Shape Matters: Understanding the Implicit Bias of the Noise Covariance
Authors: Jeff Z. HaoChen, Colin Wei, Jason D. Lee, Tengyu Ma
Keywords: implicit regularization, implicit bias, algorithmic regularization, over-parameterization, learning theory
Abstract: The noise in stochastic gradient descent (SGD) provides a crucial implicit regularization effect for training overparameterized models. Prior theoretical work largely focuses on spherical Gaussian noise, whereas empirical studies demonstrate the phenomenon that parameter-dependent noise --- induced by mini-batches or label perturbation --- is far more effective than Gaussian noise. 
This paper theoretically characterizes this phenomenon on a quadratically-parameterized model introduced by Vaskevicius et al. and Woodworth et al.  We show that in an over-parameterized setting, SGD with label noise recovers the sparse ground-truth with an arbitrary initialization, whereas SGD with Gaussian noise or gradient descent overfits to dense solutions with large norms. Our analysis reveals that parameter-dependent noise introduces a bias towards local minima with smaller noise variance, whereas spherical Gaussian noise does not.