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Conference Papers Year : 2022

Chaotic Regularization and Heavy-Tailed Limits for Deterministic Gradient Descent

Abstract

Recent studies have shown that gradient descent (GD) can achieve improved generalization when its dynamics exhibits a chaotic behavior. However, to obtain the desired effect, the step-size should be chosen sufficiently large, a task which is problem dependent and can be difficult in practice. In this study, we incorporate a chaotic component to GD in a controlled manner, and introduce multiscale perturbed GD (MPGD), a novel optimization framework where the GD recursion is augmented with chaotic perturbations that evolve via an independent dynamical system. We analyze MPGD from three different angles: (i) By building up on recent advances in rough paths theory, we show that, under appropriate assumptions, as the step-size decreases, the MPGD recursion converges weakly to a stochastic differential equation (SDE) driven by a heavy-tailed L\'evy-stable process. (ii) By making connections to recently developed generalization bounds for heavy-tailed processes, we derive a generalization bound for the limiting SDE and relate the worst-case generalization error over the trajectories of the process to the parameters of MPGD. (iii) We analyze the implicit regularization effect brought by the dynamical regularization and show that, in the weak perturbation regime, MPGD introduces terms that penalize the Hessian of the loss function. Empirical results are provided to demonstrate the advantages of MPGD.

Dates and versions

hal-03935819 , version 1 (12-01-2023)

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Cite

Soon Hoe Lim, Yijun Wan, Umut Şimşekli. Chaotic Regularization and Heavy-Tailed Limits for Deterministic Gradient Descent. NeurIPS 2022 - Thirty-sixth Conference on Neural Information Processing Systems, Nov 2022, New Orleans, United States. ⟨hal-03935819⟩
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