Probabilistic Stability of Stochastic Gradient Descent

Liu Ziyin, Botao Li, Tomer Galanti, Masahito Ueda

Primary Area: unsupervised, self-supervised, semi-supervised, and supervised representation learning

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Keywords: stability, stochastic gradient descent

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TL;DR: We study of the stability of critical points of neural networks in light of the probabilistic stability

Abstract: Characterizing and understanding the stability of Stochastic Gradient Descent (SGD) remains an open problem in deep learning. A common method is to utilize the convergence of statistical moments, esp. the variance, of the parameters to quantify the stability. We revisit the definition of stability for SGD and propose using the \textit{convergence in probability} condition to define the \textit{probabilistic stability} of SGD. The probabilistic stability sheds light on a fundamental question in deep learning theory: how SGD selects a meaningful solution for a neural network from an enormous number of possible solutions that may severely overfit. We show that only through the lens of probabilistic stability does SGD exhibit rich and practically relevant phases of learning, such as the phases of the complete loss of stability, incorrect learning where the model captures incorrect data correlation, convergence to low-rank saddles, and correct learning where the model captures the correct correlation. These phase boundaries are precisely quantified by the Lyapunov exponents of the dynamics. The obtained phase diagrams imply that SGD prefers low-rank saddles in a neural network when the underlying gradient is noisy, thereby influencing the learning performance, for better or for worse.

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Submission Number: 1548