Abstract
The gradient noise of SGD is considered to play a central role in the observed strong generalization abilities of deep learning. While past studies confirm that the magnitude and covariance structure of gradient noise are critical for regularization, it remains unclear whether or not the class of noise distributions is important. In this work we provide negative results by showing that noises in classes different from the SGD noise can also effectively regularize gradient descent. Our finding is based on a novel observation on the structure of the SGD noise: it is the multiplication of the gradient matrix and a sampling noise that arises from the mini-batch sampling procedure. Moreover, the sampling noises unify two kinds of gradient regularizing noises that belong to the Gaussian class: the one using (scaled) Fisher as covariance and the one using the gradient covariance of SGD as covariance. Finally, thanks to the flexibility of choosing noise class, an algorithm is proposed to perform noisy gradient descent that generalizes well, the variant of which even benefits large batch SGD training without hurting generalization.
Recommended Citation
J. Wu et al., "On the Noisy Gradient Descent that Generalizes as SGD," Proceedings of the 37th International Conference on Machine Learning (2020), vol. 119, pp. 10367 - 10376, MLResearchPress, Jul 2020.
Meeting Name
37th International Conference on Machine Learning, ICML 2020 (2020: Jul. 13-18, Virtual)
Department(s)
Mathematics and Statistics
International Standard Book Number (ISBN)
978-171382112-0
Document Type
Article - Conference proceedings
Document Version
Final Version
File Type
text
Language(s)
English
Rights
© 2020 The Authors, All rights reserved.
Publication Date
18 Jul 2020
Comments
National Science Foundation, Grant JCKY2018204C004