Three Mechanisms of Weight Decay Regularization

Anonymous

Sep 27, 2018 (modified: Nov 08, 2018) ICLR 2019 Conference Blind Submission readers: everyone Show Bibtex
  • Abstract: Weight decay is one of the standard tricks in the neural network toolbox, but the reasons for its regularization effect are poorly understood, and recent results have cast doubt on the traditional interpretation in terms of L2 regularization. Literal weight decay has been shown to outperform L2 regularization for optimizers for which they differ. We empirically investigate weight decay for three optimization algorithms (SGD, Adam, and KFAC) and a variety of network architectures. We identify three distinct mechanisms by which weight decay exerts a regularization effect, depending on the particular optimization algorithm and architecture: (1) increasing the effective learning rate, (2) regularizing approximated input-output Jacobian norm, and (3) reducing the effective damping coefficient for second-order optimization. Our results provide insight into how to improve the regularization of neural networks.
  • Keywords: Generalization, Regularization, Optimization
  • TL;DR: We investigate weight decay regularization for different optimizers and identify three distinct mechanisms by which weight decay improves generalization.
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