Convergence Rates for Gradient Descent on the Edge of Stability for Overparametrised Least Squares
Lachlan MacDonald, Leandro Palma, Ziqing Xu, Hancheng Min, Salma Tarmoun, Rene Vidal
Classical optimisation theory guarantees monotonic objective decrease for gradient descent (GD) when employed in a small step size, or "stable", regime. In contrast, gradient descent on neural networks is frequently performed in a large step size regime called the "edge of stability", in which the objective decreases non-monotonically with an observed implicit bias towards flat minima. In this paper, we take a step toward quantifying this phenomenon by providing convergence rates for gradient descent with large learning rates in an overparametrised least squares setting. The key insight behind our analysis is that, as a consequence of overparametrisation, the set of global minimisers forms a Riemannian manifold $M$, which enables the decomposition of the GD dynamics into components parallel and orthogonal to $M$. The parallel component corresponds to Riemannian gradient descent on the objective sharpness, while the orthogonal component corresponds to a quadratic dynamical system. This insight allows us to derive rates in three regimes characterised by the learning rate size: the subcritical regime, in which transient instability is overcome in finite time before linear convergence to a suboptimally flat global minimum; the critical regime, in which instability persists for all time with a power-law convergence toward the optimally flat global minimum; the supercritical regime, in which instability persists for all time with linear convergence to an oscillation of period two centred on the optimally flat global minimum.