# Limit Theorems for Stochastic Gradient Descent in High-Dimensional Single-Layer Networks

arXiv: https://arxiv.org/abs/2511.02258 · HTML: https://mlsanity.com/paper/2511.02258/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 17 of its 30 references that are in the map.
- First posted on arXiv 4 Nov 2025.

## Builds on (most cited first, 17 of 17)

- [A Mean Field View of the Landscape of Two-Layers Neural Networks](https://mlsanity.com/paper/1804.06561/) (2018)
- [On the Global Convergence of Gradient Descent for Over-parameterized Models using Optimal Transport](https://mlsanity.com/paper/1805.09545/) (2018)
- [Stochastic Gradient Descent as Approximate Bayesian Inference](https://mlsanity.com/paper/1704.04289/) (2017)
- [Stochastic Gradient Descent, Weighted Sampling, and the Randomized Kaczmarz algorithm](https://mlsanity.com/paper/1310.5715/) (2013)
- [Online stochastic gradient descent on non-convex losses from high-dimensional inference](https://mlsanity.com/paper/2003.10409/) (2020)
- [Stochastic Modified Equations and Dynamics of Stochastic Gradient Algorithms I: Mathematical Foundations](https://mlsanity.com/paper/1811.01558/) (2018)
- [Dynamics of stochastic gradient descent for two-layer neural networks in the teacher-student setup](https://mlsanity.com/paper/1906.08632/) (2019)
- [Mean Field Analysis of Neural Networks: A Central Limit Theorem](https://mlsanity.com/paper/1808.09372/) (2018)
- [Trainability and Accuracy of Neural Networks: An Interacting Particle System Approach](https://mlsanity.com/paper/1805.00915/) (2018)
- [Tight Analyses for Non-Smooth Stochastic Gradient Descent](https://mlsanity.com/paper/1812.05217/) (2018)
- [On the Validity of Modeling SGD with Stochastic Differential Equations (SDEs)](https://mlsanity.com/paper/2102.12470/) (2021)
- [High-dimensional limit theorems for SGD: Effective dynamics and critical scaling](https://mlsanity.com/paper/2206.04030/) (2022)
- [Phase diagram of Stochastic Gradient Descent in high-dimensional two-layer neural networks](https://mlsanity.com/paper/2202.00293/) (2022)
- [Online Stochastic Gradient Descent with Arbitrary Initialization Solves Non-smooth, Non-convex Phase Retrieval](https://mlsanity.com/paper/1910.12837/) (2019)
- [Normal Approximation for Stochastic Gradient Descent via Non-Asymptotic Rates of Martingale CLT](https://mlsanity.com/paper/1904.02130/) (2019)
- [Hitting the High-Dimensional Notes: An ODE for SGD learning dynamics on GLMs and multi-index models](https://mlsanity.com/paper/2308.08977/) (2023)
- [Diffusion Approximations for Online Principal Component Estimation and Global Convergence](https://mlsanity.com/paper/1808.09645/) (2018)

## Built on by (most cited first, 1 of 1)

- [Universality of high-dimensional scaling limits of stochastic gradient descent](https://mlsanity.com/paper/2512.13634/) (2025)

## Abstract (arXiv)

This paper studies the high-dimensional scaling limits of online stochastic gradient descent (SGD). Building on the work of Ben Arous, Gheissari, and Jagannath on the effective dynamics of SGD, we study the critical scaling regime of the step size for single-layer networks. Below this regime the effective dynamics are governed by deterministic (ballistic) limits, whereas at the critical scale a correction term emerges that changes the phase diagram. Near the fixed points of these dynamics, we show that the diffusive (SDE) limit of the rescaled correlation is an Ornstein-Uhlenbeck process. More precisely, it is mean-reverting whenever the information exponent is at least three. At information exponent two the drift has no universal sign, and the fixed point may become repelling; we show this explicitly for phase retrieval, where the sign is determined by the step size and the noise level. These results illustrate the limitations of deterministic scaling limits in capturing stochastic fluctuations in high-dimensional learning dynamics.