LAUSR

ABSTRACT Finding parameters that minimise a loss function is at the core of many machine learning methods. The Stochastic Gradient Descent (SGD) algorithm is widely used and delivers state-of-the-art results for many problems. Nonetheless, SGD typically cannot find the global minimum, thus its empirical effectiveness is hitherto mysterious. We derive a correspondence between parameter inference and free energy minimisation in statistical physics. The degree of undersampling plays the role of temperature. Analogous to the energy–entropy competition in statistical physics, wide but shallow minima can be optimal if the system is undersampled, as is typical in many applications. Moreover, we show that the stochasticity in the algorithm has a non-trivial correlation structure which systematically biases it towards wide minima. We illustrate our argument with two prototypical models: image classification using deep learning and a linear neural network where we can analytically reveal the relationship between entropy and out-of-sample error. GRAPHICAL ABSTRACT