Critical Batch Size Minimizes Stochastic First-Order Oracle Complexity of Deep Learning Optimizer using Hyperparameters Close to One

Hideaki Iiduka

Keywords: Adam, adaptive method, critical batch size, hyperparameters, learning rate, nonconvex optimization, stochastic first-order oracle complexity

TL;DR: Critical batch size minimizes stochastic first-order oracle complexity of deep learning optimizer using hyperparameters close to one.

Abstract: Practical results have shown that deep learning optimizers using small constant learning rates, hyperparameters close to one, and large batch sizes can find the model parameters of deep neural networks that minimize the loss functions. We first show theoretical evidence that the momentum method (Momentum) and adaptive moment estimation (Adam) perform well in the sense that the upper bound of the theoretical performance measure is small with a small constant learning rate, hyperparameters close to one, and a large batch size. Next, we show that there exists a batch size called the critical batch size minimizing the stochastic first-order oracle (SFO) complexity, which is the stochastic gradient computation cost, and that SFO complexity increases once the batch size exceeds the critical batch size. Finally, we provide numerical results that support our theoretical results. That is, the numerical results indicate that Adam using a small constant learning rate, hyperparameters close to one, and the critical batch size minimizing SFO complexity has faster convergence than Momentum and stochastic gradient descent (SGD).

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