Loss Gradient Gaussian Width based Generalization and Optimization Guarantees
<|reference_start|>Loss Gradient Gaussian Width based Generalization and Optimization Guarantees: Generalization and optimization guarantees on the population loss in machine learning often rely on uniform convergence based analysis, typically based on the Rademacher complexity of the predictors. The rich representation power of modern models has led to concerns about this approach. In this paper, we present generalization and optimization guarantees in terms of the complexity of the gradients, as measured by the Loss Gradient Gaussian Width (LGGW). First, we introduce generalization guarantees directly in terms of the LGGW under a flexible gradient domination condition, which we demonstrate to hold empirically for deep models. Second, we show that sample reuse in finite sum (stochastic) optimization does not make the empirical gradient deviate from the population gradient as long as the LGGW is small. Third, focusing on deep networks, we present results showing how to bound their LGGW under mild assumptions. In particular, we show that their LGGW can be bounded (a) by the $L_2$-norm of the loss Hessian eigenvalues, which has been empirically shown to be $\tilde{O}(1)$ for commonly used deep models; and (b) in terms of the Gaussian width of the featurizer, i.e., the output of the last-but-one layer. To our knowledge, our generalization and optimization guarantees in terms of LGGW are the first results of its kind, avoid the pitfalls of predictor Rademacher complexity based analysis, and hold considerable promise towards quantitatively tight bounds for deep models.<|reference_end|>
@article{banerjee2024loss,
    title={Loss Gradient Gaussian Width based Generalization and Optimization
  Guarantees},
    author={Arindam Banerjee, Qiaobo Li, Yingxue Zhou},
    journal={arXiv preprint arXiv:2406.07712},
    year={2024},
    archivePrefix={arXiv},
    eprint={2406.07712},
    primaryClass={cs.LG}
}