Understanding the robustness difference between stochastic gradient descent and adaptive gradient methods

Published: 28 Nov 2023, Last Modified: 02 Apr 2024Accepted by TMLREveryoneRevisionsBibTeX
Event Certifications: iclr.cc/ICLR/2024/Journal_Track
Abstract: Stochastic gradient descent (SGD) and adaptive gradient methods, such as Adam and RMSProp, have been widely used in training deep neural networks. We empirically show that while the difference between the standard generalization performance of models trained using these methods is small, those trained using SGD exhibit far greater robustness under input perturbations. Notably, our investigation demonstrates the presence of irrelevant frequencies in natural datasets, where alterations do not affect models' generalization performance. However, models trained with adaptive methods show sensitivity to these changes, suggesting that their use of irrelevant frequencies can lead to solutions sensitive to perturbations. To better understand this difference, we study the learning dynamics of gradient descent (GD) and sign gradient descent (signGD) on a synthetic dataset that mirrors natural signals. With a three-dimensional input space, the models optimized with GD and signGD have standard risks close to zero but vary in their adversarial risks. Our result shows that linear models' robustness to $\ell_2$-norm bounded changes is inversely proportional to the model parameters' weight norm: a smaller weight norm implies better robustness. In the context of deep learning, our experiments show that SGD-trained neural networks have smaller Lipschitz constants, explaining the better robustness to input perturbations than those trained with adaptive gradient methods. Our source code is available at https://github.com/averyma/opt-robust.
Certifications: Featured Certification
Submission Length: Long submission (more than 12 pages of main content)
Code: https://github.com/averyma/opt-robust
Assigned Action Editor: ~Pin-Yu_Chen1
License: Creative Commons Attribution 4.0 International (CC BY 4.0)
Submission Number: 1468