What enables Stochastic Gradient Descent (SGD) to achieve better generalization than Gradient Descent (GD) in Neural Network training? This question has attracted much attention. In this paper, we study the distribution of the Stochastic Gradient Noise (SGN) vectors during the training. We observe that for batch sizes and above, the distribution is best described as Gaussian at-least in the early phases of training. This holds across data-sets, architectures, and other choices.
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