Empirical Gradient-Driven Continuous-Time SGD: Generalization Gap Dynamics and Practical Adaptive Training
摘要
Stochastic gradient descent (SGD) underpins deep learning, yet traditional continuous-time analyses rely on the population gradient assumption, ignoring mini-batch noise and yielding impractical generalization bounds that contradict observed stable gaps in overparameterized models. We propose an empirical gradient-driven continuous-time SGD framework, which captures mini-batch noise via an Itô diffusion with empirical-gradient drift and diffusion. For the generalization gap (population vs. empirical risk), we derive three core results: (1) high-order moment bounds growing as