A Diffusion Theory For Deep Learning Dynamics: Stochastic Gradient Descent Exponentially Favors Flat Minima
Zeke Xie, Issei Sato, Masashi Sugiyama
Abstract
Stochastic Gradient Descent (SGD) and its variants are mainstream methods for training deep networks in practice. SGD is known to find a flat minimum that often generalizes well. However, it is mathematically unclear how deep learning can select a flat minimum among so many minima. To answer the question quantitatively, we develop a density diffusion theory (DDT) to reveal how minima selection quantitatively depends on the minima sharpness and the hyperparameters. To the best of our knowledge, we are the first to theoretically and empirically prove that, benefited from the Hessian-dependent covariance of stochastic gradient noise, SGD favors flat minima exponentially more than sharp minima, while Gradient Descent (GD) with injected white noise favors flat minima only polynomially more than sharp minima. We also reveal that either a small learning rate or large-batch training requires exponentially many iterations to escape from minima in terms of the ratio of the batch size and learning rate. Thus, large-batch training cannot search flat minima efficiently in a realistic computational time.
Ask about this paper
Your agent reads all of it.
Lune indexed this paper to the last equation, along with the top-tier papers that cite it. Ask a question and the answer quotes them.
Cited by top-tier papers72
- Penalizing Gradient Norm for Efficiently Improving Generalization in Deep LearningYang Zhao, Hao Zhang, Xiuyuan HuICML 2022 · 165 citations
- The Heavy-Tail Phenomenon in SGDMert Gürbüzbalaban, Umut Simsekli, Lingjiong ZhuICML 2021 · 165 citations
- Automatic Clipping: Differentially Private Deep Learning Made Easier and StrongerZhiqi Bu, Yu-Xiang Wang, Sheng Zha, George KarypisNeurIPS 2023 · 140 citations
- On the SDEs and Scaling Rules for Adaptive Gradient AlgorithmsSadhika Malladi, Kaifeng Lyu, Abhishek Panigrahi, Sanjeev AroraNeurIPS 2022 · 125 citations
- Understanding the Generalization Benefit of Normalization Layers: Sharpness ReductionKaifeng Lyu, Zhiyuan Li, Sanjeev AroraNeurIPS 2022 · 111 citations
Builds on1
Related papers
- Strength of Minibatch Noise in SGDLiu Ziyin, Kangqiao Liu, Takashi Mori, Masahito UedaICLR 2022 · 44 citations
- The Global Convergence Time of Stochastic Gradient Descent in Non-Convex Landscapes: Sharp Estimates via Large DeviationsWaïss Azizian, Franck Iutzeler, Jérôme Malick, Panayotis MertikopoulosICML 2025
- The alignment property of SGD noise and how it helps select flat minima: A stability analysisLei Wu, Mingze Wang, Weijie SuNeurIPS 2022 · 80 citations
- Stability Analysis of Sharpness-Aware MinimizationHoki Kim, Jinseong Park, Yujin Choi, Jaewook LeeICML 2026 · 18 citations
- Eliminating Sharp Minima from SGD with Truncated Heavy-tailed NoiseXingyu Wang, Sewoong Oh, Chang-Han RheeICLR 2022 · 21 citations
