Stopping Rules for Stochastic Gradient Descent via Anytime-Valid Confidence Sequences

arXiv — cs.LGTuesday, December 23, 2025 at 5:00:00 AM
  • A recent study has introduced a novel approach to stopping rules for stochastic gradient descent (SGD) in convex optimization, utilizing anytime-valid confidence sequences to provide statistically valid assessments of convergence at arbitrary times. This method offers a data-dependent upper confidence sequence for the weighted average suboptimality of projected SGD, ensuring $ ext{ε}$-optimality with a high probability and explicit stopping time bounds.
  • The development of these stopping rules is significant as it addresses a critical gap in traditional SGD analyses, which typically lack rigorous methods for evaluating convergence in real-time. By providing a statistically valid framework, this research enhances the reliability of SGD applications in various optimization scenarios.
  • This advancement reflects ongoing efforts to improve optimization algorithms, particularly in the context of deep learning and neural networks, where traditional methods face limitations. The exploration of alternative approaches, such as phase-aware dynamics in gradient descent and the implications of noise in SGD, underscores a broader trend towards refining optimization techniques to achieve better performance and efficiency in machine learning tasks.
— via World Pulse Now AI Editorial System

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