The Number of Steps Needed for Nonconvex Optimization of a Deep Learning Optimizer is a Rational Function of Batch Size

Hideaki Iiduka

Keywords: Adam, deep learning optimizer, momentum, nonconvex optimization, optimal batch size, SGD

Abstract: Recently, convergence as well as convergence rate analyses of deep learning optimizers for nonconvex optimization have been widely studied. Meanwhile, numerical evaluations for the optimizers have precisely clarified the relationship between batch size and the number of steps needed for training deep neural networks. The main contribution of this paper is to show theoretically that the number of steps needed for nonconvex optimization of each of the optimizers can be expressed as a rational function of batch size. Having these rational functions leads to two particularly important facts, which were validated numerically in previous studies. The first fact is that there exists an optimal batch size such that the number of steps needed for nonconvex optimization is minimized. This implies that using larger batch sizes than the optimal batch size does not decrease the number of steps needed for nonconvex optimization. The second fact is that the optimal batch size depends on the optimizer. In particular, it is shown theoretically that momentum and Adam-type optimizers can exploit larger optimal batches and further reduce the minimum number of steps needed for nonconvex optimization than can the stochastic gradient descent optimizer.

One-sentence Summary: The number of steps needed for nonconvex optimization of a deep learning optimizer is a rational function of batch size.