Scaling Laws in Linear Regression: Compute, Parameters, and Data

Empirically, large-scale deep learning models often satisfy a neural scaling law: the test error of the trained model improves polynomially as the model size and data size grow. However, conventional wisdom suggests the test error consists of approximation, bias, and variance errors, where the variance error increases with model size. This disagrees with the general form of neural scaling laws, which predict that increasing model size monotonically improves performance. We study the theory of scaling laws in an infinite dimensional linear regression setup. Specifically, we consider a model with $M$ parameters as a linear function of sketched covariates. The model is trained by one-pass stochastic gradient descent (SGD) using $N$ data. Assuming the optimal parameter satisfies a Gaussian prior and the data covariance matrix has a power-law spectrum of degree $a>1$, we show that the reducible part of the test error is $\Theta(M^{-(a-1)} + N^{-(a-1)/a})$. The variance error, which increases with $M$, is dominated by the other errors due to the implicit regularization of SGD, thus disappearing from the bound. Our theory is consistent with the empirical neural scaling laws and verified by numerical simulation.

Paper

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Peer review

Reviewer 8LLD8/10 · confidence 2/52024-07-08

Summary

Large models often empirically satisfy the neural scaling law i.e. the error decreases when the number of data and the model size increase, however, this contradicts with the widely accepted belief in learning theory that the variance error (one of the decomposed errors) should increase with the model size. Authors investigate this in the infinite-dimensional linear regression setting and show that the variance error is dominated by other errors because of the implicit regularization of SGD. Authors also support their claim with numerical simulations.

Strengths

- The authors reconcile empirically observed scaling law and the classical statistical learning theory, and offers a novel viewpoint to understand and explain their original "conflictions", which is novel and should be interesting for both learning theory and LLM community. - The authors offer a general framework in section 6 to incorporate the general spectrum case of data covariance matrix, and it gives a novel technical innovations to sharply control the effect of data sketch. - The paper is very well written and it is easy to understand

Weaknesses

- The assumptions of the paper might be too strong with linear regression setting and Gaussian design assumption, is it possible to extend to the kernel setting and with relaxed assumption on features [1]? - While the current analysis is focusing on one-pass SGD, which is not often used in LLM training, can the result be extended to Adam? - The result is not very surprising [1] Barzilai et al., Generalization in Kernel Regression Under Realistic Assumptions

Questions

- I am confused about the sketch matrix setting? Is the fixed sketch matrix analogous to the neural net with size M and why the teacher-student model in previous work can be viewed as sketched linear regression model - I am also confused about the Hypercontractivity assumption in Assumption 5, what's its intuition and why it is required in the proof? - What's the purpose for setting geometric decaying stepsize, what happens if it is fixed or it is polynomial decaying? - Is the regularization effect of SGD determined by the choice of stepsize, where the optimal choice controls the strength of the implicit bias of SGD?

Rating

8

Confidence

2

Soundness

4

Presentation

4

Contribution

3

Limitations

See weakness

Reviewer 9pNW5/10 · confidence 3/52024-07-09

Summary

This work examines neural scaling laws, in the simplified setting of linear regression trained by one-pass SGD. In particular, it attempts to explain the apparent mismatch between the statistical theory on one hand, which predicts that variance error increases with model size, and neural scaling laws on the other, which state that predictive performance should increase with model size. By considering sketched covariates of an infinite dimensional linear regression model with Gaussian prior under mild spectral assumptions, scaling laws are derived while keeping track of a variance term that increases with model complexity and corrects for a mismatch between the best-in-class predictor and the best possible predictor. However, this term is of higher order than the usual approximation and bias terms appearing in scaling laws, accounting for the empirical accuracy of scaling laws in practice. Numerical examples are provided for synthetic data.

Strengths

This is a good paper that addresses an important theoretical inconsistency, and provides progress towards more general results. The paper is generally well written and communicated.

Weaknesses

It is not clear when the variance term is first given on page 2 that it is of higher order than the other terms. The reader has to find the more precise presentation in Theorem 4.1 in order to verify this for themselves. Clarification of this when the term is first introduced would be helpful and improve the paper. While the paper's contribution is primarily theoretical, the only examples given are synthetic. Validation of the theory on a large benchmark dataset, even if modified to make it appropriate to the assumptions, would strengthen the paper significantly.

