2019 COLT COLT 2019

The implicit bias of gradient descent on nonseparable data

Abstract

Gradient descent, when applied to the task of logistic regression, outputs iterates which are biased to follow a unique ray defined by the data. The direction of this ray is the maximum margin predictor of a maximal linearly separable subset of the data; the gradient descent iterates converge to this ray in direction at the rate $\cO(\nicefrac{\ln\ln t }{\ln t})$. The ray does not pass through the origin in general, and its offset is the bounded global optimum of the risk over the remaining data; gradient descent recovers this offset at a rate $\cO(\nicefrac{(\ln t)^2}{\sqrt{t}})$.

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