arXiv:2502.07923math.OCcs.LG2025-02被引 11

提出符号方法应对非凸优化中的重尾噪声,理论证明其收敛性优于传统方法。

Sign Operator for Coping with Heavy-Tailed Noise in Non-Convex Optimization: High Probability Bounds Under $(L_0, L_1)$-Smoothness

  • 采用符号梯度替代原始梯度,提升对重尾噪声的鲁棒性
  • 在$(L_0, L_1)$-光滑条件下,首次获得高概率收敛界,样本复杂度为$ ilde{O}( rac{ΔL_0d}{\varepsilon^2})$
  • 适合训练大模型等含异常值场景,尤其适用于噪声分布不规则的情况

近年来,非凸优化更多采用广义$(L_0, L_1)$-光滑性假设而非标准光滑性。同时,严重污染的数据增加了对处理重尾噪声(即具有有界$κ$阶矩的噪声)方法的需求。受此现实趋势驱动,本文研究基于符号的方法,并证明其在与截断或归一化等流行方案的对比中更具有效性。理论上,我们在$(L_0, L_1)$-光滑性和重尾噪声($κ∈(1,2]$)下首次建立高概率收敛边界,参数依赖性较弱。在标准光滑性下,该结果亦为符号方法的首例。具体地,带批处理的SignSGD达到样本复杂度$ ilde{O}ig(( rac{ΔL_0d}{6varepsilon^2} + rac{ΔL_1d^{3/2}}{6varepsilon})[1 + ( racσ{6varepsilon})^{ racκ{κ-1}}]ig)$。在对称噪声假设下,带多数投票的SignSGD可在$κ∈(0,2]$全范围内工作,复杂度为$ ilde{O}(( rac{ΔL_0d}{6varepsilon^2} + rac{ΔL_1d^{3/2}}{6varepsilon})[ rac{1}{κ^2} + rac{σ^2}{6varepsilon^2}])$。我们还得到了无参数设定、Polyak-Lojasiewicz函数及动量方法的结果(期望意义下)。实验表明,符号方法在训练大语言模型时表现优于截断与归一化。

原文摘要 · Abstract (English)

In recent years, non-convex optimization problems are more often described by generalized $(L_0, L_1)$-smoothness assumption rather than standard one. Meanwhile, severely corrupted data used in these problems has increased the demand for methods capable of handling heavy-tailed noises, i.e., noises with bounded $κ$-th moment. Motivated by these real-world trends and challenges, we explore sign-based methods in this setup and demonstrate their effectiveness in comparison with other popular solutions like clipping or normalization. In theory, we prove the first-known high probability convergence bounds under $(L_0, L_1)$-smoothness and heavy-tailed noises with mild parameter dependencies. In the case of standard smoothness, these bounds are novel for sign-based methods as well. In particular, SignSGD with batching achieves sample complexity $\tilde{O}\left(\left(\frac{ΔL_0d}{\varepsilon^2} + \frac{ΔL_1d^\frac{3}{2}}{\varepsilon}\right)\left[1 + \left(\fracσ{\varepsilon}\right)^\fracκ{κ-1}\right]\right), κ\in (1,2]$. Under the assumption of symmetric noises, SignSGD with Majority Voting can robustly work on the whole range of $κ\in (0,2]$ with complexity $\tilde{O}\left(\left(\frac{ΔL_0d}{\varepsilon^2} + \frac{ΔL_1d^\frac{3}{2}}{\varepsilon}\right)\left[\frac{1}{κ^2} + \frac{σ^2}{\varepsilon^2}\right]\right)$. We also obtain results for parameter-agnostic setups, Polyak-Lojasiewicz functions and momentum-based methods (in expectation). Our theoretical findings are supported by the superior performance of sign-based methods in training Large Language Models compared to clipping and normalization.

非凸优化重尾噪声符号梯度收敛性分析

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。