When is early stopping beneficial under label noise? A phase diagram for kernel gradient flow
Organizations: Statistical Physics of Computation Laboratory, École Polytechnique Fédérale de Lausanne (EPFL) CH-1015 Lausanne
Abstract
Early stopping is commonly used to prevent fitting label noise from degrading generalization. Does this mean that, when a positive fraction of the training labels is intrinsically unpredictable, the best test error must occur before interpolation? Experiments on a CIFAR10 classification task with randomly labeled examples motivate the opposite possibility: although fixed-feature and shallow models exhibit late-time deterioration of the test error, the need for early stopping essentially disappears in larger, deeper convolutional networks even after the random labels have all been classified correctly. We determine when late-time deterioration disappears entirely in a solvable setting. For kernel gradient flow on a synthetic noisy classification task, we derive sharp high-dimensional learning curves and obtain a phase diagram controlled by the balance between the linear kernel component that learns the shared relation between inputs and labels and the higher-order components that enable fitting the label noise. In one regime, generalization is optimized at finite time and early stopping is necessary. In another, generalization improves until interpolation, but the endpoint is suboptimal across kernels. At the boundary, the interpolating endpoint attains the lowest generalization error across the considered kernel family and all training times. Thus, even with extensive irreducible label noise, interpolation can outperform early stopping. The neural-network experiments leave open how learned representations acquire an analogous favorable geometry.
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Appendix
Early Stopping
Early stopping uses signals during training or inference to halt computation before a fixed budget, balancing generalization, quality, and cost.
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A Data-dependent Early Stopping Rule using Rademacher Complexity with L1-norm
empirical loss'') and the expected risk over the data distribution (generalization error''). Existing approaches typically estimate the generalization error numerically, requiring gradient descent training and an early stopping'' strategy. In this work, we introduce an analytic framework that estimates the optimal time of early stopping without the need for training. Several works in the literature also give such analytical estimations, but they are generally based on random matrix theory and often make assumptions on the distribution of the data or the eigenvalue distribution of the covariance matrix. In contrast, our work is based on Rademacher complexity (RC) without needing such probabilistic assumptions. For both theoretical and numerical reasons, it is more relevant to express RC with the L1- norm rather than with the L2-norm. We focus on the case of linear models and the problem of linear regression. Thanks to the linear probing'' method, our results can, however, be successfully applied to nonlinear neural networks, as illustrated in the classification MNIST example.