Global Dynamics of Heavy-Tailed SGDs in Nonconvex Loss Landscape: Characterization and Control

Fuente: arXiv
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Auteurs principaux: Wang, Xingyu, Rhee, Chang-Han
Format: Preprint
Publié: 2025
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author Wang, Xingyu
Rhee, Chang-Han
author_facet Wang, Xingyu
Rhee, Chang-Han
contents Stochastic gradient descent (SGD) and its variants enable modern artificial intelligence. However, theoretical understanding lags far behind their empirical success. It is widely believed that SGD has a curious ability to avoid sharp local minima in the loss landscape, which are associated with poor generalization. To unravel this mystery and further enhance such capability of SGDs, it is imperative to go beyond the traditional local convergence analysis and obtain a comprehensive understanding of SGDs' global dynamics. In this paper, we develop a set of technical machinery based on the recent large deviations and metastability analysis in Wang and Rhee (2023) and obtain sharp characterization of the global dynamics of heavy-tailed SGDs. In particular, we reveal a fascinating phenomenon in deep learning: by injecting and then truncating heavy-tailed noises during the training phase, SGD can almost completely avoid sharp minima and achieve better generalization performance for the test data. Simulation and deep learning experiments confirm our theoretical prediction that heavy-tailed SGD with gradient clipping finds local minima with a more flat geometry and achieves better generalization performance.
format Preprint
id arxiv_https___arxiv_org_abs_2510_20905
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Global Dynamics of Heavy-Tailed SGDs in Nonconvex Loss Landscape: Characterization and Control
Wang, Xingyu
Rhee, Chang-Han
Machine Learning
Probability
Stochastic gradient descent (SGD) and its variants enable modern artificial intelligence. However, theoretical understanding lags far behind their empirical success. It is widely believed that SGD has a curious ability to avoid sharp local minima in the loss landscape, which are associated with poor generalization. To unravel this mystery and further enhance such capability of SGDs, it is imperative to go beyond the traditional local convergence analysis and obtain a comprehensive understanding of SGDs' global dynamics. In this paper, we develop a set of technical machinery based on the recent large deviations and metastability analysis in Wang and Rhee (2023) and obtain sharp characterization of the global dynamics of heavy-tailed SGDs. In particular, we reveal a fascinating phenomenon in deep learning: by injecting and then truncating heavy-tailed noises during the training phase, SGD can almost completely avoid sharp minima and achieve better generalization performance for the test data. Simulation and deep learning experiments confirm our theoretical prediction that heavy-tailed SGD with gradient clipping finds local minima with a more flat geometry and achieves better generalization performance.
title Global Dynamics of Heavy-Tailed SGDs in Nonconvex Loss Landscape: Characterization and Control
topic Machine Learning
Probability
url https://arxiv.org/abs/2510.20905