Questions

Can you please address the weaknesses outlined above? How do you think this work can this be generalized to other settings of interest? Under which settings should the variance term be accounted for?

Rating

5

Confidence

3

Soundness

3

Presentation

3

Contribution

3

Limitations

Some discussion of the assumptions of their work and their limitations would be helpful. Broader societal impact is mostly not applicable.

Reviewer iyfq6/10 · confidence 5/52024-07-10

Summary

This paper sheds new light on the bounds of linear regression by framing them in terms of scaling laws.

Strengths

- The set-up is very clear, the story is well-narrated and the model, including some sketch matrix to play the role of the model-size, is well-thought. - The authors try to be exhaustive with the assumptions: by including in a second time, (i) the assumptions that make everything work (Assumptions A and B) and that allow to go beyond Gaussian data ; (ii) source condition, (iii) some other spectrum decay.

Weaknesses

It is difficult to talk about a weakness: the paper is self-contained, the results are solid and the context very well explained. Perhaps the authors should put emphasis on the fact that there is **absolutely no technical novelty and that the contribution relies in re-framing known bounds under the perspective of scaling laws**.

Questions

No question

Rating

6

Confidence

5

Soundness

4

Presentation

4

Contribution

1

Limitations

No

Reviewer v1rx5/10 · confidence 3/52024-07-15

Summary

Motivated by the recent neural scaling law literature, this work investigates the generalization error rate of a sketched linear regression model trained on Gaussian covariates with power-law spectrum under one-pass SGD. The main result are lower and upper bounds with matching rates, providing a detailed characterization of the different contributions to the generalization error.

Strengths

The paper is well-written and easy to parse. The topic is of interest to the NeurIPS community, and the contribution is timely.

Weaknesses

In my reading, the two main weaknesses are: 1. The lack of a wider context. While it makes precise connections to other recent works on the "*"theory of neural scaling laws"*" such as [Bahri et al., 2021, Maloney et al., 2022, Bordelon et al., 2024], it ignores that the study of generalization error rates in least-squares / ridge regression under source and capacity conditions is a classical topic with an extensive literature. For instance: - [1,2,3] have studied both single and multiple pass SGD for least squares regression on Hilbert spaces under source and capacity conditions. This corresponds to the kernel limit $M\gg N$ in this work. Borrowing the notation from [3] for concreteness, after a quick comparison with the identification of the capacity $\alpha = a$ and source $r=\frac{b-1}{2a}$, I believe the "hard" and "easy" rates from Theorems 4.1 and 4.2 can be retrieved from the one-pass rates in [3]. - [4] extends the discussion of [1-3] to the random features approximation of kernels. - The rates from one-pass SGD on least squares can be identified with the rates of ridge regression with an appropriately chosen regularization, which has been exactly characterized in [7]. For example, the blue and orange regions in Figure 1 from [7] correspond to rates in Theorem 4.2 with $\ell = 1$. - A recent extension of the above to RFs case appeared in [6] (though note some of these rates were known from [7]). From the discussion above, it is not really clear what rates are new in this submission. I am willing to change my evaluation if this can be clarified with an in-depth comparison with these works. 2. The organization of the manuscript in Theorems with "settings of increasing generality" can come through as deceptive. Aren't Theorems 4.3, 4.2 and 4.1 corollaries of Theorems 6.3 and 6.4? **References** - [1] Yao, Y., Rosasco, L. & Caponnetto, A. On Early Stopping in Gradient Descent Learning. Constr Approx 26, 289–315 (2007). https://doi.org/10.1007/s00365-006-0663-2 - [2] Ying, Y., & Pontil, M. (2008). Online gradient descent learning algorithms. Foundations of Computational Mathematics, 8, 561-596. - [3] Pillaud-Vivien, L., Rudi, A., & Bach, F. (2018). Statistical optimality of stochastic gradient descent on hard learning problems through multiple passes. Advances in Neural Information Processing Systems, 31. - [4] Luigi Carratino, Alessandro Rudi, Lorenzo Rosasco. Learning with SGD and Random Features. Part of Advances in Neural Information Processing Systems 31 (NeurIPS 2018). - [5] Hugo Cui, Bruno Loureiro, Florent Krzakala, Lenka Zdeborová. Generalization Error Rates in Kernel Regression: The Crossover from the Noiseless to Noisy Regime. Part of Advances in Neural Information Processing Systems 34 (NeurIPS 2021). - [6] Leonardo Defilippis, Bruno Loureiro, Theodor Misiakiewicz. Dimension-free deterministic equivalents for random feature regression. arXiv:2405.15699. - [7] Alessandro Rudi and Lorenzo Rosasco. Generalization properties of learning with random features. In Advances in Neural Information Processing Systems, pages 3215–3225, 2017.

