1 Introduction
In the last few years, deep learning has been tremendously successful in many important applications of machine learning. However, our understanding of deep learning is still far from complete. A satisfactory characterization of deep learning should cover the following parts: 1) representation power — what types of functions can neural networks (DNNs) represent well and what are the advantages and disadvatages over using shallow models? 2) optimization of the empirical loss — can we characterize the convergence of stochastic gradient descent (SGD) on the nonconvex empirical loss encountered in deep learning? 3) why do the deep learning models, despite being highly overparameterized, still predict well?
The first two questions are addressed in Theory I [1] and Theory II [2] respectively. In this paper, we add new results to the second question. In the rest of the paper, we try to address this set of issues at the level of formal rigor of a physicist (not a mathematician: this will come later).
1.1 Related work
Recent work by Keskar et al.[3]
is relevant. The authors estimate the loss in a neighborhood of the weights to argue that small batch size in SGD (i.e., larger gradient estimation noise, see later) generalizes better than large minibatches and also results in significantly flatter minima. In particular, they note that the stochastic gradient descent method used to train deep nets, operate in a smallbatch regime wherein a fraction of the training data, usually between
and data points, is sampled to compute an approximation to the gradient. They discuss the common observation that when using a larger batch there is a significant degradation in the quality of the model, as measured by its ability to generalize. We provide theoretical arguments for the cause for this generalization drop in the largebatch regime, supporting the numerical evidence of Keskar et al.. The latter shows that largebatch methods tend to converge to sharp minimizers of the training and testing functions — and that sharp minima lead to poor generalization. In contrast, smallbatch methods consistently converge to minimizers that generalize better, and our theoretical arguments support a commonly held view that this is due to the inherent noise in the gradient estimation. Notice however that our explanation is related to optimization rather than generalization.On the other hand, as shown in [4], sharp minimizers do not necessarily lead to bad generalization performance. Due to the parameterization redundancy in deep neural networks, given any (flat) minimizers, one can artificially transform the weights to land in a sharp but equivalent minimizer because the function defined by the weights are the same. Notice that the argument in [4] does not conflict with the argument that flat minimizers generalize well. Moreover, isotropic flat minima in the loss wrt all weights, if they exist, cannot be transformed in sharp minima.
1.2 Landscape of the Empirical Risk
In Theory II [2] we have described some features of the landscape of the empirical risk, for the case of deep networks of the compositional type (with weight sharing, though the proofs do not need the weight sharing assumption). We assumed overparametrization, that is more parameters than training data points, as most of the successful deep networks. Under these conditions, setting the empirical error to zero yields a system of approximating polynomial equations that have an infinite number of solutions (for the network weights). Alternatively, one can replace the RELUs in the network with an approximating univariate polynomial and verify empirically that the network behavior is essentially unchanged. The associated system of equations allows for a large number of solutions – when is not inconsistent – which are degenerate, that is flat in several of the dimensions (in CIFAR there are about unknown parameters for equations. Notice that solutions with zero empirical error are global minimizers. No other solution with zeroerror exists with a deeper minimum or less generic degeneracy. Empirically we observe (see Theory II) that zerominimizers correspond to flat regions.
2 SGD: Basic Setting
Let be a probability space with an unknown measure . A training set is a set of i.i.d. samples from . Assume a hypothesis is chosen in advance of training. Here we assume is a dimensional Hilbert space, and identify elements of with
dimensional vectors in
. A loss function is a map
. Moreover, we assume the expected loss(1) 
exists for all . We consider the problem of finding a minimizer of in a closed subset . We denote this minimizer by so that
(2) 
In general, the existence and uniqueness of a minimizer is not guaranteed unless some further assumptions are specified.
