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nonconvexcard

Mini-batching and the compute budget

NumericalIntermediate⏱ 30 minSGDminibatchvariancecomputescaling

Problem

  1. Show that averaging BB conditionally i.i.d. unbiased gradients divides the variance by BB.
  2. Substituting into the non-convex rate, show that the bound depends on BB and TT only through BTBT when the step is retuned.
  3. 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.

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