Questions

- L43-48: > "*This difference must be reconciled, otherwise, the statistical learning theory and the empirical scaling law make conflic predictions: as the model size increases, the theoretical bound (2) predicts an increase of variance error that eventually causes an increase of the population risk, but the neural scaling law (1) predicts a decrease of the population risk. In other words, it remains unclear when to follow the prediction of the empirical scaling law (1) and when to follow that of the statistical learning bound (2).*" Given our current understanding of random features regression, this claim is inflated. Several of the works mentioned above [4,6,7], as well as many other works in the random features literature have made the observation that increasing the "width" $M$ does not necessarily lead to an increase of variance / overfitting, thanks to the implicit regularization. - L273-275: > "*It is noteworthy that our simulations demonstrate stronger observations than the theoretical results in Theorem 4.1, which only establishes matching upper and lower bounds up to a constant factor.*" What do you exactly mean in this sentence? What in Figure 2 is stronger than the exponents reported in Theorem 4.1?

Rating

5

Confidence

3

Soundness

3

Presentation

3

Contribution

2

Limitations

The assumptions under which the Theorems hold are clearly stated, but I miss an explicit discussion of the limitations.

Reviewer zAqY8/10 · confidence 4/52024-07-17

Summary

This paper proves that the scaling laws that occur in deep learning also occur when solving linear regression with SGD. Namely, suppose: * that covariates x are Gaussian with a power-law spectrum * the true labels are given by <w^*, x> for unknown w^* * we run one-pass SGD to do linear regression on an M-dimensional sketch of the covariates x * we have N data points Then the risk is upper-bounded by an expression that depends only on the "bias" and "approximation" terms, with inverse polynomial dependence as observed in neural scaling laws. The "variance" term is of lower order (provided the appropriate large step sizes are used). Extensions to when the data follows a logarithmic power spectrum are also explored.

Strengths

The result is timely and I think will be of high interest to the community, since it sheds insight on why neural scaling laws might occur in practice. The paper is well-presented, and the proofs are neatly written and easy to follow. As opposed to previous works, this paper provides risk bounds for any network width M, and any number of data points N, instead of taking one of the parameters to infinity and deriving a scaling law in the other parameter.

Weaknesses

Typo: "optimally tunned"

Questions

1. How dependent are the results on a geometric step-size schedule? What if a constant schedule, or schedule decreasing as gamma_t = t^{-c} is used instead? 2. In line 232, it is stated that when $1 \leq b \leq a$ the tasks are "relatively hard", and in line 236 that when $a < b < a+1$ the tasks are "relatively easy". Is what is meant here that these tasks are "relatively harder/easier" than when a = b?

Rating

8

Confidence

4

Soundness

4

Presentation

4

Contribution

4

Limitations

Yes

Reviewer v1rx2024-08-09

Clarification

I thank the authors for their rebuttal that addressed some of my questions, in particular Q5-Q8. However, I find that your reply to Q1-Q4 miss my point. Let me try to be clearer. - I don’t mean to say your results lack technical novelty. I understand [1,2,3] provide only upper bounds for kernel methods ($M\gg N$), while you also provide lower bounds with matching rates. - I also understand that [5,6,7] are for ridge, not SGD. My point is also not about which one is a more practical algorithm. In Q1-Q4 I (tried) to convey two points: 1. First, how do your exact rates compare with the upper bounds of [1,2,3]? Do they match in the regime where they compare? Are they tighter? 2. Second, how do your rates compare with the ridge rates from [5,6,7] for kernels and RF? We know that running SGD to convergence with decreasing learning rate recover the least-squares rates, which are not the optimally regularized ridge rates. I want understand how close to optimal is early stopping in terms of implicit regularisation. See for example Section 4 of [6] for a summary of the rates in [5,7]. It is not just about citing papers, but how your work fit within the classical source and capacity literature, and the conclusions this allow us to make about optimality of early stopping with SGD in the different scaling regimes.

