Statistical Learning
ImprovedAnalysisofClippingAlgorithmsfor Non-convexOptimization
Gradient clipping is commonly used in training deep neural networks partly due to its practicability in relieving the exploding gradient problem. Recently, Zhang et al. [2020a] show that clipped (stochastic) Gradient Descent (GD) converges faster than vanilla GD/SGD via introducing a new assumption called (L0,L1)smoothness, which characterizes the violent fluctuation of gradients typically encountered in deep neural networks.
AppendixOutline
Hence, we rely on subgradients defined in Equation 7. Since, many subgradient directions exist for the margin points, for consistency, we stick with xlฮณ(w;(x,y)) = {0}wheny w,x = ฮณ. Note, that thesetofpoints inX satisfying this equality isazeromeasure set. For simplicity we shall treat the projection operation as just renormalizing w(t+1) to have unit norm,i.e., w(t+1) 2 = 1, t 0. This is not necessarily restrictive. A.1 TechnicalLemmas In this section we shall state some technical lemmas without proof, with references to works that contain the full proof. We shall use these in the following sections when proving our lemmas in Section5.