arXiv:2603.06028cs.LG2026-03

用噪声和平均迭代,让梯度下降在低样本下也能高效找到高维隐藏方向。

Improved high-dimensional estimation with Langevin dynamics and stochastic weight averaging

  • 引入噪声与迭代平均,模拟平滑梯度景观以突破样本瓶颈。
  • 仅需 $ n rsim d^{k^ullet/2} $ 样本即可恢复隐藏方向,优于传统方法。
  • 适用于张量PCA与单指数模型,对算法设计有重要启发。

近期研究关注梯度下降在高维场景(如张量PCA与单指数模型)中恢复隐藏方向 $θ^/star$ 的能力。关键参数为信息指数 $k^ullet$,决定了初始化时的鞍点阶数。已有研究表明,在线SGD需 $ n rsim d^{ ext{max}(1, k^ullet-1)} $ 样本才能成功。而通过在平滑景观上运行梯度下降,可将所需样本降至 $ n rsim d^{ ext{max}(1, k^ullet/2)} $,达到最优。本文证明:在非平滑景观中,若采用拉普拉斯动力学并取平均迭代值,同样可在 $ n rsim d^{k^ullet/2} $ 样本下实现恢复。其核心在于噪声注入与迭代平均协同模拟了景观平滑效果。该结果适用于张量PCA与单指数模型,并推测小批量SGD亦可达成相同性能而不加额外噪声。

原文摘要 · Abstract (English)

Significant recent work has studied the ability of gradient descent to recover a hidden planted direction $θ^\star \in S^{d-1}$ in different high-dimensional settings, including tensor PCA and single-index models. The key quantity that governs the ability of gradient descent to traverse these landscapes is the information exponent $k^\star$ (Ben Arous et al., (2021)), which corresponds to the order of the saddle at initialization in the population landscape. Ben Arous et al., (2021) showed that $n \gtrsim d^{\max(1, k^\star-1)}$ samples were necessary and sufficient for online SGD to recover $θ^\star$, and Ben Arous et al., (2020) proved a similar lower bound for Langevin dynamics. More recently, Damian et al., (2023) showed it was possible to circumvent these lower bounds by running gradient descent on a smoothed landscape, and that this algorithm succeeds with $n \gtrsim d^{\max(1, k^\star/2)}$ samples, which is optimal in the worst case. This raises the question of whether it is possible to achieve the same rate without explicit smoothing. In this paper, we show that Langevin dynamics can succeed with $n \gtrsim d^{ k^\star/2 }$ samples if one considers the average iterate, rather than the last iterate. The key idea is that the combination of noise-injection and iterate averaging is able to emulate the effect of landscape smoothing. We apply this result to both the tensor PCA and single-index model settings. Finally, we conjecture that minibatch SGD can also achieve the same rate without adding any additional noise.

高维估计朗之万动力学梯度下降样本效率

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