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Plenary speaker
in
Workshop: OPT 2023: Optimization for Machine Learning

Aiming towards the minimizers: fast convergence of SGD for overparameterized problems, Dmitriy Drusvyatskiy

Dmitriy Drusvyatskiy


Abstract:

Abstract: Modern machine learning paradigms, such as deep learning, occur in or close to the interpolation regime, wherein the number of model parameters is much larger than the number of data samples. In this work, we propose a regularity condition within the interpolation regime which endows the stochastic gradient method with the same worst-case iteration complexity as the deterministic gradient method, while using only a small minibatch of sampled gradients in each iteration. In contrast, all existing guarantees require the stochastic gradient method to take small steps, thereby resulting in a much slower linear rate of convergence. Finally, we demonstrate that our condition holds when training sufficiently wide feedforward neural networks with a linear output layer.

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