Two Facets of SDE Under an Information-Theoretic Lens: Generalization of SGD via Training Trajectories and via Terminal States
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Abstract (arXiv)
Stochastic differential equations (SDEs) have been shown recently to characterize well the dynamics of training machine learning models with SGD. When the generalization error of the SDE approximation closely aligns with that of SGD in expectation, it provides two opportunities for understanding better the generalization behaviour of SGD through its SDE approximation. Firstly, viewing SGD as full-batch gradient descent with Gaussian gradient noise allows us to obtain trajectory-based generalization bound using the information-theoretic bound from Xu and Raginsky [2017]. Secondly, assuming mild conditions, we estimate the steady-state weight distribution of SDE and use information-theoretic bounds from Xu and Raginsky [2017] and Negrea et al. [2019] to establish terminal-state-based generalization bounds. Our proposed bounds have some advantages, notably the trajectory-based bound outperforms results in Wang and Mao [2022], and the terminal-state-based bound exhibits a fast decay rate comparable to stability-based bounds.
Key facts. Cited by 11 papers in the map (data through 14 Oct 2026). Builds on 64 of its 91 references that are in the map. First posted on arXiv 19 Nov 2022.
Builds on
64 of 91 references.
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38 more
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Citing papers per year: 2023: 2; 2024: 4; 2025: 4; 2026: 1.
11 papers.
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- 2023Sample-Conditioned Hypothesis Stability Sharpens Information-Theoretic Generalization Boundscited by 6
- 2025Unbiased and Sign Compression in Distributed Learning: Comparing Noise Resilience via SDEscited by 5
- 2024Enhancing In-Context Learning Performance with just SVD-Based Weight Pruning: A Theoretical Perspectivecited by 4
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- 2026Leveraging Flatness to Improve Information-Theoretic Generalization Bounds for SGDcited by 2
- 2026Leveraging Flatness to Improve Information-Theoretic Generalization Bounds for SGD4 Jan 2026
- 2025Generalization in Federated Learning: A Conditional Mutual Information Framework6 Mar 2025
- 2025Towards Auto-Regressive Next-Token Prediction: In-Context Learning Emerges from Generalization24 Feb 2025
- 2025Unbiased and Sign Compression in Distributed Learning: Comparing Noise Resilience via SDEs24 Feb 2025
- 2025Compositional Generalization from Learned Skills via CoT Training: A Theoretical and Structural Analysis for Reasoning7 Feb 2025
- 2024Generalization Bounds via Conditional f-Information30 Oct 2024
- 2024Theoretical Insights into Fine-Tuning Attention Mechanism: Generalization and Optimization3 Oct 2024
- 2024Enhancing Domain Adaptation through Prompt Gradient Alignment13 Jun 2024
- 2024Enhancing In-Context Learning Performance with just SVD-Based Weight Pruning: A Theoretical Perspective6 Jun 2024
- 2023Sample-Conditioned Hypothesis Stability Sharpens Information-Theoretic Generalization Bounds31 Oct 2023
- 2023Tighter Information-Theoretic Generalization Bounds from Supersamples5 Feb 2023