mlsanityData to 7 Oct 2026

Learning Rate Schedules in the Presence of Distribution Shift

arXiv 2303.15634 ↗First posted 27 Mar 2023cs.LG math.OC stat.MLcited by 7

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Abstract (arXiv)

We design learning rate schedules that minimize regret for SGD-based online learning in the presence of a changing data distribution. We fully characterize the optimal learning rate schedule for online linear regression via a novel analysis with stochastic differential equations. For general convex loss functions, we propose new learning rate schedules that are robust to distribution shift and we give upper and lower bounds for the regret that only differ by constants. For non-convex loss functions, we define a notion of regret based on the gradient norm of the estimated models and propose a learning schedule that minimizes an upper bound on the total expected regret. Intuitively, one expects changing loss landscapes to require more exploration, and we confirm that optimal learning rate schedules typically increase in the presence of distribution shift. Finally, we provide experiments for high-dimensional regression models and neural networks to illustrate these learning rate schedules and their cumulative regret.

Key facts. Cited by 7 papers in the map (data through 7 Oct 2026). Builds on 21 of its 44 references that are in the map. First posted on arXiv 27 Mar 2023.

Builds on

21 of 44 references.

References · 21

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9 more
  1. 2016Tracking Slowly Moving Clairvoyant: Optimal Dynamic Regret of Online Learning with True and Noisy Gradientcited by 65
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Cited by year (2026 to 7 Oct)

Citing papers per year: 2023: 3; 2024: 2; 2025: 1; 2026: 1.

7 papers.