Thank you for your additional response and for helping us improve our paper, we would be eager to clarify further, and address the questions and points in order:
- You mention that “In the initial paper, the two gradient steps of SFA are not equivalent to the gradient step of L2-regression, and cannot be regarded as an approximation of the gradient step of L2-regression too. “
We apologize if we have not fully clarified our approach, in our opinion this is not quite what we do. In the initial paper, we take the original L2-regression loss and assume a situation where we perform 2 gradient updates instead of 1: one with the first term, and one with the second. We then show how this 2nd gradient step, which refers to imposing a penalty, can be viewed as model merging. These 2 steps are not 2 gradient steps of SFA, but rather 2 steps from the original L2-regression that have been, in this scenario, split into 2 gradient steps. We do this in order to show how purely imposing a penalty is similar to merging models. In SFA, we take some gradient steps, and then merge models. As such, we create this scenario in order to show the resemblance between SFA and a 2 step version of L2-regression. We think that strictly speaking this is not incorrect. However, we recognize that it can be misunderstood as us claiming equivalence between L2-regression and SFA, as such we updated this in the new version of the paper.
- We apologize for not answering this question previously: T is the total number fine-tuning steps on a task. Updating the parameter models corresponds to Equation 4.
1) We have revised the paper to reduce the importance of SFA’s comparison with L2-regression. We did not intend for Section 4 to be one of the primary contributions of the paper. Rather, Section 4 is to provide some intuition for why model averaging might help fine-tuning performance, and not to suggest there is an exact equivalence between L2-regression and model averaging, nor that all of the good performance of SFA can be explained from its resemblance to L2-regression. Nevertheless, it may be helpful because it can provide intuition for why SFA and other model merging techniques work. Specifically, we agree that we take an extreme case of SFA, where averaging occurs after each gradient step, and we compare this to using L2-regression, because it is the closest case of SFA to L2-regression. We show that the weight updates of these 2 cases resemble each other, and can be equivalent under certain conditions.
The main justification of SFA lies in its extension of other effective merging methods (Section 3), as well as our experiments where it outperforms existing baselines (Sections 4 and 6).
However, we agree that in practice, the benefit of SFA is in its infrequent averaging, and thus while this case shows the resemblance we are trying to highlight, we propose to add a more general case (e.g. averaging after a few gradient steps), to show how SFA moves away from L2-regression as averaging becomes more infrequent.
We would be happy to add this to the final paper to add more rigor to the section.
2) We do have L2-regression as a baseline. See Figure 1.
3) As we show in Figure 1, SFA outperforms the baseline of L2-regression. This is consistent with CL literature, and with the contents of Section 4. It was not our intention to suggest that L2 is the gold standard and that any good performance of SFA is due to its approximation of L2-regression. Instead, our intention is to suggest that some intuition behind the good performance of SFA might be explained by its resemblance to L2-regression. However, the fact that SFA outperforms L2-regression, does indeed suggest that there is probably something else at work that might explain performance differences. That is, the way in which SFA differs from L2-regression seems to work in favor of SFA. Nevertheless, we think the comparison is helpful, much in the way that one might explain the performance of L2-regression by first discussing Least Squares.