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A Coefficient Makes SVRG Effective

ICLR 2025 · Optimization › Nonconvex and smooth optimization · approach: Stochastic variance reduction · 0 citations (OpenAlex)

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Shows that SVRG's variance reduction term should be scaled down (and decayed over training) for deep networks, and proposes α-SVRG, which applies a linearly decaying coefficient to SVRG with AdamW or SGD to lower training loss across vision architectures and datasets.

Problem

SVRG is theoretically appealing but has shown limited practical benefit for training deep neural networks; with coefficient fixed at 1, its variance reduction term can increase gradient variance in later training and hurt convergence.

Approach

Derive the control-variate optimal coefficient for SVRG's variance reduction term, observe it is smaller for deeper models and decreases during training, and approximate it with a preset linearly decaying scalar coefficient α (α-SVRG) that is cheap to compute.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Replace AdamW with α-SVRG using linear coefficient decayConvNeXt-F · ImageNet-1Ktraining loss: 3.487 -> 3.467Helped
Replace AdamW with α-SVRG using linear coefficient decayImageNet-1K models · ImageNet-1Ktraining loss: 3.443 -> 3.415; 3.427 -> 3.392; 3.149 -> 3.097; 2.817 -> 2.806; 2.644 -> 2.642Helped
Replace AdamW with α-SVRG using linear coefficient decayConvNeXt-F · ImageNet-1Kvalidation accuracy: 76.0 -> 76.3; 73.9 -> 74.2; 74.3 -> 74.8; 76.4 -> 76.1; 81.6 -> 81.6; 83.7 -> 83.1Mixed
Replace AdamW with α-SVRG using linear coefficient decayConvNeXt-F · CIFAR-100, Pets, Flowers, STL-10, Food-101, DTD, SVHN, EuroSATtraining loss: 2.66 -> 2.62; 2.20 -> 1.96; 2.40 -> 2.16; 1.64 -> 1.57; 2.45 -> 2.42; 1.98 -> 1.83; 1.59 -> 1.57; 1.25 -> 1.23Helped
Replace AdamW with α-SVRG using linear coefficient decayConvNeXt-F · CIFAR-100, Pets, Flowers, STL-10, Food-101, DTD, SVHN, EuroSATvalidation accuracy: 81.0 -> 81.4; 72.8 -> 77.8; 80.8 -> 83.3; 82.3 -> 84.0; 85.9 -> 85.9; 57.9 -> 61.8; 94.9 -> 95.8; 98.1 -> 98.2Helped
Use standard SVRG with coefficient 1 instead of AdamWImageNet-1K models · ImageNet-1Ktraining loss: 3.487 -> 3.505; 3.443 -> 3.431; 3.427 -> 3.389; 3.149 -> 3.172; 2.817 -> 3.309; 2.644 -> 3.113Mixed
Use standard SVRG with coefficient 1 instead of AdamWConvNeXt-F · CIFAR-100, Pets, Flowers, STL-10, Food-101, DTD, SVHN, EuroSATtraining loss: 2.66 -> 2.94; 2.20 -> 3.42; 2.40 -> 2.26; 1.64 -> 1.90; 2.45 -> 3.03; 1.98 -> 2.01; 1.59 -> 1.64; 1.25 -> 1.25Mixed
Vary initial coefficient α₀ across the reported values (ablation)α-SVRG with ConvNeXt-F · small image classification datasetstraining lossMixed
Use double schedules rather than global schedules (ablation)α-SVRG with ConvNeXt-F · STL-10training loss: 1.64; 1.59; 1.61; 1.62; 2.07; 1.97; 1.81; 1.64Hurt
Reduce batch size (ablation)α-SVRG with ConvNeXt-F · STL-10training lossMixed
Vary inner loop size between snapshot captures (ablation)α-SVRG with ConvNeXt-F · STL-10training lossMixed
Apply α-SVRG only during the first 10% of training, then disable it (ablation)ConvNeXt-F · small image classification datasetstraining loss: 2.659 -> 2.644; 2.203 -> 2.190; 2.400 -> 2.328; 1.641 -> 1.616; 2.451 -> 2.444; 1.980 -> 1.918; 1.588 -> 1.583; 1.247 ->Helped

Surprising findings

Limitations

Experimental setup

Datasets: ImageNet-1K CIFAR-10 CIFAR-100 Pets Flowers STL-10 Food-101 DTD SVHN EuroSAT

Benchmarks: ImageNet-1K CIFAR-100 Pets Flowers STL-10 Food-101 DTD SVHN EuroSAT

Metrics: final epoch training loss top-1 validation accuracy gradient variance

Baselines: AdamW SVRG SGD MARS

Builds on: SVRG AdamW ConvNeXt control variates MARS

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