arXiv:2502.04889stat.MLcs.LG2025-02NeurIPS被引 2

任意步长梯度下降在可分数据下收敛,关键靠损失函数的分离边界而非自界性质。

Any-stepsize Gradient Descent for Separable Data under Fenchel-Young Losses

  • 基于Fenchel-Young损失框架,用感知机思想证明任意步长收敛性
  • 泰勒熵损失率达T=Ω(ε⁻¹⁄²),瑞尼熵更优至T=Ω(ε⁻¹⁄³)
  • 揭示分离边界是收敛关键,挑战传统自界性质的必要性

梯度下降(GD)是机器学习中最常用的优化器之一。神经网络训练初期损失曲面通常变尖锐,使训练动态处于稳定边缘。这超出了标准梯度下降在稳定区收敛的认知——即步长远小于稳定边界。近期Wu等(COLT2024)表明,在线性可分逻辑回归中,任意步长仍可实现GD收敛。尽管其分析依赖于逻辑损失的自界性质,但我们的初步研究发现,无自界性质的其他损失函数也可使GD收敛。为深入理解损失函数的关键属性,本文在Fenchel–Young损失框架下,证明了通用损失函数下任意步长的收敛性。我们通过经典感知机论证,推导出达到ε-最优损失的收敛速率,适用于多数Fenchel–Young损失。其中,泰勒熵损失收敛速率T=Ω(ε⁻¹⁄²),瑞尼熵损失更优,达T=Ω(ε⁻¹⁄³)。我们认为这些更优速率源于损失函数的分离边界,而非自界性质。

原文摘要 · Abstract (English)

The gradient descent (GD) has been one of the most common optimizer in machine learning. In particular, the loss landscape of a neural network is typically sharpened during the initial phase of training, making the training dynamics hover on the edge of stability. This is beyond our standard understanding of GD convergence in the stable regime where arbitrarily chosen stepsize is sufficiently smaller than the edge of stability. Recently, Wu et al. (COLT2024) have showed that GD converges with arbitrary stepsize under linearly separable logistic regression. Although their analysis hinges on the self-bounding property of the logistic loss, which seems to be a cornerstone to establish a modified descent lemma, our pilot study shows that other loss functions without the self-bounding property can make GD converge with arbitrary stepsize. To further understand what property of a loss function matters in GD, we aim to show arbitrary-stepsize GD convergence for a general loss function based on the framework of \emph{Fenchel--Young losses}. We essentially leverage the classical perceptron argument to derive the convergence rate for achieving $ε$-optimal loss, which is possible for a majority of Fenchel--Young losses. Among typical loss functions, the Tsallis entropy achieves the GD convergence rate $T=Ω(ε^{-1/2})$, and the R{é}nyi entropy achieves the far better rate $T=Ω(ε^{-1/3})$. We argue that these better rate is possible because of \emph{separation margin} of loss functions, instead of the self-bounding property.

优化理论梯度下降损失函数收敛分析

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