Dice Question Streamline Icon: https://streamlinehq.com

Extend quantized learning analysis to multi-pass SGD

Establish rigorous excess risk bounds for multi-pass stochastic gradient descent under the quantization framework introduced in this paper, where data features, labels, parameters, activations, and output gradients are quantized (via operators Q_d, Q_l, Q_p, Q_a, Q_o) for high-dimensional linear regression. The goal is to characterize the population risk of iterate-averaged multi-pass SGD with data reuse under these practical quantization constraints.

Information Square Streamline Icon: https://streamlinehq.com

Background

The paper develops a theory of excess risk for one-pass, constant-stepsize SGD with iterate averaging under a comprehensive set of quantization operations applied to data, labels, parameters, activations, and gradients. The analysis yields bounds for general, additive, and multiplicative quantization, but it explicitly focuses on one-pass SGD.

In the conclusion, the authors state that extending their learning-theoretic analysis beyond the one-pass regime remains open. Multi-pass SGD introduces data reuse and different dynamics that are not addressed by the current framework, motivating a formal excess risk characterization under quantization.

References

Our limitations are twofold: (i) we only establish excess risk upper bounds without a corresponding lower-bound analysis, and (ii) our analysis is confined to one-pass SGD, leaving multi-pass SGD and algorithms with momentum as open problems.

Learning under Quantization for High-Dimensional Linear Regression (2510.18259 - Zhang et al., 21 Oct 2025) in Conclusion and Limitations