The effective noise of Stochastic Gradient Descent

• URL: http://arxiv.org/abs/2112.10852v1
• Date: Mon, 20 Dec 2021 20:46:19 GMT
• Title: The effective noise of Stochastic Gradient Descent
• Authors: Francesca Mignacco, Pierfrancesco Urbani
• Abstract summary: Gradient Descent (SGD) is the workhorse algorithm of deep learning technology. We characterize the parameters of SGD and a recently-introduced variant, persistent SGD, in a neural network model. We find that noisier algorithms lead to wider decision boundaries of the corresponding constraint satisfaction problem.
• Score: 9.645196221785694
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Stochastic Gradient Descent (SGD) is the workhorse algorithm of deep learning technology. At each step of the training phase, a mini batch of samples is drawn from the training dataset and the weights of the neural network are adjusted according to the performance on this specific subset of examples. The mini-batch sampling procedure introduces a stochastic dynamics to the gradient descent, with a non-trivial state-dependent noise. We characterize the stochasticity of SGD and a recently-introduced variant, persistent SGD, in a prototypical neural network model. In the under-parametrized regime, where the final training error is positive, the SGD dynamics reaches a stationary state and we define an effective temperature from the fluctuation-dissipation theorem, computed from dynamical mean-field theory. We use the effective temperature to quantify the magnitude of the SGD noise as a function of the problem parameters. In the over-parametrized regime, where the training error vanishes, we measure the noise magnitude of SGD by computing the average distance between two replicas of the system with the same initialization and two different realizations of SGD noise. We find that the two noise measures behave similarly as a function of the problem parameters. Moreover, we observe that noisier algorithms lead to wider decision boundaries of the corresponding constraint satisfaction problem.

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