Kyoto University Finds a Hard Speed Limit on What SGD Can Learn

A new physics inspired bound explains which patterns stochastic gradient descent learns first, tying acquisition speed to Fisher information flow.

·
·
Kyoto University Finds a Hard Speed Limit on What SGD Can LearnPRO
  • New paper derives a Fisher-information flow speed limit that bounds how fast SGD parameters acquire information about latent data variables.
  • The bound decomposes into a drift budget and a noise budget, quantifying deterministic learning forces versus mini-batch fluctuations.
  • For basis-function linear regression, modes with larger Hessian eigenvalues are provably acquired earlier during training.
  • Different latent variables (amplitude, frequency, phase) are picked up on distinct timescales set by their mode couplings.
  • Numerical experiments confirm the bound is tight at the peak of each modal Fisher-information flow.
  • No code released; framework may extend to conditional Fisher information for interpretability of trained subnetworks.

Fisher information sets a speed limit for SGD learning

Two Kyoto University researchers have applied a tool from statistical physics to neural network training. Their preprint derives an upper bound on how quickly trainable parameters can acquire information about the latent variables that generated the training data. The bound also predicts which features a model learns first under tractable linear dynamics.

Each mini-batch produces a random gradient, so repeated runs of stochastic gradient descent (SGD) induce a changing probability distribution over parameter vectors. Modeling that evolution as a stochastic process lets the authors use information-flow speed limits, which constrain how quickly probability distributions can change under noisy dynamics.

Measuring information in the weights

The analysis begins with data generated by latent variables Z, such as a signal’s amplitude, frequency, or phase. As training proceeds, the conditional parameter distribution p(θ | Z) becomes sensitive to those variables. The authors quantify that sensitivity with Fisher information.

For a scalar latent variable, Fisher information measures the expected squared sensitivity of log p(θ | Z) to changes in Z. For several latent variables, it becomes a matrix. Through the Cramér-Rao inequality, greater Fisher information corresponds to a lower bound on the uncertainty of estimates of Z derived from the trained parameters.

Earlier information-theoretic work on deep learning has often tracked signals across network layers. This framework tracks information entering the trainable parameters during optimization, including the rate and order in which specific latent factors become statistically accessible.

Pro article

This story is for Pro members

You've reached the end of the free preview. Upgrade to AlphaSignal Pro to read the full article - and everything else behind the paywall.

Trending
  • No trending articles

Comments

avatar

Next Reads