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Error Analysis Affected by Heavy-Tailed Gradients for Non-Convex Pairwise Stochastic Gradient Descent
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Derives stability-based generalization and optimization bounds for non-convex pairwise SGD and minibatch SGD under sub-Weibull (heavy-tailed) gradient noise and the PL condition.
Problem
Generalization and optimization guarantees for non-convex pairwise SGD are lacking, especially when gradient noise is heavy-tailed rather than sub-Gaussian or bounded-variance.
Approach
Introduces pairwise l1 uniform model stability tools that treat each sample pair as a single sample, and uses a sub-Weibull gradient-noise assumption to remove the bounded/Lipschitz gradient requirement, jointly bounding generalization and excess risk under the PL condition.
Key results
- Pairwise uniform model stability bound O((βn)^-1 L T^{1/2} log T) for non-convex pairwise SGD under Lipschitz loss (Theorem 3).
- Under sub-Weibull gradient noise with PL condition, excess risk bound for pairwise SGD improves stability term to T^{1/4} scaling (Theorems 5-6).
- First stability-based excess risk bounds for non-convex pairwise minibatch SGD with heavy tails and PL condition (Theorem 7).
Surprising findings
- Heavy-tailed gradient noise is claimed to bring mild positive dependence on the heavy-tail parameter for generalization and optimization, consistent with prior observations that heavy tails can help generalization.
Limitations
- Dependencies on theta and T may not be tight; lower bounds are needed.
- Lipschitz-based bound (Theorem 3) relies on a Lipschitz assumption that may not hold in practice.
- No empirical experiments; results are purely theoretical.
Experimental setup
Metrics: generalization error bound stability bound excess risk bound optimization error bound
Baselines: Shen et al. 2019 Lei, Liu, and Ying 2021 Madden, Dall'Anese, and Becker 2020 Lei and Tang 2021 Li and Liu 2022
Builds on: Lei, Liu, and Ying 2021 (pairwise SGD stability) Li and Liu 2022 (sub-Weibull pointwise SGD) Shen et al. 2019 Vladimirova et al. 2020 (sub-Weibull)
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