No Arabic abstract
Despite superior training outcomes, adaptive optimization methods such as Adam, Adagrad or RMSprop have been found to generalize poorly compared to Stochastic gradient descent (SGD). These methods tend to perform well in the initial portion of training but are outperformed by SGD at later stages of training. We investigate a hybrid strategy that begins training with an adaptive method and switches to SGD when appropriate. Concretely, we propose SWATS, a simple strategy which switches from Adam to SGD when a triggering condition is satisfied. The condition we propose relates to the projection of Adam steps on the gradient subspace. By design, the monitoring process for this condition adds very little overhead and does not increase the number of hyperparameters in the optimizer. We report experiments on several standard benchmarks such as: ResNet, SENet, DenseNet and PyramidNet for the CIFAR-10 and CIFAR-100 data sets, ResNet on the tiny-ImageNet data set and language modeling with recurrent networks on the PTB and WT2 data sets. The results show that our strategy is capable of closing the generalization gap between SGD and Adam on a majority of the tasks.
Adaptive gradient methods such as Adam have gained increasing popularity in deep learning optimization. However, it has been observed that compared with (stochastic) gradient descent, Adam can converge to a different solution with a significantly worse test error in many deep learning applications such as image classification, even with a fine-tuned regularization. In this paper, we provide a theoretical explanation for this phenomenon: we show that in the nonconvex setting of learning over-parameterized two-layer convolutional neural networks starting from the same random initialization, for a class of data distributions (inspired from image data), Adam and gradient descent (GD) can converge to different global solutions of the training objective with provably different generalization errors, even with weight decay regularization. In contrast, we show that if the training objective is convex, and the weight decay regularization is employed, any optimization algorithms including Adam and GD will converge to the same solution if the training is successful. This suggests that the inferior generalization performance of Adam is fundamentally tied to the nonconvex landscape of deep learning optimization.
Reinforcement learning systems require good representations to work well. For decades practical success in reinforcement learning was limited to small domains. Deep reinforcement learning systems, on the other hand, are scalable, not dependent on domain specific prior knowledge and have been successfully used to play Atari, in 3D navigation from pixels, and to control high degree of freedom robots. Unfortunately, the performance of deep reinforcement learning systems is sensitive to hyper-parameter settings and architecture choices. Even well tuned systems exhibit significant instability both within a trial and across experiment replications. In practice, significant expertise and trial and error are usually required to achieve good performance. One potential source of the problem is known as catastrophic interference: when later training decreases performance by overriding previous learning. Interestingly, the powerful generalization that makes Neural Networks (NN) so effective in batch supervised learning might explain the challenges when applying them in reinforcement learning tasks. In this paper, we explore how online NN training and interference interact in reinforcement learning. We find that simply re-mapping the input observations to a high-dimensional space improves learning speed and parameter sensitivity. We also show this preprocessing reduces interference in prediction tasks. More practically, we provide a simple approach to NN training that is easy to implement, and requires little additional computation. We demonstrate that our approach improves performance in both prediction and control with an extensive batch of experiments in classic control domains.
We study local SGD (also known as parallel SGD and federated averaging), a natural and frequently used stochastic distributed optimization method. Its theoretical foundations are currently lacking and we highlight how all existing error guarantees in the convex setting are dominated by a simple baseline, minibatch SGD. (1) For quadratic objectives we prove that local SGD strictly dominates minibatch SGD and that accelerated local SGD is minimax optimal for quadratics; (2) For general convex objectives we provide the first guarantee that at least sometimes improves over minibatch SGD; (3) We show that indeed local SGD does not dominate minibatch SGD by presenting a lower bound on the performance of local SGD that is worse than the minibatch SGD guarantee.
Recent empirical work on SGD applied to over-parameterized deep learning has shown that most gradient components over epochs are quite small. Inspired by such observations, we rigorously study properties of noisy truncated SGD (NT-SGD), a noisy gradient descent algorithm that truncates (hard thresholds) the majority of small gradient components to zeros and then adds Gaussian noise to all components. Considering non-convex smooth problems, we first establish the rate of convergence of NT-SGD in terms of empirical gradient norms, and show the rate to be of the same order as the vanilla SGD. Further, we prove that NT-SGD can provably escape from saddle points and requires less noise compared to previous related work. We also establish a generalization bound for NT-SGD using uniform stability based on discretized generalized Langevin dynamics. Our experiments on MNIST (VGG-5) and CIFAR-10 (ResNet-18) demonstrate that NT-SGD matches the speed and accuracy of vanilla SGD, and can successfully escape sharp minima while having better theoretical properties.
We empirically show that the test error of deep networks can be estimated by simply training the same architecture on the same training set but with a different run of Stochastic Gradient Descent (SGD), and measuring the disagreement rate between the two networks on unlabeled test data. This builds on -- and is a stronger version of -- the observation in Nakkiran & Bansal 20, which requires the second run to be on an altogether fresh training set. We further theoretically show that this peculiar phenomenon arises from the emph{well-calibrated} nature of emph{ensembles} of SGD-trained models. This finding not only provides a simple empirical measure to directly predict the test error using unlabeled test data, but also establishes a new conceptual connection between generalization and calibration.