• Corpus ID: 232320373

Benign Overfitting of Constant-Stepsize SGD for Linear Regression

@article{Zou2021BenignOO,
  title={Benign Overfitting of Constant-Stepsize SGD for Linear Regression},
  author={Difan Zou and Jingfeng Wu and Vladimir Braverman and Quanquan Gu and Sham M. Kakade},
  journal={ArXiv},
  year={2021},
  volume={abs/2103.12692}
}
There is an increasing realization that algorithmic inductive biases are central in preventing overfitting; empirically, we often see a benign overfitting phenomenon in overparameterized settings for natural learning algorithms, such as stochastic gradient descent (SGD), where little to no explicit regularization has been employed. This work considers this issue in arguably the most basic setting: constant-stepsize SGD (with iterate averaging) for linear regression in the overparameterized… 

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