mlsanityData to 14 Oct 2026

Eigencurve: Optimal Learning Rate Schedule for SGD on Quadratic Objectives with Skewed Hessian Spectrums

arXiv 2110.14109 ↗First posted 27 Oct 2021cs.LG math.OCcited by 15

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Abstract (arXiv)

Learning rate schedulers have been widely adopted in training deep neural networks. Despite their practical importance, there is a discrepancy between its practice and its theoretical analysis. For instance, it is not known what schedules of SGD achieve best convergence, even for simple problems such as optimizing quadratic objectives. In this paper, we propose Eigencurve, the first family of learning rate schedules that can achieve minimax optimal convergence rates (up to a constant) for SGD on quadratic objectives when the eigenvalue distribution of the underlying Hessian matrix is skewed. The condition is quite common in practice. Experimental results show that Eigencurve can significantly outperform step decay in image classification tasks on CIFAR-10, especially when the number of epochs is small. Moreover, the theory inspires two simple learning rate schedulers for practical applications that can approximate eigencurve. For some problems, the optimal shape of the proposed schedulers resembles that of cosine decay, which sheds light to the success of cosine decay for such situations. For other situations, the proposed schedulers are superior to cosine decay.

Key facts. Cited by 15 papers in the map (data through 14 Oct 2026). Builds on 23 of its 45 references that are in the map. First posted on arXiv 27 Oct 2021.

Builds on

23 of 45 references.

References · 23

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11 more
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