SGD in Multiclass Logistic Regression: Sequential Learning and Scaling Laws
Preprint (Under Review), 2026
Abstract: We study the training dynamics of multiclass logistic regression on high-dimensional Gaussian mixture models with a large number of classes and establish precise scaling laws governing the cross-entropy risk under gradient-based optimization. We show that learning proceeds sequentially across classes, from most to least frequent. When the class priors follow a power law distribution, the risk dynamics decompose into three phases: an initial plateau until the first class is learned, a power-law decay regime during which sequential learning occurs, and a final convergence regime.
Recommended citation: Konstantinos Christopher Tsiolis, Denny Wu, Christos Thrampoulidis, and Murat A. Erdogdu. SGD in Multiclass Logistic Regression: Sequential Learning and Scaling Laws arXiv preprint arXiv:2609.07868, 2026.
Download
