Weight decay (L2 regularization) in PyTorch - Model Metrics & Evaluation

Metrics & Evaluation - Weight decay (L2 regularization)

Which metric matters for Weight Decay (L2 regularization) and WHY

Weight decay helps prevent overfitting by keeping model weights small. The key metrics to watch are validation loss and validation accuracy. If weight decay works well, validation loss should decrease or stay stable while training loss might be higher. This means the model generalizes better to new data.

Confusion matrix or equivalent visualization

Weight decay itself does not change the confusion matrix directly. But by reducing overfitting, it helps improve the confusion matrix on validation data. For example, a confusion matrix might look like this:

      Predicted
      |  TP=45  FP=5  |
      |  FN=10  TN=40 |
      Total samples = 100
    

Here, TP = true positives, FP = false positives, FN = false negatives, TN = true negatives. Weight decay helps improve these numbers by making the model less sensitive to noise.

Precision vs Recall tradeoff with Weight Decay

Weight decay reduces overfitting, which can improve both precision and recall on new data. But if weight decay is too strong, the model may underfit, lowering both precision and recall.

Example:

• Without weight decay: Precision=0.7, Recall=0.6 (overfitting, unstable)
• With moderate weight decay: Precision=0.75, Recall=0.7 (better generalization)
• With too much weight decay: Precision=0.6, Recall=0.5 (underfitting)

What "good" vs "bad" metric values look like for Weight Decay

Good: Validation loss close to training loss, stable or improving validation accuracy, balanced precision and recall.

Bad: Validation loss much higher than training loss (overfitting), or both losses high (underfitting). Precision or recall very low, showing poor generalization.

Common pitfalls with Weight Decay metrics

• Ignoring validation metrics and only looking at training loss can hide overfitting.
• Using too high weight decay can cause underfitting, making the model too simple.
• Data leakage can falsely improve validation metrics, hiding real overfitting.
• Confusing weight decay with dropout; they help differently.

Self-check: Your model has 98% accuracy but 12% recall on fraud. Is it good?

No, it is not good. High accuracy can be misleading if the data is imbalanced. A 12% recall means the model misses 88% of fraud cases, which is dangerous. Weight decay might help generalize better, but you need to improve recall for fraud detection.

Key Result

Weight decay improves generalization by balancing training and validation loss, helping avoid overfitting and underfitting.

Practice

1. What is the main purpose of weight decay (L2 regularization) in training a PyTorch model?

easy

A. To reduce overfitting by penalizing large weights

B. To increase the learning rate automatically

C. To add more layers to the model

D. To speed up the training process

Solution

1. Step 1: Understand weight decay concept

   Weight decay adds a penalty to large weights during training to prevent the model from fitting noise in the data.

2. Step 2: Connect to overfitting reduction

   By keeping weights small, the model generalizes better and avoids overfitting.

3. Final Answer:

   To reduce overfitting by penalizing large weights -> Option A

4. Quick Check:

   Weight decay = reduces overfitting [OK]

Hint: Weight decay shrinks weights to avoid overfitting [OK]

Common Mistakes:

• Confusing weight decay with learning rate changes
• Thinking weight decay adds layers
• Assuming weight decay speeds training

2. Which of the following is the correct way to apply weight decay in a PyTorch optimizer?

easy

A. optimizer = torch.optim.SGD(model.parameters(), lr=0.01, wd=0.001)

B. optimizer = torch.optim.SGD(model.parameters(), lr=0.01, decay_weight=0.001)

C. optimizer = torch.optim.SGD(model.parameters(), lr=0.01, weightDecay=0.001)

D. optimizer = torch.optim.SGD(model.parameters(), lr=0.01, weight_decay=0.001)

Solution

1. Step 1: Recall PyTorch optimizer syntax

   PyTorch optimizers accept a parameter named weight_decay to apply L2 regularization.

2. Step 2: Identify correct parameter name

   Only optimizer = torch.optim.SGD(model.parameters(), lr=0.01, weight_decay=0.001) uses the exact parameter weight_decay correctly.

