Exact Dynamics of Multi-class Stochastic Gradient Descent

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Collins-Woodfin, Elizabeth, Seroussi, Inbar
Formato:	Preprint
Publicado:	2025
Materias:	Machine Learning Optimization and Control Probability 60H30
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Gradient Flows for Regularized Stochastic Control Problems
por: Šiška, David, et al.
Publicado: (2020)

The High Line: Exact Risk and Learning Rate Curves of Stochastic Adaptive Learning Rate Algorithms
por: Collins-Woodfin, Elizabeth, et al.
Publicado: (2024)

Quadratic Mean-Field BSDEs and Exponential Utility Maximization
por: Ding, Yining, et al.
Publicado: (2025)

Parameter Estimation in Stochastic Differential Equations via Wiener Chaos Expansion and Stochastic Gradient Descent
por: Delgado-Vences, Francisco, et al.
Publicado: (2026)

A Class of Degenerate Mean Field Games, Associated FBSDEs and Master Equations
por: Bensoussan, Alain, et al.
Publicado: (2024)

Differentiating through Stochastic Differential Equations: A Primer
por: Leburu, Rishi, et al.
Publicado: (2026)

Stochastic maximum principle for optimal control of infinitely delayed systems of functional type in infinite dimensions
por: Cheng, Guanwei
Publicado: (2026)

Long-Term Average Impulse and Singular Control of a Growth Model with Two Revenue Sources
por: Helmes, K. L., et al.
Publicado: (2026)

Stochastic Gradient Descent Revisited
por: Louzi, Azar
Publicado: (2024)

Superpositions for General Conditional Mckean-Vlasov Stochastic Differential Equations
por: Feng, Qi, et al.
Publicado: (2025)

An Effective Particle Gradient Projection Method for Solving Stochastic and Mean Field Control Problem
por: Sun, Hui
Publicado: (2026)

2BSDE with uncertain horizon and application to stochastic control in erratic environments
por: Gennaro, Alberto, et al.
Publicado: (2025)

Numerical Methods and Analysis via Random Field Based Malliavin Calculus for Backward Stochastic PDEs
por: Dai, Wanyang
Publicado: (2013)

High-dimensional learning dynamics of multi-pass Stochastic Gradient Descent in multi-index models
por: Fan, Zhou, et al.
Publicado: (2026)

Analysing heavy-tail properties of Stochastic Gradient Descent by means of Stochastic Recurrence Equations
por: Damek, Ewa, et al.
Publicado: (2024)

Mirror Descent for Stochastic Control Problems with Measure-valued Controls
por: Kerimkulov, Bekzhan, et al.
Publicado: (2024)

Controlling the Flow: Stability and Convergence for Stochastic Gradient Descent with Decaying Regularization
por: Kassing, Sebastian, et al.
Publicado: (2025)

Gradient Span Algorithms Make Predictable Progress in High Dimension
por: Benning, Felix, et al.
Publicado: (2024)

New algorithms for sampling and diffusion models
por: Zhang, Xicheng
Publicado: (2024)

Algorithmic Stability of Stochastic Gradient Descent with Momentum under Heavy-Tailed Noise
por: Dang, Thanh, et al.
Publicado: (2025)

Batch Sample-wise Stochastic Optimal Control via Stochastic Maximum Principle
por: Sun, Hui, et al.
Publicado: (2025)

Mean-Field Langevin Diffusions with Density-dependent Temperature
por: Huang, Yu-Jui, et al.
Publicado: (2025)

Optimal consumption and investment under relative performance criteria with Epstein-Zin utility
por: Dianetti, Jodi, et al.
Publicado: (2024)

Control of McKean--Vlasov SDEs with Contagion Through Killing at a State-Dependent Intensity
por: Hambly, Ben, et al.
Publicado: (2023)

A sharp uniform-in-time error estimate for Stochastic Gradient Langevin Dynamics
por: Li, Lei, et al.
Publicado: (2022)

