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Benefits of Early Stopping in Gradient Descent for Overparameterized Logistic Regression
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Shows that early-stopped gradient descent is calibrated and consistent for well-specified overparameterized logistic regression, while interpolating estimators (including asymptotic GD) are miscalibrated and need exponentially many samples for small zero-one error, and bounds the distance between the GD and l2-regularization paths.
Problem
Understanding the statistical benefits of early stopping in gradient descent for overparameterized, well-specified logistic regression, where interpolating (max-margin) solutions may overfit and be poorly calibrated.
Approach
Combines an implicit-bias lemma for early-stopped GD (norm and empirical-risk control via a comparator) with Rademacher/local Rademacher analysis to obtain risk bounds, and contrasts them with lower bounds for all interpolating estimators, showing that early stopping yields calibration and polynomial sample complexity whereas max-margin GD does not.
Key results
- Early-stopped GD attains vanishing excess logistic risk under well-specification with ||w*||_Sigma finite, while GD at convergence has unbounded logistic risk and calibration error bounded below by exp(-C||w*||_Sigma).
- Under a sparse setting, every interpolating estimator has excess zero-one error at least ~1/sqrt(ln(n) ln(1/delta)), whereas early-stopped GD needs only polynomially many samples.
- For any convex smooth problem, GD path and l2-regularization path differ in norm by a factor between 0.585 and 3.415 and in angle by at most pi/4.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Stop GD at an optimally tuned finite time instead of running it to convergence | GD for well-specified overparameterized logistic regression · Well-specified overparameterized logistic regression | excess logistic risk | Helped |
| Stop GD at an optimally tuned finite time instead of running it to convergence | GD for well-specified overparameterized logistic regression · Well-specified overparameterized logistic regression | calibration error | Helped |
| Stop GD before interpolation rather than use an interpolating estimator | GD for overparameterized logistic regression with sparse signal · Overparameterized logistic regression with sparse signal | excess zero-one error | Helped |
| Match the GD stopping time to an L2-regularization strength under the support vectors condition | GD and L2-regularization paths for separable logistic regression · Linearly separable logistic regression data satisfying the support vectors condition | L2 distance between paths | Helped |
| Compare GD with the L2-regularization path when the support vectors condition fails | GD and L2-regularization paths for separable logistic regression · Linearly separable logistic regression counterexample violating the support vectors condition | L2 distance between paths | Hurt |
Surprising findings
- GD at convergence (asymptotic max-margin) has unbounded logistic risk, despite converging in direction to a max-margin solution.
- The l2-distance between GD and l2-regularization paths can diverge to infinity in a simple two-point counterexample where the support vector condition fails.
Limitations
- Results are theoretical; the early-stopping time depends on oracle knowledge of the true parameter w*, so the rule is not practical.
- Bounds are not sharp; the exact bias-variance trade-off for early-stopped GD in logistic regression remains open.
- Lower bounds for zero-one error are stated for every interpolator but the maximum-margin constant lower bound is only conjectured.
Experimental setup
Metrics: excess logistic risk excess zero-one error calibration error sample complexity
Baselines: asymptotic GD maximum l2-margin solution l2-regularized ERM interpolating estimators
Builds on: implicit bias of gradient descent on separable data benign overfitting l2-regularization path
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