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What is the 'implicit bias' of SGD?

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Answer

  • Among the infinite minimizers of the training loss in an over-parameterized net, SGD tends to select ones with certain 'flat' properties — approximately minimum-norm solutions in linear cases, and empirically flat-minimum / max-margin solutions in nonlinear ones.
  • This implicit bias explains why deep nets trained by SGD generalize despite having capacity to fit noise.
  • Weight decay and small LR reinforce this bias.
Check yourself — multiple choice
  • SGD picks a random minimizer
  • SGD prefers 'flat', low-norm, high-margin minima — explaining generalization in over-parameterized nets
  • SGD only works with tiny models
  • Adam has no implicit bias

SGD implicitly biases toward flat / low-norm / high-margin minima.

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