Non-Gaussianity of Stochastic Gradient Noise

October 21, 2019 ยท Declared Dead ยท ๐Ÿ› arXiv.org

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Authors Abhishek Panigrahi, Raghav Somani, Navin Goyal, Praneeth Netrapalli arXiv ID 1910.09626 Category cs.LG: Machine Learning Cross-listed stat.ML Citations 57 Venue arXiv.org Last Checked 5 months ago
Abstract
What enables Stochastic Gradient Descent (SGD) to achieve better generalization than Gradient Descent (GD) in Neural Network training? This question has attracted much attention. In this paper, we study the distribution of the Stochastic Gradient Noise (SGN) vectors during the training. We observe that for batch sizes 256 and above, the distribution is best described as Gaussian at-least in the early phases of training. This holds across data-sets, architectures, and other choices.
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