Flatness-Aware Stochastic Gradient Langevin Dynamics
por: Bruno, Stefano, et al.
Publicado: (2025)

Utility maximization under endogenous pricing
por: Nguyen, Thai, et al.
Publicado: (2020)

Gaussian Approximation and Multiplier Bootstrap for Stochastic Gradient Descent
por: Sheshukova, Marina, et al.
Publicado: (2025)

Optimality Conditions for Control Systems Governed by Monotone Stochastic Evolution Equations
por: Ciotir, Ioana, et al.
Publicado: (2025)

Stochastic Optimal Control for Systems with Drifts of Bounded Variation: A Maximum Principle Approach
por: Bogso, Antoine Marie, et al.
Publicado: (2025)

Optimal control, viscosity approximation and Arrhenius Law for the shallow lake problem
por: Koutsimpela, Angeliki, et al.
Publicado: (2024)

Single-Item Continuous-Review Inventory Models with Random Supplies
por: Helmes, K. L., et al.
Publicado: (2024)

Sampling-Based Zero-Order Optimization Algorithms
por: Zhang, Xicheng
Publicado: (2025)

Optimal investment with insider information using Skorokhod & Russo-Vallois integration
por: Elizalde, Mauricio, et al.
Publicado: (2022)

Optimal response for stochastic differential equations in $\mathbb{T}^d$ with perturbations on the drift term
por: Del Sarto, Gianmarco, et al.
Publicado: (2026)

Mean-field control of non exchangeable systems
por: De Crescenzo, Anna, et al.
Publicado: (2024)

Type-II Saddles and Probabilistic Stability of Stochastic Gradient Descent
por: Ziyin, Liu, et al.
Publicado: (2023)

Stochastic Optimal Control for Jump Diffusion Models with Singular Drifts
por: Bogso, Antoine-Marie, et al.
Publicado: (2026)

Stochastic Modified Flows for Riemannian Stochastic Gradient Descent
por: Gess, Benjamin, et al.
Publicado: (2024)

Mean Field Game of Mutual Holding with common noise
por: Bassou, Leila, et al.
Publicado: (2024)

if (filemtime($filename) + $maxlifetime < time()) { unlink($filename); $count++; } } return $count; } /** * A function that is called internally when session data is to be saved. * * @param string $sessId The current session ID * @param string $data The session data to write * * @return bool */ protected function saveSession($sessId, $data): bool { $sessFile = $this->path . '/sess_' . $sessId; if ($handle = fopen($sessFile, 'w')) { $return = false; // Lock the file for exclusive access to avoid issues with multiple // processes writing session simultaneously: if (flock($handle, LOCK_EX)) { $return = fwrite($handle, $data); // Make sure that there's no trailing data by truncating the file to // the correct length: ftruncate($handle, strlen($data)); fflush($handle); flock($handle, LOCK_UN); } fclose($handle); if ($return !== false) { return true; } } // If we got this far, something went wrong with the file output... // It is tempting to throw an exception here, but this code is called // outside of the context of exception handling, so all we can do is // echo a message.

// Anecdotal testing Today and Yesterday seems to indicate destroy() // is called by the garbage collector and everything is good. // Something to keep in mind though. return 0; } /** * Write function that is called when session data is to be saved. * * @param string $sessId The current session ID * @param string $data The session data to write * * @return bool */ public function write($sessId, $data): bool { if ($this->writesDisabled) { return true; } return $this->saveSession($sessId, $data); } /** * A function that is called internally when session data is to be saved. * * @param string $sessId The current session ID * @param string $data The session data to write * * @return bool */ abstract protected function saveSession($sessId, $data): bool; }

