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UID:880@fds.yale.edu
DTSTART;TZID=America/New_York:20250922T153000
DTEND;TZID=America/New_York:20250922T170000
DTSTAMP:20250916T162815Z
URL:https://fds.yale.edu/events/sds-seminar-jingfeng-wu-berkeley/
SUMMARY:S&amp\;DS Seminar: Jingfeng Wu (Berkeley)\, "Gradient Descent Domin
 ates Ridge: A Statistical View on Implicit Regularization"
DESCRIPTION:\nTalk summary: A key puzzle in deep learning is how simple gra
 dient methods find generalizable solutions without explicit regularization
 . This talk discusses the implicit regularization of gradient descent (GD)
  through the lens of statistical dominance. Using least squares as a clean
  proxy\, we present two surprising findings.  First\, GD dominates ridge 
 regression. For any well-specified Gaussian least squares problem\, the fi
 nite-sample excess risk of optimally stopped GD is no more than a constant
  times that of optimally tuned ridge regression. However\, there is a natu
 ral subset of these problems where GD achieves a polynomially smaller exce
 ss risk. Thus\, implicit regularization is statistically superior to expli
 cit regularization\, in addition to its computational advantages.\n\n\n\nS
 econd\, GD and online stochastic gradient descent (SGD) are incomparable. 
 We construct a sequence of well-specified Gaussian least squares problems 
 where optimally stopped GD is polynomially worse than online SGD\, and sim
 ilarly vice versa. Our construction leverages a key insight from benign ov
 erfitting\, revealing a fundamental separation between batch and online le
 arning.\n\n\n\nThis is joint work with Peter Bartlett\, Sham Kakade\, Jaso
 n Lee\, and Bin Yu.\n\n\n\nSpeaker bio: Jingfeng Wu is a Postdoctoral Fell
 ow at the Simons Institute for the Theory of Computing at UC Berkeley\, wh
 ere he is hosted by Peter Bartlett and Bin Yu. He is a member of the NSF/S
 imons Collaboration on the Theoretical Foundations of Deep Learning. Wu re
 ceived his Ph.D. in Computer Science from Johns Hopkins University\, where
  he was advised by Vladimir Braverman.\n\n\n\nWebsite. \n
CATEGORIES:FDS Events,Statistics &amp; Data Science Seminar
LOCATION:Yale Institute for Foundations of Data Science\, Kline Tower 13th 
 Floor\, Room 1327\, New Haven\, CT\, 06511\, United States
X-APPLE-STRUCTURED-LOCATION;VALUE=URI;X-ADDRESS=Kline Tower 13th Floor\, Ro
 om 1327\, New Haven\, CT\, 06511\, United States;X-APPLE-RADIUS=100;X-TITL
 E=Yale Institute for Foundations of Data Science:geo:0,0
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DTSTART:20250309T030000
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