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Optimal Learning for Multi-pass Stochastic Gradient Methods
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use mini-batch size b = sqrt(m) instead of b = 1 (keeping optimal rate) allowing larger step-size eta_t ~ 1/sqrt(m) versus 1/m | multi-pass SGM for least squares · theoretical analysis (Corollary 3.1 / 3.6 vs 3.4) | excess risk convergence rate | Helped |
| Early stopping of multi-pass SGM with a universal step-size (number of passes as regularization parameter) | SGM with fixed step-size eta ~ 1/m · theoretical analysis (Corollary 3.4) | excess risk convergence rate | Helped |
| Simulation: mini-batch SGM, simple SGM and batch GM perform similarly on BreastCancer classification error | mini-batch SGM vs SGM vs batch GM · BreastCancer | classification error | No clear effect |
| Simulation: computational variance negligible relative to bias and sample error in synthetic experiments | mini-batch SGM and SGM · synthetic regression, m=100 | error decomposition (computational variance) | No clear effect |
| Larger number of passes increases sample error while decreasing bias (early stopping trade-off) | SGM with multiple passes · synthetic regression, m=100 | bias and sample error vs passes | Mixed |
Closest papers by meaning
- Generalization Properties and Implicit Regularization for Multiple Passes SGM (ICML 2016 · similarity 0.90)
- An Even More Optimal Stochastic Optimization Algorithm: Minibatching and Interpolation Learning (NeurIPS 2021 · similarity 0.89)
- Statistical Optimality of Stochastic Gradient Descent on Hard Learning Problems through Multiple Passes (NeurIPS 2018 · similarity 0.89)
- Hybrid Stochastic-Deterministic Minibatch Proximal Gradient: Less-Than-Single-Pass Optimization with Nearly Optimal Generalization (ICML 2020 · similarity 0.88)
- The Sample Complexity of Gradient Descent in Stochastic Convex Optimization (NeurIPS 2024 · similarity 0.88)
- Rapid Overfitting of Multi-Pass SGD in Stochastic Convex Optimization (ICML 2025 · similarity 0.86)
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