SGD at the Edge of Stability: The Stochastic Sharpness Gap
- URL: http://arxiv.org/abs/2604.21016v1
- Date: Wed, 22 Apr 2026 19:02:52 GMT
- Title: SGD at the Edge of Stability: The Stochastic Sharpness Gap
- Abstract summary: When training networks with full-batch gradient descent (GD) and step size $$, the largest eigenvalue of the Hessian rises to $2/$ and hovers there, a phenomenon termed the Edge of Stability (EoS)<n>citetdamian2023selfstab showed that this behavior is explained by a self-stabilization mechanism driven by third-order structure of the loss, and that GD implicitly follows projected gradient descent (PGD) on the constraint $ S(boldsymbol)leq 2/$.<n>For mini-batch gradient descent
- Score: 10.176501817419371
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: When training neural networks with full-batch gradient descent (GD) and step size $η$, the largest eigenvalue of the Hessian -- the sharpness $S(\boldsymbolθ)$ -- rises to $2/η$ and hovers there, a phenomenon termed the Edge of Stability (EoS). \citet{damian2023selfstab} showed that this behavior is explained by a self-stabilization mechanism driven by third-order structure of the loss, and that GD implicitly follows projected gradient descent (PGD) on the constraint $ S(\boldsymbolθ)\leq 2/η$. For mini-batch stochastic gradient descent (SGD), the sharpness stabilizes below $2/η$, with the gap widening as the batch size decreases; yet no theoretical explanation exists for this suppression. We introduce stochastic self-stabilization, extending the self-stabilization framework to SGD. Our key insight is that gradient noise injects variance into the oscillatory dynamics along the top Hessian eigenvector, strengthening the cubic sharpness-reducing force and shifting the equilibrium below $2/η$. Following the approach of \citet{damian2023selfstab}, we define stochastic predicted dynamics relative to a moving projected gradient descent trajectory and prove a stochastic coupling theorem that bounds the deviation of SGD from these predictions. We derive a closed-form equilibrium sharpness gap: $ΔS = ηβσ_{\boldsymbol{u}}^{2}/(4α)$, where $α$ is the progressive sharpening rate, $β$ is the self-stabilization strength, and $σ_{ \boldsymbol{u}}^{2}$ is the gradient noise variance projected onto the top eigenvector. This formula predicts that smaller batch sizes yield flatter solutions and recovers GD when the batch equals the full dataset.
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