Rethinking Weight-Averaged Model-merging

Weight-averaged model-merging has emerged as a powerful approach in deep learning, capable of enhancing model performance without fine-tuning or retraining. However, the underlying mechanisms that explain its effectiveness remain largely unexplored. In this paper, we investigate this technique from three novel perspectives to provide deeper insights into how and why weight-averaged model-merging works: (1) we examine the intrinsic patterns captured by the learning of the model weights, through the visualizations of their patterns on several datasets, showing that these weights often encode structured and interpretable patterns; (2) we investigate model ensemble merging strategies based on averaging on weights versus averaging on features, providing detailed analyses across diverse architectures and datasets; and (3) we explore the impact on model-merging prediction stability in terms of changing the parameter magnitude, revealing insights into the way of weight averaging works as regularization by showing the robustness across different parameter scales. Our findings shed light on the "black box" of weight-averaged model-merging, offering valuable insights and practical recommendations that advance the model-merging process.