e-ISSN: Pending
Negative / Null Result ReportOpen accessMathematics

Dynamics of Stochastic Momentum Methods on Large-scale, Quadratic Models

Courtney Paquette; Elliot Paquette · 2021 · arXiv

WASTE classifies this as Negative / Null Result Report · AI classification, approximate

The study found no significant effect — useful as a negative control or null benchmark for your own design.

Abstract (excerpt)

We analyze a class of stochastic gradient algorithms with momentum on a high-dimensional random least squares problem. Our framework, inspired by random matrix theory, provides an exact (deterministic) characterization for the sequence of loss values produced by these algorithms which is expressed only in terms of the eigenvalues of the Hessian. This leads to simple expressions for nearly-optimal hyperparameters, a description of the limiting neighborhood, and average-case complexity. As a consequence, we show that (small-batch) stochastic heavy-ball momentum with a fixed momentum parameter pr

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Metadata source: arXiv