Yunwen Lei
Publications
Stochastic Gradient Descent with Momentum is Algorithmically Stable
Stochastic gradient descent with momentum (SGDM) is one of the most widely used optimization algorithms in machine learning. While optimization properties of SGDM have been extensively studied in the literature, it remains insufficiently understood whether and when SGDM can generalize well to unseen data. In particular, it has been conjectured that while momentum accelerates training, it may degrade generalization. In this paper, we close this gap by developing a comprehensive generalization analysis of SGDM through the lens of algorithmic stability. More specifically, we introduce a generalized SGDM framework that encompasses both Polyak's and Nesterov's momentum schemes, and establish tight on-average model stability bounds for smooth and convex problems. Notably, the obtained bounds exploit small optimization error bounds along the trajectory, apply to any momentum parameter in the interval $[0, 1)$, and do not require the commonly assumed Lipschitzness of loss functions. We further derive optimization error bounds for the generalized SGDM, and combine them with our generalization analyses to obtain optimal excess population risk bounds for SGDM with both Polyak's and Nesterov's momentum.
Learning Theory of the SVRG: Generalization and Convergence Analysis
Variance reduction (VR) methods employ stochastic gradients with decreasing variance, and they have been widely applied to solve large-scale optimization problems in machine learning because of their efficiency. Existing theoretical studies of VR methods are mainly focused on the convergence analysis, leaving the generalization behavior largely unexplored. In this paper, we bridge this gap by developing the first non-vacuous generalization analysis of the representative VR method: Stochastic Variance Reduced Gradient (SVRG), through the lens of algorithmic stability. In particular, we establish sharp stability bounds of the SVRG in both convex and strongly convex settings by exploiting its algorithmic structure. The obtained bounds are data-dependent, because the training errors are incorporated along the trajectory. Our analysis clarifies the interplay between optimization and generalization, leading to optimal excess population risk bounds in both settings. Our approach differs substantially from existing analyses of stochastic algorithms in the sense that we decompose the SVRG update as an SGD-like step plus a zero-mean correction term and then introduce novel Lyapunov functions to absorb the additional gradient terms induced by the reference points. Our analytical framework can be generalized to other VR methods, and we demonstrate the generalization by the well-known Stochastic Average Gradient Accelerated (SAGA) method.
Towards Initialization-dependent and Non-vacuous Generalization Bounds for Overparameterized Shallow Neural Networks
Overparameterized neural networks often show a benign overfitting property in the sense of achieving excellent generalization behavior despite the number of parameters exceeding the number of training examples. A promising direction to explain benign overfitting is to relate generalization to the norm of distance from initialization, motivated by the empirical observations that this distance is often significantly smaller than the norm itself. However, the existing initialization-dependent complexity analyses cannot fully exploit the power of initialization since the associated bounds depend on the spectral norm of the initialization matrix, which can scale as a square-root function of the width and are therefore not effective for overparameterized models. In this paper, we develop the first \emph{fully} initialization-dependent complexity bounds for shallow neural networks with general Lipschitz activation functions, which enjoys a logarithmic dependency on the width. Our bounds depend on the path-norm of the distance from initialization, which are derived by introducing a new peeling technique to handle the challenge along with the initialization-dependent constraint. We also develop a lower bound tight up to a constant factor. Finally, we conduct empirical comparisons and show that our generalization analysis implies non-vacuous bounds for overparameterized networks.