Since is unknown, we are not able evaluate . Instead, we try to minimize the empirical loss
(3) 
as a proxy. In deep learning, the most commonly used algorithm is SGD and its variants. The basic version of SGD is defined by the following iterations:
(4) 
where is a sampled from the training set uniformly at random, and
is an unbiased estimator of the full gradient of the empirical loss at
:is a decreasing sequence of nonnegative numbers, usually called the learning rates or step sizes. is the projection map into , and when , it becomes the identity map. It is interesting that the following equation, labeled SGDL, and studied by several authors, including [5], seem to work as well as or better than the usual repeat SGD used to train deep networks, as discussed in Section 5:
(5) 
Here is a standard Gaussian vector in and is a sequence going to zero.
We consider a situation in which the expected cost function can have, possibly multiple, global minima. As argued by [6] there are two ways to prove convergence of SGD. The first method consists of partitioning the parameter space into several attraction basins, assume that after a few iterations the algorithm confines the parameters in a single attraction basin, and proceed as in the convex case. A simpler method, instead of proving that the function converges, proves that the cost function and its gradient converge.
Existing results show that when the learning rates decrease with an appropriate rate, and subject to relatively mild assumptions, stochastic gradient descent converges almost surely to a global minimum when the objective function is convex or pseudoconvex^{1}^{1}1In convex analysis, a pseudoconvex function is a function that behaves like a convex function with respect to finding its local minima, but need not actually be convex. Informally, a differentiable function is pseudoconvex if it is increasing in any direction where it has a positive directional derivative., and otherwise converges almost surely to a local minimum. This direct optimization shortcuts the usual discussion for batch ERM about differences between optimizing the empirical risk on and the expected risk.
Often extraassumptions are made to ensure convergence and generalization by SGD. Here we observe that simulations on standard databases remain essentially unchanged if the domain of the weights is assumed to be a torus which is compact, because the weights remain bounded in most cases.
3 SGD with overparametrization
We conjecture that SGD, while minimizing the empirical loss also maximizes the volume, that is “flatness”, of the minima.
Our argument can be loosely described as follows. The zero minimizers are unique for and become degenerate , that is flat, for . Let us caution that counting effective parameters is tricky in the case of deep net so the inequalities above should be considered just guidelines.
We consider the steps of our argument, starting with properties of SGD that have been so far unrecognized from the machine learning point of view, to the best of our knowledge.
3.1 SGD as an approximate Langevin equation
We consider the usual SGD update defined by the recursion
(6) 
where is fixed, is the gradient of the loss with respect to at , and is a suitable decreasing sequence. When is a minibatch, we overload the notation and write .
We define a noise “equivalent quantity”
(7) 
and it is clear that .
We write Equation 6 as
(8) 
With typical values used in minibatch (each minibatch corresponding to ) training of deep nets, it turns out that the vector of gradient updates
empirically shows components with approximate Gaussian distributions (see Figure
1). This is expected because of the Central Limit Theorem (each minibatch involves sum over many random choices of datapoints).
Now we observe that (8) is a discretized Langevin diffusion, albeit with a noise scaled as rather than . In fact, the continuous SGD dynamics corresponds to a stochastic gradient equation using a potential function defined by (see Proposition 3 and section 5 in [7]
). If the noise were the derivative of the Brownian motion, it is a Langevin equation – that is a stochastic dynamical system – with an associated FokkerPlanck equation on the probability distributions of
. The asympotic probability distribution is the Boltzman distribution that is .For more details, see for instance section 5 of [8]
. Several proofs that adding a white noise term to equation (
6) will make it converge to a global minimum are available (see [9]). Notice that the discrete version of the Langevin dynamics is equivalent to a MetropolisHastings algorithm for small learning rate (when the rejection step can be neglected).3.2 SGDL concentrates at large volume, “flat” minima
The argument about convergence of SGDL to large volume minima tha we call “flat”, is straighforward. The asymptotic distribution reached by a Langevin equation (GDL) –as well as by SGDL – is the Boltzman distribution that is
(9) 
where is a normalization constant, is the loss and reflects the noise power. The equation implies, and Figure 4 shows, that SGD prefers degenerate minima relative to nondegenerate ones of the same depth. In addition, among two minimum basins of equal depth, the one with a larger volume, is much more likely in high dimensions (Figure 3). Taken together, these two facts suggest that SGD selects degenerate minimizers and, among those, the ones corresponding to larger isotropic flat regions of the loss. Suppose the landscape of the empirical minima is wellbehaved in the sense that deeper minima have broader basin of attraction.Then it is possible to prove that SDGL shows concentration – because of the high dimensionality – of its asymptotic distribution Equation 9 – to minima that are the most robust to perturbations of the weights. Notice that these assumptions are satisfied in the zero error case: among zerominimizer, SGDL selects the ones that are flatter, i.e. have the larger volume^{2}^{2}2Given a zero minimizer there is no other minimizer that has smaller volume AND is deeper..
