SGD at the Edge of Stability: The Stochastic Sharpness Gap

When training neural networks with full-batch gradient descent (GD) and step size η, the largest eigenvalue of the Hessian -- the sharpness S(boldsymbolθ) -- rises to 2/η and hovers there, a phenomenon termed the Edge of Stability (EoS). citetdamian2023selfstab showed that this behavior is explained by a self-stabilization mechanism driven by third-order structure of the loss, and that GD implicitly follows projected gradient descent (PGD) on the constraint S(boldsymbolθ)≤ 2/η. For mini-batch stochastic gradient descent (SGD), the sharpness stabilizes below 2/η, with the gap widening as the batch size decreases; yet no theoretical explanation exists for this suppression. We introduce stochastic self-stabilization, extending the self-stabilization framework to SGD. Our key insight is that gradient noise injects variance into the oscillatory dynamics along the top Hessian eigenvector, strengthening the cubic sharpness-reducing force and shifting the equilibrium below 2/η. Following the approach of citetdamian2023selfstab, we define stochastic predicted dynamics relative to a moving projected gradient descent trajectory and prove a stochastic coupling theorem that bounds the deviation of SGD from these predictions. We derive a closed-form equilibrium sharpness gap: Delta S = η β σ_boldsymbolu2/(4α), where α is the progressive sharpening rate, β is the self-stabilization strength, and σ_ boldsymbolu2 is the gradient noise variance projected onto the top eigenvector. This formula predicts that smaller batch sizes yield flatter solutions and recovers GD when the batch equals the full dataset.