October 20265 min read
Why heavy-tailed SGD leaves narrow basins
Gradient noise in deep learning is heavy-tailed, and that changes where SGD ends up: a Gaussian walker has to climb a barrier, a heavy-tailed one jumps it. The exit time from a basin is then set by the basin's width, not its depth — which is why heavy-tailed SGD prefers wide minima.
Companion to the papers in NeurIPS 2019, ICML 2019 and ICML 2021