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• W2994760360 abstract "Stochastic gradient descent (SGD) is a popular and efficient method with wide applications in training deep neural nets and other nonconvex models. While the behavior of SGD is well understood in the convex learning setting, the existing theoretical results for SGD applied to nonconvex objective functions are far from mature. For example, existing results require to impose a nontrivial assumption on the uniform boundedness of gradients for all iterates encountered in the learning process, which is hard to verify in practical implementations. In this article, we establish a rigorous theoretical foundation for SGD in nonconvex learning by showing that this boundedness assumption can be removed without affecting convergence rates, and relaxing the standard smoothness assumption to Hölder continuity of gradients. In particular, we establish sufficient conditions for almost sure convergence as well as optimal convergence rates for SGD applied to both general nonconvex and gradient-dominated objective functions. A linear convergence is further derived in the case with zero variances." @default.
• W2994760360 created "2019-12-26" @default.
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• W2994760360 date "2020-10-01" @default.
• W2994760360 modified "2023-10-17" @default.
• W2994760360 title "Stochastic Gradient Descent for Nonconvex Learning Without Bounded Gradient Assumptions" @default.
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• W2994760360 doi "https://doi.org/10.1109/tnnls.2019.2952219" @default.
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