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Poster
From Gradient Flow on Population Loss to Learning with Stochastic Gradient Descent
Christopher De Sa · Satyen Kale · Jason Lee · Ayush Sekhari · Karthik Sridharan

Tue Nov 29 09:00 AM -- 11:00 AM (PST) @ Hall J #435
in Poster Session 1 »

Stochastic Gradient Descent (SGD) has been the method of choice for learning large-scale non-convex models. While a general analysis of when SGD works has been elusive, there has been a lot of recent progress in understanding the convergence of Gradient Flow (GF) on the population loss, partly due to the simplicity that a continuous-time analysis buys us. An overarching theme of our paper is providing general conditions under which SGD converges, assuming that GF on the population loss converges. Our main tool to establish this connection is a general \textit{converse Lyapunov} like theorem, which implies the existence of a Lyapunov potential under mild assumptions on the rates of convergence of GF. In fact, using these potentials, we show a one-to-one correspondence between rates of convergence of GF and geometrical properties of the underlying objective. When these potentials further satisfy certain self-bounding properties, we show that they can be used to provide a convergence guarantee for Gradient Descent (GD) and SGD (even when the GF path and GD/SGD paths are quite far apart). It turns out that these self-bounding assumptions are in a sense also necessary for GD/SGD to work. Using our framework, we provide a unified analysis for GD/SGD not only for classical settings like convex losses, or objectives that satisfy PL/ KL properties, but also for more complex problems including Phase Retrieval and Matrix sq-root, and extending the results in the recent work of Chatterjee 2022.

Keywords: Theory · Non-Convex Optimization · Stochastic Gradient Descent · Gradient Descent · Gradient flow · SGD · Lyapunov potentials

Author Information

Christopher De Sa (Cornell University)
Satyen Kale (Google)
Jason Lee (University of Southern California)
Ayush Sekhari (Cornell University)
Karthik Sridharan (Cornell University)

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