From Mutual Information to Expected Dynamics: New Generalization Bounds for Heavy-Tailed SGD

Published: 23 Oct 2023, Last Modified: 13 Nov 2023HeavyTails 2023EveryoneRevisionsBibTeX
Keywords: machine learning, generalization bound, heavy tails, Lévy processes, fractal geometry, SGD
TL;DR: We prove new generalization bounds for heavy-tailed dynamics by replacing mutual information terms usually appearing in these bounds by geometric terms.
Abstract: Understanding the generalization abilities of modern machine learning algorithms has been a major research topic over the past decades. In recent years, the learning dynamics of Stochastic Gradient Descent (SGD) have been related to heavy-tailed dynamics. This has been successfully applied to generalization theory by exploiting the fractal properties of those dynamics. However, the derived bounds depend on mutual information (decoupling) terms that are beyond the reach of computability. In this work, we prove generalization bounds over the trajectory of a class of heavy-tailed dynamics, without those mutual information terms. Instead, we introduce a geometric decoupling term by comparing the learning dynamics (depending on the empirical risk) with an expected one (depending on the population risk). We further upper-bound this geometric term, by using techniques from the heavy-tailed and the fractal literature, making it fully computable. Moreover, as an attempt to tighten the bounds, we propose a PAC-Bayesian setting based on perturbed dynamics, in which the same geometric term plays a crucial role and can still be bounded using the techniques described above.
Submission Number: 4