Implicit Bias of Mirror Flow on Separable Data

Fuente: arXiv
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Main Authors: Pesme, Scott, Dragomir, Radu-Alexandru, Flammarion, Nicolas
Format: Preprint
Published: 2024
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author Pesme, Scott
Dragomir, Radu-Alexandru
Flammarion, Nicolas
author_facet Pesme, Scott
Dragomir, Radu-Alexandru
Flammarion, Nicolas
contents We examine the continuous-time counterpart of mirror descent, namely mirror flow, on classification problems which are linearly separable. Such problems are minimised `at infinity' and have many possible solutions; we study which solution is preferred by the algorithm depending on the mirror potential. For exponential tailed losses and under mild assumptions on the potential, we show that the iterates converge in direction towards a $ϕ_\infty$-maximum margin classifier. The function $ϕ_\infty$ is the \textit{horizon function} of the mirror potential and characterises its shape `at infinity'. When the potential is separable, a simple formula allows to compute this function. We analyse several examples of potentials and provide numerical experiments highlighting our results.
format Preprint
id arxiv_https___arxiv_org_abs_2406_12763
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Implicit Bias of Mirror Flow on Separable Data
Pesme, Scott
Dragomir, Radu-Alexandru
Flammarion, Nicolas
Machine Learning
Optimization and Control
We examine the continuous-time counterpart of mirror descent, namely mirror flow, on classification problems which are linearly separable. Such problems are minimised `at infinity' and have many possible solutions; we study which solution is preferred by the algorithm depending on the mirror potential. For exponential tailed losses and under mild assumptions on the potential, we show that the iterates converge in direction towards a $ϕ_\infty$-maximum margin classifier. The function $ϕ_\infty$ is the \textit{horizon function} of the mirror potential and characterises its shape `at infinity'. When the potential is separable, a simple formula allows to compute this function. We analyse several examples of potentials and provide numerical experiments highlighting our results.
title Implicit Bias of Mirror Flow on Separable Data
topic Machine Learning
Optimization and Control
url https://arxiv.org/abs/2406.12763