Fast Convergence of Random Reshuffling under Over-Parameterization and the Polyak-Łojasiewicz Condition
Modern machine learning models are often over-parameterized and as a result they can interpolate the training data. Under such a scenario, we study the convergence properties of a sampling-without-replacement variant of stochastic gradient descent (SGD) known as random reshuffling (RR). Unlike SGD that samples data with replacement at every iteration, RR chooses a random permutation of data at the beginning of each epoch and each iteration chooses the next sample from the permutation. For under-parameterized models, it has been shown RR can converge faster than SGD under certain assumptions. However, previous works do not show that RR outperforms SGD in over-parameterized settings except in some highly-restrictive scenarios. For the class of Polyak-\L ojasiewicz (PL) functions, we show that RR can outperform SGD in over-parameterized settings when either one of the following holds: (i) the number of samples ($n$) is less than the product of the condition number ($\kappa$) and the parameter ($\alpha$) of a weak growth condition (WGC), or (ii) $n$ is less than the parameter ($\rho$) of a strong growth condition (SGC).
Code (0)
등록된 구현이 없습니다.
Methods 이 논문이 사용한 방법론
Similar Papers 제목 키워드 기반
Variance-Reduced Stochastic Learning under Random Reshuffling
Several useful variance-reduced stochastic gradient algorithms, such as SVRG, SAGA, Finito, and SAG, have been proposed to minimize empirical risks with linear convergence properties to the exact minimizer. The existing …
GraB: Finding Provably Better Data Permutations than Random Reshuffling
Random reshuffling, which randomly permutes the dataset each epoch, is widely adopted in model training because it yields faster convergence than with-replacement sampling. Recent studies indicate greedily chosen data or…
Distributed Random Reshuffling Methods with Improved Convergence
This paper proposes two distributed random reshuffling methods, namely Gradient Tracking with Random Reshuffling (GT-RR) and Exact Diffusion with Random Reshuffling (ED-RR), to solve the distributed optimization problem …
Distributed OptimizationStochastic Learning under Random Reshuffling with Constant Step-sizes
In empirical risk optimization, it has been observed that stochastic gradient implementations that rely on random reshuffling of the data achieve better performance than implementations that rely on sampling the data uni…
Stochastic Extragradient with Random Reshuffling: Improved Convergence for Variational Inequalities
The Stochastic Extragradient (SEG) method is one of the most popular algorithms for solving finite-sum min-max optimization and variational inequality problems (VIPs) appearing in various machine learning tasks. However,…