Scaling Laws of SignSGD in Linear Regression: When Does It Outperform SGD?

We study scaling laws of signSGD under a power-law random features (PLRF) model that accounts for both feature and target decay. We analyze the population risk of a linear model trained with one-pass signSGD on Gaussian-sketched features. We express the risk as a function of model size, training steps, learning rate, and the feature and target decay parameters. Comparing against the SGD risk analyzed by Paquette et al. ( 2024 ), we identify a drift-normalization effect and a noise-reshaping effect unique to signSGD. We then obtain compute-optimal scaling laws under the optimal choice of learning rate. Our analysis shows that the noise-reshaping effect can make the compute-optimal slope of signSGD steeper than that of SGD in regimes where noise is dominant. Finally, we observe that the widely used warmup-stable-decay (WSD) schedule further reduces the noise term and sharpens the compute-optimal slope, when feature decay is fast but target decay is slow.