Mirror Descent Maximizes Generalized Margin and Can Be Implemented Efficiently
Driven by the empirical success and wide use of deep neural networks, understanding the generalization performance of overparameterized models has become an increasingly popular question. To this end, there has been substantial effort to characterize the implicit bias of the optimization algorithms used, such as gradient descent (GD), and the structural properties of their preferred solutions. This paper answers an open question in this literature: For the classification setting, what solution does mirror descent (MD) converge to? Specifically, motivated by its efficient implementation, we consider the family of mirror descent algorithms with potential function chosen as the $p$-th power of the $\ell_p$-norm, which is an important generalization of GD. We call this algorithm $p$-$\textsf{GD}$. For this family, we characterize the solutions it obtains and show that it converges in direction to a generalized maximum-margin solution with respect to the $\ell_p$-norm for linearly separable classification. While the MD update rule is in general expensive to compute and perhaps not suitable for deep learning, $p$-$\textsf{GD}$ is fully parallelizable in the same manner as SGD and can be used to train deep neural networks with virtually no additional computational overhead. Using comprehensive experiments with both linear and deep neural network models, we demonstrate that $p$-$\textsf{GD}$ can noticeably affect the structure and the generalization performance of the learned models.
Code (0)
등록된 구현이 없습니다.
Tasks
Open-Ended Question AnsweringMethods 이 논문이 사용한 방법론
Similar Papers 제목 키워드 기반
Optimizing Attention with Mirror Descent: Generalized Max-Margin Token Selection
Attention mechanisms have revolutionized several domains of artificial intelligence, such as natural language processing and computer vision, by enabling models to selectively focus on relevant parts of the input data. W…
Linear Convergence of Generalized Mirror Descent with Time-Dependent Mirrors
The Polyak-Lojasiewicz (PL) inequality is a sufficient condition for establishing linear convergence of gradient descent, even in non-convex settings. While several recent works use a PL-based analysis to establish linea…
A Unified Approach to Controlling Implicit Regularization via Mirror Descent
Inspired by the remarkable success of large neural networks, there has been significant interest in understanding the generalization performance of over-parameterized models. Substantial efforts have been invested in cha…
ClassificationregressionOn the Convergence of Policy in Unregularized Policy Mirror Descent
In this short note, we give the convergence analysis of the policy in the recent famous policy mirror descent (PMD). We mainly consider the unregularized setting following [11] with generalized Bregman divergence. The di…
Linear Convergence and Implicit Regularization of Generalized Mirror Descent with Time-Dependent Mirrors
The following questions are fundamental to understanding the properties of over-parameterization in modern machine learning: (1) Under what conditions and at what rate does training converge to a global minimum? (2) Wha…