Understanding the implicit bias of training algorithms is of crucial importance in order to explain the success of overparametrised neural networks. In this paper, we study the dynamics of stochastic gradient descent over diagonal linear networks through its continuous time version, namely stochastic gradient flow. We explicitly characterise the solution chosen by the stochastic flow and prove that it always enjoys better generalisation properties than that of gradient flow. Quite surprisingly, we show that the convergence speed of the training loss controls the magnitude of the biasing effect: the slower the convergence, the better the bias. To fully complete our analysis, we provide convergence guarantees for the dynamics. We also give experimental results which support our theoretical claims. Our findings highlight the fact that structured noise can induce better generalisation and they help explain the greater performances observed in practice of stochastic gradient descent over gradient descent.

本文研究了随机梯度下降在对角线线性网络上的动态规律，证明了它比梯度下降的解具有更好的泛化性能，并发现收敛速度控制偏见效应的大小，结果支持了结构化噪声可以引起更好泛化性能的理论结论。

隐式偏差对于对角线线性网络SGD的影响：随机性的证明性效益