Convex SGD: Generalization Without Early Stopping
Not on the map. Why?
Abstract (arXiv)
We consider the generalization error associated with stochastic gradient descent on a smooth convex function over a compact set. We show the first bound on the generalization error that vanishes when the number of iterations T and the dataset size n go to zero at arbitrary rates; our bound scales as tildeO(1/√T + 1/√n) with step-size αt = 1/√t. In particular, strong convexity is not needed for stochastic gradient descent to generalize well.
Key facts. Cited by 1 paper in the map (data through 7 Oct 2026). Builds on 24 of its 39 references that are in the map. First posted on arXiv 8 Jan 2024.
Builds on
24 of 39 references.
References · 24
- 2015Train faster, generalize better: Stability of stochastic gradient descentcited by 547
- 2017Information-theoretic analysis of generalization capability of learning algorithmscited by 299
- 2017Non-convex learning via Stochastic Gradient Langevin Dynamics: a nonasymptotic analysiscited by 242
- 2020Stability of Stochastic Gradient Descent on Nonsmooth Convex Lossescited by 172
- 2020Fine-Grained Analysis of Stability and Generalization for Stochastic Gradient Descentcited by 118
- 2019A Short Note on Concentration Inequalities for Random Vectors with SubGaussian Normcited by 105
- 2017Stability and Generalization of Learning Algorithms that Converge to Global Optimacited by 100
- 2017Data-Dependent Stability of Stochastic Gradient Descentcited by 90
- 2021Information-Theoretic Generalization Bounds for Stochastic Gradient Descentcited by 84
- 2018Generalization Error Bounds for Noisy, Iterative Algorithmscited by 79
- 2023Generalization Bounds: Perspectives from Information Theory and PAC-Bayescited by 60
- 2018Generalization Bounds for Uniformly Stable Algorithmscited by 56
12 more
- 2020Toward Better Generalization Bounds with Locally Elastic Stabilitycited by 41
- 2021SGD Generalizes Better Than GD (And Regularization Doesn't Help)cited by 38
- 2021Stability of SGD: Tightness Analysis and Improved Boundscited by 33
- 2017A PAC-Bayesian Analysis of Randomized Learning with Application to Stochastic Gradient Descentcited by 29
- 2022Stability vs Implicit Bias of Gradient Methods on Separable Data and Beyondcited by 29
- 2021Time-independent Generalization Bounds for SGLD in Non-convex Settingscited by 27
- 2022Generalization Bounds via Convex Analysiscited by 27
- 2016Generalization Properties and Implicit Regularization for Multiple Passes SGMcited by 16
- 2022Generalization Bounds for Stochastic Gradient Descent via Localized varepsilon-Coverscited by 11
- 2022Uniform Stability for First-Order Empirical Risk Minimizationcited by 8
- 2023The Sample Complexity Of ERMs In Stochastic Convex Optimizationcited by 8
- 2022Boosting the Confidence of Generalization for L2-Stable Randomized Learning Algorithmscited by 3
Built on by
Citing papers per year: 2024: 1.
1 paper.