The Directional Bias Helps Stochastic Gradient Descent to Generalize in Kernel Regression Models
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Abstract (arXiv)
We study the Stochastic Gradient Descent (SGD) algorithm in nonparametric statistics: kernel regression in particular. The directional bias property of SGD, which is known in the linear regression setting, is generalized to the kernel regression. More specifically, we prove that SGD with moderate and annealing step-size converges along the direction of the eigenvector that corresponds to the largest eigenvalue of the Gram matrix. In addition, the Gradient Descent (GD) with a moderate or small step-size converges along the direction that corresponds to the smallest eigenvalue. These facts are referred to as the directional bias properties; they may interpret how an SGD-computed estimator has a potentially smaller generalization error than a GD-computed estimator. The application of our theory is demonstrated by simulation studies and a case study that is based on the FashionMNIST dataset.
Key facts. Cited by 1 paper in the map (data through 14 Oct 2026). Builds on 16 of its 34 references that are in the map. First posted on arXiv 29 Apr 2022.
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16 of 34 references.
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- 2020The Implicit Regularization of Stochastic Gradient Flow for Least Squarescited by 59
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