Mini-batching and the compute budget
NumericalIntermediate⏱ 30 minSGDminibatchvariancecomputescaling
Problem
- Show that averaging conditionally i.i.d. unbiased gradients divides the variance by .
- Substituting into the non-convex rate, show that the bound depends on and only through when the step is retuned.
- What does this predict about the value of increasing batch size at fixed total compute? What does it fail to predict?
Compute the requested quantities and say what they mean. A number without an interpretation is not an answer.
Solution
Opening this before you have a real attempt on paper is the fastest way to feel like you understand something you cannot reproduce.
Related problems
All problems| Solved | Problem | Field | Type | Difficulty | Time |
|---|---|---|---|---|---|
| Derive the attention crossover length | LLM Ops | Proof | 15 min | ||
| The Δ²/12 noise variance | Quantization | Proof | 15 min | ||
| Migrating quantization difficulty | Quantization | Numerical | 30 min | ||
| Reading the Robbins–Monro conditions off the proof | SGD | Proof | 30 min | ||
| SGD on convex Lipschitz objectives | SGD | Proof | 30 min |