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Risk Bounds of Multi-Pass SGD for Least Squares in the Interpolation Regime

NeurIPS 2022 · Optimization › Implicit bias and generalization · approach: SGD noise and flat minima · 0 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use SGD instead of GD with the same stepsize and iteration countMulti-pass SGD for interpolating least squares · Interpolating least squaresexcess riskHurt
Use optimally tuned SGD instead of optimally tuned GDMulti-pass SGD for interpolating least squares · Polynomially decaying covariance spectrumiteration complexity: SGD needs to take \tilde \cO(n^{\max\{0.5, \frac{r}{r+1}\}}) more iterations than GDHurt
Use optimally tuned SGD instead of optimally tuned GDMulti-pass SGD for interpolating least squares · Polynomially decaying covariance spectrumgradient complexity: SGD needs $\tilde \cO(n^{\max\{0.5, \frac{1}{r+1}\}})$ less stochastic gradient evaluations than GDHelped

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