Overparameterized Nonlinear Learning: Gradient Descent Takes the Shortest Path?

By Samet Oymak, M. Soltanolkotabi. 2018

200 citations recorded by the source corpus.

Many modern learning tasks involve fitting nonlinear models to data which are trained in an overparameterized regime where the parameters of the model exceed the size of the training dataset. Due to this overparameterization, the training loss may have infinitely many global minima and it is critical to understand the properties of the solutions found by first-order optimization schemes such as (stochastic) gradient descent starting from different initializations. In this paper we demonstrate that when the loss has certain properties over a minimally small neighborhood of the initial point, first order methods such as (stochastic) gradient descent have a few intriguing properties: (1) the iterates converge at a geometric rate to a global optima even when the loss is nonconvex, (2) among all global optima of the loss the iterates converge to one with a near minimal distance to the initial point, (3) the iterates take a near direct route from the initial point to this global optima. As part of our proof technique, we introduce a new potential function which captures the precise tradeoff between the loss function and the distance to the initial point as the iterations progress. For Stochastic Gradient Descent (SGD), we develop novel martingale techniques that guarantee SGD never leaves a small neighborhood of the initialization, even with rather large learning rates. We demonstrate the utility of our general theory for a variety of problem domains spanning low-rank matrix recovery to neural network training. Underlying our analysis are novel insights that may have implications for training and generalization of more sophisticated learning problems including those involving deep neural network architectures.

Subfields: Artificial Intelligence, Computational Mechanics, Optimization & Training, Statistical Learning Theory

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Artificial Intelligence

  1. Taiji Suzuki
  2. Francis R. Bach
  3. Samet Oymak
  4. Zhe Gan
  5. M. Soltanolkotabi
  6. Tong Zhang
  7. Lawrence Carin
  8. Yoshua Bengio

In Computational Mechanics

  1. Francis R. Bach
  2. Taiji Suzuki
  3. M. Soltanolkotabi
  4. Peter Richtárik
  5. Tong Zhang
  6. Navid Azizan
  7. Julien Mairal
  8. Samet Oymak

In Optimization & Training

  1. Taiji Suzuki
  2. Francis R. Bach
  3. Samet Oymak
  4. Atsushi Nitanda
  5. M. Soltanolkotabi
  6. Mikhail Belkin
  7. Tong Zhang
  8. Peter Richtárik

In Statistical Learning Theory

  1. Taiji Suzuki
  2. Atsushi Nitanda
  3. Samet Oymak
  4. M. Soltanolkotabi
  5. Mingchen Li
  6. Tong Zhang
  7. Cong Fang
  8. Zhi-Qin John Xu

Citations in the corpus