A Geometric Interpretation of Stochastic Gradient Descent Using Diffusion Metrics

Autor: Rita Fioresi, Pratik Chaudhari, Stefano Soatto
Jazyk: angličtina
Rok vydání: 2020
Předmět:
Zdroj: Entropy, Vol 22, Iss 1, p 101 (2020)
Druh dokumentu: article
ISSN: 1099-4300
DOI: 10.3390/e22010101
Popis: This paper is a step towards developing a geometric understanding of a popular algorithm for training deep neural networks named stochastic gradient descent (SGD). We built upon a recent result which observed that the noise in SGD while training typical networks is highly non-isotropic. That motivated a deterministic model in which the trajectories of our dynamical systems are described via geodesics of a family of metrics arising from a certain diffusion matrix; namely, the covariance of the stochastic gradients in SGD. Our model is analogous to models in general relativity: the role of the electromagnetic field in the latter is played by the gradient of the loss function of a deep network in the former.
Databáze: Directory of Open Access Journals
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