Increasing Both Batch Size and Learning Rate Accelerates Stochastic Gradient Descent

Fuente: arXiv
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Auteurs principaux: Umeda, Hikaru, Iiduka, Hideaki
Format: Preprint
Publié: 2024
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author Umeda, Hikaru
Iiduka, Hideaki
author_facet Umeda, Hikaru
Iiduka, Hideaki
contents The performance of mini-batch stochastic gradient descent (SGD) strongly depends on setting the batch size and learning rate to minimize the empirical loss in training the deep neural network. In this paper, we present theoretical analyses of mini-batch SGD with four schedulers: (i) constant batch size and decaying learning rate scheduler, (ii) increasing batch size and decaying learning rate scheduler, (iii) increasing batch size and increasing learning rate scheduler, and (iv) increasing batch size and warm-up decaying learning rate scheduler. We show that mini-batch SGD using scheduler (i) does not always minimize the expectation of the full gradient norm of the empirical loss, whereas it does using any of schedulers (ii), (iii), and (iv). Furthermore, schedulers (iii) and (iv) accelerate mini-batch SGD. The paper also provides numerical results of supporting analyses showing that using scheduler (iii) or (iv) minimizes the full gradient norm of the empirical loss faster than using scheduler (i) or (ii).
format Preprint
id arxiv_https___arxiv_org_abs_2409_08770
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Increasing Both Batch Size and Learning Rate Accelerates Stochastic Gradient Descent
Umeda, Hikaru
Iiduka, Hideaki
Machine Learning
Optimization and Control
The performance of mini-batch stochastic gradient descent (SGD) strongly depends on setting the batch size and learning rate to minimize the empirical loss in training the deep neural network. In this paper, we present theoretical analyses of mini-batch SGD with four schedulers: (i) constant batch size and decaying learning rate scheduler, (ii) increasing batch size and decaying learning rate scheduler, (iii) increasing batch size and increasing learning rate scheduler, and (iv) increasing batch size and warm-up decaying learning rate scheduler. We show that mini-batch SGD using scheduler (i) does not always minimize the expectation of the full gradient norm of the empirical loss, whereas it does using any of schedulers (ii), (iii), and (iv). Furthermore, schedulers (iii) and (iv) accelerate mini-batch SGD. The paper also provides numerical results of supporting analyses showing that using scheduler (iii) or (iv) minimizes the full gradient norm of the empirical loss faster than using scheduler (i) or (ii).
title Increasing Both Batch Size and Learning Rate Accelerates Stochastic Gradient Descent
topic Machine Learning
Optimization and Control
url https://arxiv.org/abs/2409.08770