Is SGD a Bayesian sampler? Well, almost

06/26/2020 ∙ by Chris Mingard, et al. ∙ 0

Overparameterised deep neural networks (DNNs) are highly expressive and so can, in principle, generate almost any function that fits a training dataset with zero error. The vast majority of these functions will perform poorly on unseen data, and yet in practice DNNs often generalise remarkably well. This success suggests that a trained DNN must have a strong inductive bias towards functions with low generalisation error. Here we empirically investigate this inductive bias by calculating, for a range of architectures and datasets, the probability P_SGD(f| S) that an overparameterised DNN, trained with stochastic gradient descent (SGD) or one of its variants, converges on a function f consistent with a training set S. We also use Gaussian processes to estimate the Bayesian posterior probability P_B(f| S) that the DNN expresses f upon random sampling of its parameters, conditioned on S. Our main findings are that P_SGD(f| S) correlates remarkably well with P_B(f| S) and that P_B(f| S) is strongly biased towards low-error and low complexity functions. These results imply that strong inductive bias in the parameter-function map (which determines P_B(f| S)), rather than a special property of SGD, is the primary explanation for why DNNs generalise so well in the overparameterised regime. While our results suggest that the Bayesian posterior P_B(f| S) is the first order determinant of P_SGD(f| S), there remain second order differences that are sensitive to hyperparameter tuning. A function probability picture, based on P_SGD(f| S) and/or P_B(f| S), can shed new light on the way that variations in architecture or hyperparameter settings such as batch size, learning rate, and optimiser choice, affect DNN performance.

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