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Register a new userAdaptive Gradient Methods Can Be Provably Faster than SGD after Finite Epochs
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Added by
Xunpeng Huang
Publication date
2020
fields
Informatics Engineering
and research's language is
English
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Adaptive gradient methods have attracted much attention of machine learning communities due to the high efficiency. However their acceleration effect in practice, especially in neural network training, is hard to analyze, theoretically. The huge gap between theoretical convergence results and practical performances prevents further understanding of existing optimizers and the development of more advanced optimization methods. In this paper, we provide adaptive gradient methods a novel analysis with an additional mild assumption, and revise AdaGrad to radagrad for matching a better provable convergence rate. To find an $epsilon$-approximate first-order stationary point in non-convex objectives, we prove random shuffling radagrad achieves a $tilde{O}(T^{-1/2})$ convergence rate, which is significantly improved by factors $tilde{O}(T^{-1/4})$ and $tilde{O}(T^{-1/6})$ compared with existing adaptive gradient methods and random shuffling SGD, respectively. To the best of our knowledge, it is the first time to demonstrate that adaptive gradient methods can deterministically be faster than SGD after finite epochs. Furthermore, we conduct comprehensive experiments to validate the additional mild assumption and the acceleration effect benefited from second moments and random shuffling.
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Stochastic gradient methods (SGMs) are the predominant approaches to train deep learning models. The adapti
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