
  2. 2017Information-theoretic analysis of generalization capability of learning algorithmscited by 303
  3. 2017Non-convex learning via Stochastic Gradient Langevin Dynamics: a nonasymptotic analysiscited by 243
  4. 2019Generalization Bounds of Stochastic Gradient Descent for Wide and Deep Neural Networkscited by 222
  5. 2020The Heavy-Tail Phenomenon in SGDcited by 124
  6. 2020Fine-Grained Analysis of Stability and Generalization for Stochastic Gradient Descentcited by 119
  7. 2021Information-Theoretic Generalization Bounds for Stochastic Gradient Descentcited by 84
  8. 2020Hausdorff Dimension, Heavy Tails, and Generalization in Neural Networkscited by 62
  9. 2018Global Non-convex Optimization with Discretized Diffusionscited by 44
  10. 2019First Exit Time Analysis of Stochastic Gradient Descent Under Heavy-Tailed Gradient Noisecited by 44
  11. 2021Heavy Tails in SGD and Compressibility of Overparametrized Neural Networkscited by 44
  12. 2021Convergence Rates of Stochastic Gradient Descent under Infinite Noise Variancecited by 35
6 more
  1. 2018Global Convergence of Stochastic Gradient Hamiltonian Monte Carlo for Non-Convex Stochastic Optimization: Non-Asymptotic Performance Bounds and Momentum-Based Accelerationcited by 31
  2. 2021Time-independent Generalization Bounds for SGLD in Non-convex Settingscited by 27
  3. 2022Improved Convergence Rate of Stochastic Gradient Langevin Dynamics with Variance Reduction and its Application to Optimizationcited by 16
  4. 2022Algorithmic Stability of Heavy-Tailed Stochastic Gradient Descent on Least Squarescited by 12
  5. 2022Generalization Bounds for Stochastic Gradient Descent via Localized varepsilon-Coverscited by 11
  6. 2022Chaotic Regularization and Heavy-Tailed Limits for Deterministic Gradient Descentcited by 9

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Cited by year (2026 to 14 Oct)

Citing papers per year: 2023: 6; 2024: 4; 2025: 2; 2026: 3.

15 papers.

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  1. 2023Temperature Balancing, Layer-wise Weight Analysis, and Neural Network Trainingcited by 20
  2. 2024From Spikes to Heavy Tails: Unveiling the Spectral Evolution of Neural Networkscited by 9
  3. 2023Uniform-in-Time Wasserstein Stability Bounds for (Noisy) Stochastic Gradient Descentcited by 6
  4. 2023From Mutual Information to Expected Dynamics: New Generalization Bounds for Heavy-Tailed SGDcited by 4
  5. 2024Emergence of heavy tails in homogenized stochastic gradient descentcited by 4
  6. 2024Limit Theorems for Stochastic Gradient Descent with Infinite Variancecited by 4
  7. 2023Approximate Heavy Tails in Offline (Multi-Pass) Stochastic Gradient Descentcited by 3
  8. 2024Privacy of SGD under Gaussian or Heavy-Tailed Noise: Guarantees without Gradient Clippingcited by 3
  9. 2023Cyclic and Randomized Stepsizes Invoke Heavier Tails in SGD than Constant Stepsizecited by 2
  10. 2023Efficient Sampling of Stochastic Differential Equations with Positive Semi-Definite Modelscited by 1
  11. 2025Learning Rate Should Scale Inversely with High-Order Data Moments in High-Dimensional Online Independent Component Analysiscited by 0
  12. 2025R'enyi Differential Privacy for Heavy-Tailed SDEs via Fractional Poincar'e Inequalitiescited by 0
3 more
  1. 2026Stability and Generalization of Stochastic Nonconvex Optimization under Heavy-Tailed Noise: From Gradient Norm to Goldstein Stationaritycited by 0
  2. 2026Tail-Aware Information-Theoretic Bounds for LLM Alignment under Heavy-Tailed Rewardscited by 0
  3. 2026Dimension-Corrected Hitting Times for Heavy-Tailed Spectral Emergence in Neural Optimizer Dynamicscited by 0