In [10] we will discuss how flat minima imply robust optimization and maximization of margin.
Here we observe that SGDL and SGD maximize volume and “flatness” of the loss in weight space. Given a flat minimum, one may ask where SGD will converge to. For situations such as in Figure 5 and for a minimum such as in Figure 6, Theory III suggests a locally minimum norm solution. In particular, the weight values found by SGD are expected to be mostly around their average value over the flat region (at least in the case of square loss).
4 Random Labels
For this case, Theory II predicts that it is in fact possible to interpolate the data on the training set, that is to achieve zero empirical error (because of overparametrization) and that this is in fact easy – because of the very high number of zeros of the polynomial approximation of the network– assuming that the target function is in the space of functions realized by the network. For
going to infinity we expect that the empirical error will converge to the expected (chance), as shown in the Figures For finite when , the fact that the empirical error (which is zero) is so different from the expected seems puzzling, as observed by [11], especially because the algorithm is capable of low expected error with the same for natural labels.A larger margin is found for natural labels than for random labels as shown in Table 1 and in Figure 7 and Figure 8. Figure 7 shows “threepoint interpolation” plots to illustrate the flatness of the landscape around global minima of the empirical loss found by SGD, on CIFAR10, with natural labels and random labels, respectively. Specifically, let be three minimizers for the empirical loss found by SGD. For on the simplex , let
(10) 
We then evaluate the training accuracy for the model defined by each interpolated weights and make a surface plot by embedding in the 2D XY plane. As we can see, the natural label case depict a larger flatness region around each of the three minima than the random label case. There is a direct relation between the range of flatness and the norm of the perturbations.
The same phenomenon could be observed more clearly on the MNIST dataset, where the images of the same category are already quite similar to each other in the pixel space, making it more difficult to fit when random labels are used. Therefore, the difference in the characteristics of the landscapes is amplified. As shown in Figure 8, big flat regions could be observed in the natural label case, while the landscape for the random label experiment resembles sharp wells.
It is difficult to visualize the flatness of the landscape when the weights are typically in the scale of one million dimensions. To assess the isotropic flatness, we employ the following procedure around a minimum found by SGD: choose a random isotropic direction with , perform a line search to find the “flatness radius” in that direction:
(11) 
The procedure is repeated times and the average radius is calculated. The overall procedure is also repeated multiple times to test the average flatness at different minima. The results are shown in Table 1. For both CIFAR10 and MNIST, we observe a difference between the natural label and random label.
MNIST  CIFAR10  

all params  
all params (random label)  
top layer  
top layer (random label) 
5 Discussion
We expect the speed of convergence to be correlated with good generalization because convergence will depend on the relative size of the basins of attraction of the minima of the empirical risk, which in turn depend on the ratio between the effective dimensionality of the minima and the ambient dimensionality. This paper, together with Theory II, discusses unusual properties of Stochastic Gradient Descent used for training overparametrized deep convolutional networks. SGDL and SGD select with high probability solutions with zero or small empirical error (Theory II) – because they are flatter.
Acknowledgment
This work was supported by the Center for Brains, Minds and Machines (CBMM), funded by NSF STC award CCF – 1231216. We gratefully acknowledge the support of NVIDIA Corporation with the donation of the DGX1 used for this research.
References

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