arXiv:2412.08424cs.LG2024-12被引 5

大步长梯度下降让逻辑回归像感知机一样快速分类,但损失值反而变高。

From Logistic Regression to the Perceptron Algorithm: Exploring Gradient Descent with Large Step Sizes

  • 大步长下逻辑回归退化为批量感知机,解释了为何能快速分类。
  • 步长越大,损失越高但收敛越快,损失值不能反映离解的远近。
  • 提出归一化版方法,理论性能更好,适合追求收敛速度的研究者。

我们研究可分数据集上的分类问题,这是机器学习中最重要且经典的课题之一。标准方法是逻辑回归结合梯度下降(LR+GD)。近期研究发现,即使使用任意大的步长,LR+GD仍能求解分类问题,这违背了传统优化理论。本文有三个关键发现:第一,当步长γ→∞时,LR+GD退化为经典的批量感知机算法,从而解释了其有效性;第二,更大的步长导致更高的逻辑损失,但收敛速度更快,说明损失值无法可靠衡量接近解的程度,高损失反而可能表示快速收敛;第三,由于损失函数值的收敛速率不可靠,我们分析了迭代复杂度,证明原方法的复杂度次优。为此,基于与感知机的联系,我们提出一种新方法——归一化逻辑回归+梯度下降(Normalized LR+GD),具有更优的理论保证。

原文摘要 · Abstract (English)

We focus on the classification problem with a separable dataset, one of the most important and classical problems from machine learning. The standard approach to this task is logistic regression with gradient descent (LR+GD). Recent studies have observed that LR+GD can find a solution with arbitrarily large step sizes, defying conventional optimization theory. Our work investigates this phenomenon and makes three interconnected key observations about LR+GD with large step sizes. First, we find a remarkably simple explanation of why LR+GD with large step sizes solves the classification problem: LR+GD reduces to a batch version of the celebrated perceptron algorithm when the step size $γ\to \infty.$ Second, we observe that larger step sizes lead LR+GD to higher logistic losses when it tends to the perceptron algorithm, but larger step sizes also lead to faster convergence to a solution for the classification problem, meaning that logistic loss is an unreliable metric of the proximity to a solution. Surprisingly, high loss values can actually indicate faster convergence. Third, since the convergence rate in terms of loss function values of LR+GD is unreliable, we examine the iteration complexity required by LR+GD with large step sizes to solve the classification problem and prove that this complexity is suboptimal. To address this, we propose a new method, Normalized LR+GD - based on the connection between LR+GD and the perceptron algorithm - with much better theoretical guarantees.

梯度下降逻辑回归感知机收敛性

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