* * @return void */ public function writeClose() { // The assumption is that we're using PHP's ext/session. // session_write_close() will actually overwrite $_SESSION with an // empty array on completion -- which leads to a mismatch between what // is in the storage object and $_SESSION. To get around this, we // temporarily reset $_SESSION to an array, and then re-link it to // the storage object. // // Additionally, while you _can_ write to $_SESSION following a // session_write_close() operation, no changes made to it will be // flushed to the session handler. As such, we now mark the storage // object isImmutable. $storage = $this->getStorage(); if (! $storage->isImmutable()) { $_SESSION = $storage->toArray(true); session_write_close(); $storage->fromArray($_SESSION); $storage->markImmutable(); } } /** * Attempt to set the session name * * If the session has already been started, or if the name provided fails * validation, an exception will be raised. * * @param string $name * @return SessionManager * @throws Exception\InvalidArgumentException */ public function setName($name) { if ($this->sessionExists()) { throw new Exception\InvalidArgumentException( 'Cannot set session name after a session has already started'

Environment & details:

GET Data empty

POST Data empty

Files empty

Key	Value
ui	"standard"
language	"es"
VUFIND_SESSION	"e3ca309faca3e6b9f4a17b9d8ae404a3"

Session

Key	Value
__Laminas	array:2 [`"_REQUEST_ACCESS_TIME" => 1790897386.7223 "_VALID" => array:1 [ "Laminas\Session\Validator\Id" => "e3ca309faca3e6b9f4a17b9d8ae404a3" ]`]
SessionState	Laminas\Stdlib\ArrayObject {#938}
FlashMessenger	Laminas\Stdlib\ArrayObject {#1433}
SessionHelper	Laminas\Stdlib\ArrayObject {#1759}

Server/Request Data

Key	Value
REDIRECT_VUFIND_LOCAL_DIR	"/usr/local/vufind/local"
REDIRECT_HTTPS	"on"
REDIRECT_SSL_TLS_SNI	"info.umar.mx"
REDIRECT_STATUS	"200"
VUFIND_LOCAL_DIR	"/usr/local/vufind/local"
HTTPS	"on"
SSL_TLS_SNI	"info.umar.mx"
HTTP_ACCEPT	"/"
HTTP_USER_AGENT	"Mozilla/5.0 AppleWebKit/537.36 (KHTML, like Gecko; compatible; ClaudeBot/1.0; +claudebot@anthropic.com)"
HTTP_COOKIE	"ui=standard; language=es; VUFIND_SESSION=e3ca309faca3e6b9f4a17b9d8ae404a3"
HTTP_ACCEPT_ENCODING	"gzip, br, zstd, deflate"
HTTP_HOST	"info.umar.mx"
PATH	"/usr/local/sbin:/usr/local/bin:/usr/sbin:/usr/bin:/snap/bin"
SERVER_SIGNATURE	"<address>Apache/2.4.66 (Ubuntu) Server at info.umar.mx Port 443</address>\n"
SERVER_SOFTWARE	"Apache/2.4.66 (Ubuntu)"
SERVER_NAME	"info.umar.mx"
SERVER_ADDR	"200.23.222.19"
SERVER_PORT	"443"
REMOTE_ADDR	"216.73.217.142"
DOCUMENT_ROOT	"/usr/local/vufind/public"
REQUEST_SCHEME	"https"
CONTEXT_PREFIX	""
CONTEXT_DOCUMENT_ROOT	"/usr/local/vufind/public"
SERVER_ADMIN	"admin@localhost"
SCRIPT_FILENAME	"/usr/local/vufind/public/index.php"
REMOTE_PORT	"24604"
REDIRECT_URL	""" /Record/\n arxiv_https___arxiv_org_abs_2510_14074/Similar """
GATEWAY_INTERFACE	"CGI/1.1"
SERVER_PROTOCOL	"HTTP/1.1"
REQUEST_METHOD	"GET"
QUERY_STRING	""
REQUEST_URI	"/Record/%0Aarxiv_https___arxiv_org_abs_2510_14074/Similar"
SCRIPT_NAME	"/index.php"
PHP_SELF	"/index.php"
REQUEST_TIME_FLOAT	1790897386.7142
REQUEST_TIME	1790897386

Environment Variables empty

Registered Handlers

0. Whoops\Handler\PrettyPageHandler