Daniel Soudry - The Implicit Bias of Gradient Descent on Separable Data


We examine gradient descent on unregularized logistic regression problems, with homogeneous linear predictors on linearly separable datasets. We show the predictor converges to the direction of the max-margin (hard margin SVM) solution. The result also generalizes to other monotone decreasing loss functions with an infimum at infinity, to multi-class problems, and to training a weight layer in a deep network in a certain restricted setting. Furthermore, we show this convergence is very slow, and only logarithmic in the convergence of the loss itself. This can help explain the benefit of continuing to optimize the logistic or cross-entropy loss even after the training error is zero and the training loss is extremely small, and, as we show, even if the validation loss increases. Our methodology can also aid in understanding implicit regularization in more complex models and with other optimization methods.

Background: Recent developments have made it possible to accelerate neural networks training significantly using large batch sizes and data parallelism. Training in an asynchronous fashion, where delay occurs, can make training even more scalable. However, asynchronous training has its pitfalls, mainly a degradation in generalization, even after convergence of the algorithm. This gap remains not well understood, as theoretical analysis so far mainly focused on the convergence rate of asynchronous methods. Contributions: We examine asynchronous training from the perspective of dynamical stability. We find that the degree of delay interacts with the learning rate, to change the set of minima accessible by an asynchronous stochastic gradient descent algorithm. We derive closed-form rules on how the learning rate could be changed, while keeping the accessible set the same. Specifically, for high delay values, we find that the learning rate should be kept inversely proportional to the delay. We then extend this analysis to include momentum. We find momentum should be either turned off, or modified to improve training stability. We provide empirical experiments to validate our theoretical findings.

Seminar Talk
60 Oxford St, Room 330. Cambridge, Massachusetts