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In this blog post: http://www.argmin.net/2016/04/18/bottoming-out/

Prof Recht shows two plots:

enter image description here

enter image description here

He says one of the reasons the plot below has a lower train-test gap is because that model was trained with a lower learning rate (and he also manually drops the learning rate at 120 epoch).

Why would a lower learning rate reduce overfitting?

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  • $\begingroup$ bigger learning rate makes the loss curve oscillation high, and it works for training data only $\endgroup$ – datdinhquoc Jul 14 at 9:59
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    $\begingroup$ BTW, two represented figures have not the same y-scale and it can be confusing and deceptive! $\endgroup$ – OmG Jul 14 at 12:39

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