Minimum weight norm models do not always generalize well for over-parameterized problems
This work is incremental, questioning a specific conjecture about generalization in over-parameterized machine learning models.
The paper challenges the assumption that minimum weight norm models generalize best in over-parameterized problems, showing empirically that adaptive methods can outperform SGD with larger weight norms in simplified scenarios and practical DNN settings.
This work is substituted by the paper in arXiv:2011.14066. Stochastic gradient descent is the de facto algorithm for training deep neural networks (DNNs). Despite its popularity, it still requires fine tuning in order to achieve its best performance. This has led to the development of adaptive methods, that claim automatic hyper-parameter optimization. Recently, researchers have studied both algorithmic classes via toy examples: e.g., for over-parameterized linear regression, Wilson et. al. (2017) shows that, while SGD always converges to the minimum-norm solution, adaptive methods show no such inclination, leading to worse generalization capabilities. Our aim is to study this conjecture further. We empirically show that the minimum weight norm is not necessarily the proper gauge of good generalization in simplified scenaria, and different models found by adaptive methods could outperform plain gradient methods. In practical DNN settings, we observe that adaptive methods can outperform SGD, with larger weight norm output models, but without necessarily reducing the amount of tuning required.