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Implicit regularization of SGD

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Implicit regularization of SGD

implicit regularization

Implicit regularization is a generalization-improving bias that comes purely from an optimizer’s own dynamics, with no penalty term added to the loss. Explicit regularization, like an L2 term λw2\lambda \|w\|^2, instead bakes that bias directly into the objective being minimized.
Example
Train a network with plain SGD and no weight decay anywhere in the code: the trajectory itself still favors flatter, lower-norm solutions, with zero penalty term present.

Recall check from the same lesson

Because an SGD-trained model reached low-norm weights without an explicit penalty, we can conclude that SGD's loss function must contain an implicit L2 term the optimizer discovered during training.

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