3. Final Answer:

   optimizer = torch.optim.SGD(model.parameters(), lr=0.01, weight_decay=0.001) -> Option D

4. Quick Check:

   Correct parameter name is weight_decay [OK]

Hint: Use exact parameter name 'weight_decay' in optimizer [OK]

Common Mistakes:

• Using wrong parameter names like decay_weight or wd
• Capitalizing parameter names incorrectly
• Confusing weight decay with learning rate

3. Consider this PyTorch code snippet:

import torch
model = torch.nn.Linear(2, 1)
optimizer = torch.optim.SGD(model.parameters(), lr=0.1, weight_decay=0.01)
initial_weight = model.weight.data.clone()
optimizer.zero_grad()
output = model(torch.tensor([[1.0, 2.0]]))
loss = output.sum()
loss.backward()
optimizer.step()
updated_weight = model.weight.data
print((initial_weight - updated_weight).abs().sum().item())

What does the printed value represent?

medium

A. The total change in weights after one optimization step including weight decay

B. The learning rate value

C. The loss value before backward pass

D. The sum of model outputs

Solution

1. Step 1: Understand code flow

   The code runs one optimizer step with weight decay, then measures how much weights changed.

2. Step 2: Interpret printed value

   The printed value is the sum of absolute differences between initial and updated weights, showing total weight change including weight decay effect.

3. Final Answer:

   The total change in weights after one optimization step including weight decay -> Option A

4. Quick Check:

   Weight change sum = printed value [OK]

Hint: Weight decay affects weight updates, so weight change includes it [OK]

Common Mistakes:

• Thinking printed value is loss or learning rate
• Ignoring weight decay effect on weights
• Confusing output sum with weight change

4. You wrote this PyTorch optimizer code:

optimizer = torch.optim.Adam(model.parameters(), lr=0.001, weight_decay=0.1)

But your model is overfitting badly. What is a likely mistake?

medium

A. Weight decay value is too high, causing poor training

B. Weight decay should be set to zero to reduce overfitting

C. Weight decay is applied to biases by default, so overfitting remains

D. Learning rate is too low to affect weight decay

Solution

1. Step 1: Recall weight decay behavior in PyTorch

   By default, weight decay is applied to all parameters, including biases and batch norm weights, unless explicitly excluded.

2. Step 2: Understand overfitting cause

   If weight decay is applied to all parameters including biases, it may not reduce overfitting effectively because biases are not regularized properly.

3. Final Answer:

   Weight decay is applied to biases by default, so overfitting remains -> Option C

4. Quick Check:

   Biases often excluded from weight decay for better regularization [OK]

Hint: Check if weight decay excludes biases to reduce overfitting [OK]

Common Mistakes:

• Assuming weight decay does not apply to biases
• Setting weight decay to zero to fix overfitting
• Blaming learning rate for weight decay issues

5. You want to apply weight decay only to the weights of a PyTorch model's linear layers but not to biases. Which code snippet correctly sets this up?

hard

A. optimizer = torch.optim.Adam(model.parameters(), lr=0.001, weight_decay=0.01)

B. params = [
{'params': [p for n, p in model.named_parameters() if 'weight' in n], 'weight_decay': 0.01},
{'params': [p for n, p in model.named_parameters() if 'bias' in n], 'weight_decay': 0.0}
]
optimizer = torch.optim.Adam(params, lr=0.001)

C. optimizer = torch.optim.Adam(model.parameters(), lr=0.001, weight_decay=0.0)

D. params = [
{'params': model.parameters(), 'weight_decay': 0.01}
]
optimizer = torch.optim.Adam(params, lr=0.001)

Solution

1. Step 1: Understand selective weight decay

   To apply weight decay only to weights, separate parameters into groups with and without weight decay.

2. Step 2: Check code correctness

   params = [ {'params': [p for n, p in model.named_parameters() if 'weight' in n], 'weight_decay': 0.01}, {'params': [p for n, p in model.named_parameters() if 'bias' in n], 'weight_decay': 0.0} ] optimizer = torch.optim.Adam(params, lr=0.001) creates two groups: weights with weight_decay=0.01 and biases with weight_decay=0.0, correctly excluding biases.

3. Final Answer:

   Code snippet that separates weights and biases with different weight_decay values -> Option B

4. Quick Check:

   Separate params for weight decay control [OK]

Hint: Group parameters by name to apply weight decay selectively [OK]

Common Mistakes:

• Applying weight decay to all parameters blindly
• Not separating biases from weights
• Using wrong parameter names in filtering