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Waïss Azizian

6 accepted papers

2025

The Global Convergence Time of Stochastic Gradient Descent in Non-Convex Landscapes: Sharp Estimates via Large Deviations

ICML 2025poster

In this paper, we examine the time it takes for stochastic gradient descent (SGD) to reach the global minimum of a general, non-convex loss function. We approach this question through the lens of large deviations theory and randomly perturbed dynamical systems, and we provide a tight characterizatio…

Cited by 0SourcePDFScholar
2024

What is the Long-Run Distribution of Stochastic Gradient Descent? A Large Deviations Analysis

ICML 2024poster

In this paper, we examine the long-run distribution of stochastic gradient descent (SGD) in general, non-convex problems. Specifically, we seek to understand which regions of the problem's state space are more likely to be visited by SGD, and by how much. Using an approach based on the theory of lar…

Cited by 5SourcePDFScholar
2023

Exact Generalization Guarantees for (Regularized) Wasserstein Distributionally Robust Models

NeurIPS 2023poster

Wasserstein distributionally robust estimators have emerged as powerful models for prediction and decision-making under uncertainty. These estimators provide attractive generalization guarantees: the robust objective obtained from the training distribution is an exact upper bound on the true risk wi…

Cited by 6SourcePDFScholar
2020

A Tight and Unified Analysis of Gradient-Based Methods for a Whole Spectrum of Differentiable Games

AISTATS 2020poster

We consider differentiable games where the goal is to find a Nash equilibrium. The machine learning community has recently started using variants of the gradient method (GD). Prime examples are extragradient (EG), the optimistic gradient method (OG) and consensus optimization (CO) which enjoy linear…

Cited by 117SourcePDFScholar
2020

Accelerating Smooth Games by Manipulating Spectral Shapes

AISTATS 2020poster

We use matrix iteration theory to characterize acceleration in smooth games. We define the spectral shape of a family of games as the set containing all eigenvalues of the Jacobians of standard gradient dynamics in the family. Shapes restricted to the real line represent well-understood classes of p…

Cited by 61SourcePDFScholar