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Corridor Geometry in Gradient-Based Optimization

arXiv 2402.08818 ↗First posted 13 Feb 2024stat.ML cs.LG math.OCcited by 0

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Abstract (arXiv)

We characterize regions of a loss surface as corridors when the continuous curves of steepest descent -- the solutions of the gradient flow -- become straight lines. We show that corridors provide insights into gradient-based optimization, since corridors are exactly the regions where gradient descent and the gradient flow follow the same trajectory, while the loss decreases linearly. As a result, inside corridors there are no implicit regularization effects or training instabilities that have been shown to occur due to the drift between gradient descent and the gradient flow. Using the loss linear decrease on corridors, we devise a learning rate adaptation scheme for gradient descent; we call this scheme Corridor Learning Rate (CLR). The CLR formulation coincides with a special case of Polyak step-size, discovered in the context of convex optimization. The Polyak step-size has been shown recently to have also good convergence properties for neural networks; we further confirm this here with results on CIFAR-10 and ImageNet.

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References · 24

  1. 2015Deep Residual Learning for Image Recognitioncited by 51,809
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  8. 2021Gradient Descent on Neural Networks Typically Occurs at the Edge of Stabilitycited by 413
  9. 2017Implicit Regularization in Matrix Factorizationcited by 318
  10. 2021On the Origin of Implicit Regularization in Stochastic Gradient Descentcited by 183
  11. 2020Implicit Gradient Regularizationcited by 145
  12. 2020Stochastic Polyak Step-size for SGD: An Adaptive Learning Rate for Fast Convergencecited by 137
12 more
  1. 2023DoG is SGD's Best Friend: A Parameter-Free Dynamic Step Size Schedulecited by 85
  2. 2019Revisiting the Polyak step sizecited by 55
  3. 2022Beyond the Quadratic Approximation: the Multiscale Structure of Neural Network Loss Landscapescited by 42
  4. 2022Dynamics of SGD with Stochastic Polyak Stepsizes: Truly Adaptive Variants and Convergence to Exact Solutioncited by 40
  5. 2021Continuous vs. Discrete Optimization of Deep Neural Networkscited by 34
  6. 2023Implicit regularization in Heavy-ball momentum accelerated stochastic gradient descentcited by 25
  7. 2023On the Implicit Bias of Adamcited by 25
  8. 2023Mechanic: A Learning Rate Tunercited by 20
  9. 2021Discretization Drift in Two-Player Gamescited by 14
  10. 2022Toward Equation of Motion for Deep Neural Networks: Continuous-time Gradient Descent and Discretization Error Analysiscited by 12
  11. 2023On a continuous time model of gradient descent dynamics and instability in deep learningcited by 11
  12. 2023Implicit regularisation in stochastic gradient descent: from single-objective to two-player gamescited by 2

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