Gradient descent reaches arbitrary accuracy in a fixed number of large steps on multiclass logistic regression

We study gradient descent (GD) with a large constant stepsize for logistic regression on linearly separable data. Existing analysis shows an accelerated rate of $\widetilde{O}(1/\sqrtε)$ to reach loss $ε$ with an aggressive stepsize, although the loss may initially oscillate. Tighter control of the oscillatory dynamics has been available only for two-dimensional data. We prove a substantially faster rate in arbitrary dimension: GD with a large stepsize $η=1/ε$ reaches loss $ε$ within $O(\ln^{p}(1/ε))$ steps, where $p$ depends only on the margin and the rank of the data. Our proof improves the bound on the transition time of GD from the oscillatory to the stable phase, after which the loss decreases monotonically. We split the oscillatory phase into recursively nested intervals. The margin and the rank bound the nesting depth, and a counting argument bounds the number of intervals at each depth, together yielding the polylogarithmic step complexity.

We study the training dynamics of multiclass logistic regression on high-dimensional Gaussian mixture models with a large number of classes and establish precise scaling laws governing the cross-entropy risk under gradient-based optimization. We show that learning proceeds sequentially across classes, from most to least frequent. When the class priors follow a power law distribution, the risk dynamics decompose into three phases: an initial plateau until the first class is learned, a power-law decay regime during which sequential learning occurs, and a final convergence regime. We then analyze how model capacity interacts with optimization under a fixed compute budget. When the effective dimension is restricted via projection onto leading principal components, the risk decomposes into a capacity term (a power law in the retained dimension) and an optimization term (a power law in training time). Optimizing this tradeoff yields a compute-optimal scaling law for logistic regression, with explicit prescriptions for model size and training time as functions of compute. These results extend theoretical scaling laws from linear regression to multiclass classification, while connecting to empirical scaling laws observed in large-scale neural networks.

We study gradient descent (GD) dynamics on logistic regression problems with large, constant step sizes. For linearly-separable data, it is known that GD converges to the minimizer with arbitrarily large step sizes, a property which no longer holds when the problem is not separable. In fact, the behaviour can be much more complex -- a sequence of period-doubling bifurcations begins at the critical step size $2/λ$, where $λ$ is the largest eigenvalue of the Hessian at the solution. Using a smaller-than-critical step size guarantees convergence if initialized nearby the solution: but does this suffice globally? In one dimension, we show that a step size less than $1/λ$ suffices for global convergence. However, for all step sizes between $1/λ$ and the critical step size $2/λ$, one can construct a dataset such that GD converges to a stable cycle. In higher dimensions, this is actually possible even for step sizes less than $1/λ$. Our results show that although local convergence is guaranteed for all step sizes less than the critical step size, global convergence is not, and GD may instead converge to a cycle depending on the initialization.