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Noise and Fluctuation of Finite Learning Rate Stochastic Gradient Descent
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use the exact discrete-time SGD covariance instead of the continuous-time approximation | SGD with white noise · 1D quadratic loss | variance prediction agreement | Helped |
| Use the exact discrete-time SGD covariance instead of the continuous-time approximation | SGD with white noise · 2D quadratic loss | parameter fluctuation prediction agreement | Helped |
| Use the exact discrete-time SGD covariance instead of the continuous-time approximation | SGD with minibatch noise · 1D linear regression | variance prediction agreement | Helped |
| Use the exact discrete-time SGD covariance instead of the continuous-time approximation | SGD with minibatch noise · 2D linear regression | parameter fluctuation prediction agreement | Helped |
| Approximate minibatch noise covariance as proportional to the Hessian | Discrete-time SGD theory · Minibatch-noise experiments | variance prediction agreement | Hurt |
| Use the discrete-time momentum theory instead of the continuous-time approximation | SGD with momentum and white noise · 1D quadratic loss with λk = 2.75 | variance prediction agreement | Helped |
| Use the discrete-time momentum theory instead of the continuous-time approximation | SGD with momentum and minibatch noise · Linear regression with λk = 2.75 | variance prediction agreement | Helped |
| Use the discrete-time escaping-efficiency prediction instead of the continuous-time prediction | SGD · Sharp-minimum escape experiment | escaping efficiency prediction agreement | Helped |
| Use the discrete-time Kramers escape-rate approximation instead of the continuous-time prediction | SGD · Escape experiment with rescaled loss | escape rate trend | Helped |
| Use a discrete-time SGD theory that permits finite-covariance non-Gaussian noise | SGD · 1D quadratic loss with Student's t and centered χ² noise | variance prediction agreement | Helped |
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