In gradient descent, the learning rate $η$ is a decisive factor that controls step size, crucial for navigating the loss landscape. High learning rates can lead to rapid convergence but risk surpassing the optimal point, while low rates offer precision at the expense of speed, potentially getting trapped in local minima.

Introducing learning rate decay schedules can fine-tune this balance: they adapt $η$ over time, allowing for quick progress initially and greater accuracy as the model approaches optimal solutions. The artful application of these schedules can significantly sharpen the efficiency of the model's training phase, enabling it to explore broadly initially and then exploit the finer details of the loss landscape as it converges.

In the following example, we will observe that the schedule decay of the learning rate in a linear manner (the green line) leads to faster convergence towards the optimum.

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The subfigures below illustrate the journey towards the minimum point directly on the loss surface. Each iteration is denoted by a cross symbol. Notably, the schedule with decay (shown in green) closely approaches the optimum in just four iterations, whereas both high (in red) and low (in blue) learning rates demand considerably much more iterations.

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A Bit of Rationales and Insights on Why Schedule Learning Rate Advantages

Dynamic Convergence Optimization: A high initial learning rate serves as a catalyst for rapid early progress, making broad sweeps across the loss landscape. As the rate decays, it transitions to a fine-tuning mode, facilitating a more precise and stable approach that is likely to settle into a global minimum rather than a local one. Mitigating Overshoot Risks: A high learning rate can be likened to taking large leaps in a foggy landscape; while you may cover ground quickly, you're more likely to miss the target. As the learning rate decreases, the steps become more deliberate, greatly reducing the chances of bypassing the minimum. Region-Specific Step Calibration: Decay schedules act like a seasoned guide for the optimization journey, modulating the pace depending on the terrain. In the steep cliffs of the loss landscape, smaller steps prevent reckless moves, while in the plains, longer strides are permitted, thereby tailoring the approach based on the topography of the error surface. Averting Hasty Convergence: By slowing down the learning process over time, the decay ensures that the model doesn't settle for the nearest local minimum—a common trap in complex landscapes. This deliberate pacing encourages a more exhaustive search, which is essential for finding the most robust solutions, especially in the nuanced realms of high-dimensional spaces.

Implementing Learning Rate Schedule

Implementing a learning rate schedule involves choosing an initial learning rate and a decay function that adjusts the rate based on specific criteria at each iteration or epoch. This choice is crucial and often results from experimentation tailored to the training task's demands. Here are some insights you may want to explore yourself.

Selecting an optimal decay function is a decision informed by multiple factors including model architecture, data traits, and expected training time. For instance, models with a vast number of parameters or those processing large and complex datasets might benefit from a more responsive schedule like cosine annealing, which allows for greater initial exploration before settling into fine-tuning. On the other hand, simpler models or shorter training regimens could favor a linear decay that steadily reduces the learning rate, maintaining a consistent pace of learning. The key lies in aligning the decay function with the model's learning dynamics and the nature of the dataset to ensure efficient and effective training. This strategic alignment can be pivotal in enhancing the model's ability to converge to a solution that is both accurate and generalizable.