Summary of Momentum Does Not Reduce Stochastic Noise in Stochastic Gradient Descent, by Naoki Sato and Hideaki Iiduka
Momentum Does Not Reduce Stochastic Noise in Stochastic Gradient Descent
by Naoki Sato, Hideaki Iiduka
First submitted to arxiv on: 4 Feb 2024
Categories
- Main: Machine Learning (cs.LG)
- Secondary: Optimization and Control (math.OC)
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Summary difficulty | Written by | Summary |
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High | Paper authors | High Difficulty Summary Read the original abstract here |
Medium | GrooveSquid.com (original content) | Medium Difficulty Summary This paper investigates the effectiveness of stochastic gradient descent (SGD) with momentum in optimizing non-convex objective functions, particularly in deep neural network training. The authors analyze the impact of momentum on reducing stochastic noise and improving generalizability. They estimate the magnitude of gradient noise using convergence analysis and an optimal batch size estimation formula, finding that momentum does not significantly reduce gradient noise. Additionally, they examine search direction noise, which inherently smooths the objective function, and conclude that momentum does not offer significant advantages to SGD. |
Low | GrooveSquid.com (original content) | Low Difficulty Summary In this study, researchers explore whether adding momentum to stochastic gradient descent (SGD) helps in training deep neural networks with non-convex objectives. They check if momentum really reduces noisy gradients. By using special formulas for convergence analysis and optimal batch sizes, they find that momentum doesn’t make a big difference. They also look at “search direction noise” and see that this kind of noise actually makes the optimization problem easier. So, adding momentum to SGD doesn’t bring many benefits. |
Keywords
* Artificial intelligence * Neural network * Objective function * Optimization * Stochastic gradient descent