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It is hard to train Recurrent Neural Network (RNN) with stable convergence and avoid gradient vanishing and exploding, as the weights in the recurrent unit are repeated from iteration to iteration. Moreover, RNN is sensitive to the initialization of weights and bias, which brings difficulty in the training phase. With the gradient-free feature and immunity to poor conditions, the Alternating Direction Method of Multipliers (ADMM) has become a promising algorithm to train neural networks beyond traditional stochastic gradient algorithms. However, ADMM could not be applied to train RNN directly since the state in the recurrent unit is repetitively updated over timesteps. Therefore, this work builds a new framework named ADMMiRNN upon the unfolded form of RNN to address the above challenges simultaneously and provides novel update rules and theoretical convergence analysis. We explicitly specify key update rules in the iterations of ADMMiRNN with deliberately constructed approximation techniques and solutions to each subproblem instead of vanilla ADMM. Numerical experiments are conducted on MNIST and text classification tasks, where ADMMiRNN achieves convergent results and outperforms compared baselines. Furthermore, ADMMiRNN trains RNN in a more stable way without gradient vanishing or exploding compared to the stochastic gradient algorithms. Source code has been available at https://github.com/TonyTangYu/ADMMiRNN.
We present ADMM-Softmax, an alternating direction method of multipliers (ADMM) for solving multinomial logistic regression (MLR) problems. Our method is geared toward supervised classification tasks with many examples and features. It decouples the nonlinear optimization problem in MLR into three steps that can be solved efficiently. In particular, each iteration of ADMM-Softmax consists of a linear least-squares problem, a set of independent small-scale smooth, convex problems, and a trivial dual variable update. Solution of the least-squares problem can be be accelerated by pre-computing a factorization or preconditioner, and the separability in the smooth, convex problem can be easily parallelized across examples. For two image classification problems, we demonstrate that ADMM-Softmax leads to improved generalization compared to a Newton-Krylov, a quasi Newton, and a stochastic gradient descent method.
Generative adversarial networks (GANs) have enjoyed tremendous empirical successes, and research interest in the theoretical understanding of GANs training process is rapidly growing, especially for its evolution and convergence analysis. This paper establishes approximations, with precise error bound analysis, for the training of GANs under stochastic gradient algorithms (SGAs). The approximations are in the form of coupled stochastic differential equations (SDEs). The analysis of the SDEs and the associated invariant measures yields conditions for the convergence of GANs training. Further analysis of the invariant measure for the coupled SDEs gives rise to a fluctuation-dissipation relations (FDRs) for GANs, revealing the trade-off of the loss landscape between the generator and the discriminator and providing guidance for learning rate scheduling.
The movement of large quantities of data during the training of a Deep Neural Network presents immense challenges for machine learning workloads. To minimize this overhead, especially on the movement and calculation of gradient information, we introduce streaming batch principal component analysis as an update algorithm. Streaming batch principal component analysis uses stochastic power iterations to generate a stochastic k-rank approximation of the network gradient. We demonstrate that the low rank updates produced by streaming batch principal component analysis can effectively train convolutional neural networks on a variety of common datasets, with performance comparable to standard mini batch gradient descent. These results can lead to both improvements in the design of application specific integrated circuits for deep learning and in the speed of synchronization of machine learning models trained with data parallelism.
We propose a novel and efficient training method for RNNs by iteratively seeking a local minima on the loss surface within a small region, and leverage this directional vector for the update, in an outer-loop. We propose to utilize the Frank-Wolfe (FW) algorithm in this context. Although, FW implicitly involves normalized gradients, which can lead to a slow convergence rate, we develop a novel RNN training method that, surprisingly, even with the additional cost, the overall training cost is empirically observed to be lower than back-propagation. Our method leads to a new Frank-Wolfe method, that is in essence an SGD algorithm with a restart scheme. We prove that under certain conditions our algorithm has a sublinear convergence rate of $O(1/epsilon)$ for $epsilon$ error. We then conduct empirical experiments on several benchmark datasets including those that exhibit long-term dependencies, and show significant performance improvement. We also experiment with deep RNN architectures and show efficient training performance. Finally, we demonstrate that our training method is robust to noisy data.
Plug-and-play priors (PnP) is a broadly applicable methodology for solving inverse problems by exploiting statistical priors specified as denoisers. Recent work has reported the state-of-the-art performance of PnP algorithms using pre-trained deep neural nets as denoisers in a number of imaging applications. However, current PnP algorithms are impractical in large-scale settings due to their heavy computational and memory requirements. This work addresses this issue by proposing an incremental variant of the widely used PnP-ADMM algorithm, making it scalable to large-scale datasets. We theoretically analyze the convergence of the algorithm under a set of explicit assumptions, extending recent theoretical results in the area. Additionally, we show the effectiveness of our algorithm with nonsmooth data-fidelity terms and deep neural net priors, its fast convergence compared to existing PnP algorithms, and its scalability in terms of speed and memory.