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Non-monotonic convergence of gradient descent with large stepsize

Talkat 9th Annual Simons Institute Industry Day · on Thursday, 2023-11-02· [machine-learning]
links:none on file
slides:none on file

Shows that for a simplified but rigorous setting — linear models on perfectly separable data — gradient descent with any constant step size provably drives training loss to zero, despite violating the descent lemma. Empirical plots on a 3-layer classifier exhibit the edge of stability: large stepsize causes sustained non‑monotonic oscillations in loss yet still reaches near‑zero training error. Proof uses Taylor/quadratic intuition and a reduction to linear dynamics; asymptotic rates match small steps but give a clear finite‑time speedup.

AI-written summary · about

  1. 0:00Introduction
  2. 1:12Classical Optimization Theory
  3. 2:00Summary
  4. 2:51Experiments
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