Authorsrebuttal2024-08-10

Reply to Reviewer v1rx

Thanks Reviewer v1rx for the clarification. We will show below our rate matches the prior SGD and ridge rates in the comparable regimes. For simplicity, we will ignore logarithmic factors by replacing $N_{\mathrm{eff}}$ with $N$ in our Theorem 4.2 in the following discussions. Note that the logarithmic factor can be removed by considering averaged SGD instead of last iterate SGD. - Comparion with the prior SGD rate. We use [3] as an example. Aligning the source and capacity conditions, we have $\alpha = a$ and $r = (b-1)/(2a)$. Then the rate in their page 4 becomes $O(1/(N\gamma)^{(b-1)/a} + (N\gamma)^{1/a}/N)$, which exactly matches ours in Theorem 4.2 when $M$ is large in the comparable regime. - Comparing with the prior ridge rate. We use [7] as an example. Aligning the source and capacity conditons, we have $\gamma=1/a$ and $r = (b-1)/(2a)$. Then their optimal rate in Theorem 2 becomes $O(N^{-(b-1)/b})$, which matches our Theorem 4.2 when $M$ is large and $\gamma$ is tuned to be $\gamma^* = \Theta(N^{a/b-1})$ in the comparable regime. Finally, we would like to point out that [3] requires $\mathrm{tr}(\Sigma^{1/\alpha})$ to be finite. However, we do not require such condition, that is, our bounds allow $\mathrm{tr}(H^{1/a}) = \infty$ in our notation. We will add these discussions in the revision.

Reviewer v1rx2024-08-11

Thank you for the comparison, this is interesting and in line with what I expected. I am increasing my core, and won't object acceptance conditioned that the authors include this discussion and put their work in perspective with the literature above.

Reviewer iyfq2024-08-10

After Rebuttal

Let me be clearer, obviously, nothing is completely black and white, and there is obviously a continuum between a simple reformulation and new contributions. What I mean is that I totally share the feeling of **Reviewer v1rx** that we do not understand what are the *real* novelties of the approach --beyond the story telling. Hence, if Lemma 6.2 or Lemma C.2 are really new achievements, I feel that they could be promoted. I sincerely feel it is not the case, but it is only a question of perception and I am happy to be wrong. Furthermore, convergence rates on SGD and concentration rates on sketching or random features has been widely studied, under the present form, it seems hard to really understand **where** the authors are. Yet, I maintain my score as I have nothing against nice re-formulation.

Authorsrebuttal2024-08-13

Thanks for the comment. Below we provide a roadmap of our proof to address some of your concerns. We agree that convergence rates on SGD and concentration rates on sketching or random features have been widely studied in many contexts. However, obtaining the main results (Theorem 4.1-4.3) in our work requires both application of the existing results and non-trivial developments based on the existing bounds. More specifically, our Theorem 6.1 is mainly built upon existing results in [Wu et al., 2022a,b]. However, in order to obtain Theorem 4.1-4.3 from Theorem 6.1, we first develop novel upper/lower bounds (Theorem 6.3, 6.4) of the approximation, bias and variance terms. These bounds decompose $\mathsf{Approx}$, $\mathsf{ Bias}$ and $\mathsf{Var}$ into the head and tail components (i.e. $\\|w^*_{1:k}\\|\_2\^2,\\|w^*_{k:\infty}\\|\^2\_{H_{k:\infty}}$) and involve the ratio of eigenvalues of the sketched covariance matrix. The bounds are carefully built so that the upper and lower bounds match up to constant factors in our examples. Theorem 4.1-4.3 are then obtained based on instantiation of Theorem 6.3 and 6.4 under the power-law (or log-power-law ) spectrum. The role of Lemma 6.2 and C.2: they are intermediate results developed in our proof. Lemma C.2 proves the first part of Theorem 6.4; Lemma 6.2 characterizes the eigenvalues of the sketched covariance matrix and enables us to obtain Theorem 4.1 and 4.2 from Theorem 6.3 and 6.4. While we appreciate the discussion and understand the perspective shared, we respectfully believe that some technical contributions have been made (e.g., novel uses of Von-Neuman’s inequality) in proving these lemmas and other results.

Program Chairsdecision2024-09-25

Decision

Accept (poster)

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