Stochastic Gradient Descent-like relaxation is equivalent to Metropolis dynamics in discrete optimization and inference problems
Is Stochastic Gradient Descent (SGD) substantially different from Metropolis Monte Carlo dynamics? This is a fundamental question at the time of understanding the most used training algorithm in the field of Machine Learning, but it received no answer until now. Here we show that in discrete optimiz...
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| Vydáno v: | Scientific reports Ročník 14; číslo 1; s. 11638 - 11 |
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| Hlavní autoři: | , , , |
| Médium: | Journal Article |
| Jazyk: | angličtina |
| Vydáno: |
London
Nature Publishing Group UK
21.05.2024
Nature Publishing Group Nature Portfolio |
| Témata: | |
| ISSN: | 2045-2322, 2045-2322 |
| On-line přístup: | Získat plný text |
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| Shrnutí: | Is Stochastic Gradient Descent (SGD) substantially different from Metropolis Monte Carlo dynamics? This is a fundamental question at the time of understanding the most used training algorithm in the field of Machine Learning, but it received no answer until now. Here we show that in discrete optimization and inference problems, the dynamics of an SGD-like algorithm resemble very closely that of Metropolis Monte Carlo with a properly chosen temperature, which depends on the mini-batch size. This quantitative matching holds both at equilibrium and in the out-of-equilibrium regime, despite the two algorithms having fundamental differences (e.g. SGD does not satisfy detailed balance). Such equivalence allows us to use results about performances and limits of Monte Carlo algorithms to optimize the mini-batch size in the SGD-like algorithm and make it efficient at recovering the signal in hard inference problems. |
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| Bibliografie: | ObjectType-Article-1 SourceType-Scholarly Journals-1 ObjectType-Feature-2 content type line 14 content type line 23 |
| ISSN: | 2045-2322 2045-2322 |
| DOI: | 10.1038/s41598-024-62625-8 |