How Can Increased Randomness in Stochastic Gradient Descent Improve Generalization?

Arwen V. Bradley, Carlos Alberto Gomez-Uribe

Published 2021-08-21Version 1

Recent works report that increasing the learning rate or decreasing the minibatch size in stochastic gradient descent (SGD) can improve test set performance. We argue this is expected under some conditions in models with a loss function with multiple local minima. Our main contribution is an approximate but analytical approach inspired by methods in Physics to study the role of the SGD learning rate and batch size in generalization. We characterize test set performance under a shift between the training and test data distributions for loss functions with multiple minima. The shift can simply be due to sampling, and is therefore typically present in practical applications. We show that the resulting shift in local minima worsens test performance by picking up curvature, implying that generalization improves by selecting wide and/or little-shifted local minima. We then specialize to SGD, and study its test performance under stationarity. Because obtaining the exact stationary distribution of SGD is intractable, we derive a Fokker-Planck approximation of SGD and obtain its stationary distribution instead. This process shows that the learning rate divided by the minibatch size plays a role analogous to temperature in statistical mechanics, and implies that SGD, including its stationary distribution, is largely invariant to changes in learning rate or batch size that leave its temperature constant. We show that increasing SGD temperature encourages the selection of local minima with lower curvature, and can enable better generalization. We provide experiments on CIFAR10 demonstrating the temperature invariance of SGD, improvement of the test loss as SGD temperature increases, and quantifying the impact of sampling versus domain shift in driving this effect. Finally, we present synthetic experiments showing how our theory applies in a simplified loss with two local minima.