EDGE OF STOCHASTIC STABILITY: REVISITING THE EDGE OF STABILITY FOR SGD

Authors: Arseniy Andreyev, Pierfrancesco Beneventano
Primary area: optimization
Keywords: edge of stability, stochastic gradient descent, neural networks

Abstract:
Recent findings by Cohen et al. (2021) demonstrate that during the training of neural networks with full batch gradient descent at a step size of $\eta$, the sharpness—defined as the largest eigenvalue of the full batch Hessian—consistently stabilizes at $2/\eta$. These results have significant implications for generalization and convergence. Unfortunately, this was observed not to be the case of mini-batch stochastic gradient descent (SGD), thus limiting the broader applicability of these findings.
We empirically discover that SGD trains in a different regime we call Edge of Stochastic Stability. In this regime, what hovers at $2/\eta$ is, instead, the average over the batches of the largest eigenvalue of the Hessian of the mini batch loss—which is always bigger than the sharpness.
This implies that the sharpness is generally lower when training with smaller batches or bigger learning rate, providing a basis for the observed implicit regularization effect of SGD towards flatter minima and a number of well established empirical phenomena.

Decision: withdrawn
Reviewer scores: 0

Reviews and discussion:

Metareview: