Title
Large Learning Rate Tames Homogeneity: Convergence and Balancing Effect
Abstract
Recent empirical advances show that training deep models with large learning rate often improves generalization performance. However, theoretical justifications on the benefits of large learning rate are highly limited, due to challenges in analysis. In this paper, we consider using Gradient Descent (GD) with a large learning rate on a homogeneous matrix factorization problem, i.e., $\min_{X, Y} \|A - XY^\top\|_{\sf F}^2$. We prove a convergence theory for constant large learning rates well beyond $2/L$, where $L$ is the largest eigenvalue of Hessian at the initialization. Moreover, we rigorously establish an implicit bias of GD induced by such a large learning rate, termed 'balancing', meaning that magnitudes of $X$ and $Y$ at the limit of GD iterations will be close even if their initialization is significantly unbalanced. Numerical experiments are provided to support our theory.
Year
Venue
Keywords
2022
International Conference on Learning Representations (ICLR)
large learning rate,gradient descent,matrix factorization,implicit regularization,convergence,balancing,alignment
DocType
Citations 
PageRank 
Conference
0
0.34
References 
Authors
0
4
Name
Order
Citations
PageRank
Wang Yuqing100.68
Chen, Minshuo224.75
Tuo Zhao322240.58
Molei Tao4165.64