Stochastic Mirror Descent on Overparameterized Nonlinear Models

Most modern learning problems are highly overparameterized, i.e., have many more model parameters than the number of training data points. As a result, the training loss may have infinitely many global minima (parameter vectors that perfectly “interpolate” the training data). It is therefore imperative to understand which interpolating solutions we converge to, how they depend on the initialization and learning algorithm, and whether they yield different test errors. In this article, we study these questions for the family of stochastic mirror descent (SMD) algorithms, of which stochastic gradient descent (SGD) is a special case. Recently, it has been shown that for overparameterized linear models, SMD converges to the closest global minimum to the initialization point, where closeness is in terms of the Bregman divergence corresponding to the potential function of the mirror descent. With appropriate initialization, this yields convergence to the minimum-potential interpolating solution, a phenomenon referred to as implicit regularization. On the theory side, we show that for sufficiently-overparameterized nonlinear models, SMD with a (small enough) fixed step size converges to a global minimum that is “very close” (in Bregman divergence) to the minimum-potential interpolating solution, thus attaining approximate implicit regularization. On the empirical side, our experiments on the MNIST and CIFAR-10 datasets consistently confirm that the above phenomenon occurs in practical scenarios. They further indicate a clear difference in the generalization performances of different SMD algorithms: experiments on the CIFAR-10 dataset with different regularizers, $\ell _{1}$ to encourage sparsity, $\ell _{2}$ (SGD) to encourage small Euclidean norm, and $\ell _{\infty }$ to discourage large components, surprisingly show that the $\ell _{\infty }$ norm consistently yields better generalization performance than SGD, which in turn generalizes better than the $\ell _{1}$ norm.