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Register a new userNon-greedy Gradient-based Hyperparameter Optimization Over Long Horizons
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Paul Micaelli
Publication date
2020
fields
Informatics Engineering
and research's language is
English
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Gradient-based hyperparameter optimization is an attractive way to perform meta-learning across a distribution of tasks, or improve the performance of an optimizer on a single task. However, this approach has been unpopular for tasks requiring long horizons (many gradient steps), due to memory scaling and gradient degradation issues. A common workaround is to learn hyperparameters online or split the horizon into smaller chunks. However, this introduces greediness which comes with a large performance drop, since the best local hyperparameters can make for poor global solutions. In this work, we enable non-greediness over long horizons with a two-fold solution. First, we share hyperparameters that are contiguous in time, and show that this drastically mitigates gradient degradation issues. Then, we derive a forward-mode differentiation algorithm for the popular momentum-based SGD optimizer, which allows for a memory cost that is constant with horizon size. When put together, these solutions allow us to learn hyperparameters without any prior knowledge. Compared to the baseline of hand-tuned off-the-shelf hyperparameters, our method compares favorably on simple datasets like SVHN. On CIFAR-10 we match the baseline performance, and demonstrate for the first time that learning rate, momentum and weight decay schedules can be learned with gradients on a dataset of this size. Code is available at https://github.com/polo5/NonGreedyGradientHPO
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Gradient-based meta-learning and hyperparameter optimization have seen significant progress recently, enabling practical end-to-end training of neural networks together with many hyperparameters. Nevertheless, existing approaches are relatively expensive as they need to compute second-order derivatives and store a longer computational graph. This cost prevents scaling them to larger network architectures. We present EvoGrad, a new approach to meta-learning that draws upon evolutionary techniques to more efficiently compute hypergradients. EvoGrad estimates hypergradient with respect to hyperparameters without calculating second-order gradients, or storing a longer computational graph, leading to significant improvements in efficiency. We evaluate EvoGrad on two substantial recent meta-learning applications, namely cross-domain few-shot learning with feature-wise transformations and noisy label learning with MetaWeightNet. The results show that EvoGrad significantly improves efficiency and enables scaling meta-learning to bigger CNN architectures such as from ResNet18 to ResNet34.
Tuning hyperparameters of learning algorithms is hard because gradients are usually unavailable. We compute exact gradients of cross-validation performance with respect to all hyperparameters by chaining derivatives backwards through the entire training procedure. These gradients allow us to optimize thousands of hyperparameters, including step-size and momentum schedules, weight initialization distributions, richly parameterized regularization schemes, and neural network architectures. We compute hyperparameter gradients by exactly reversing the dynamics of stochastic gradient descent with momentum.
Can we reduce the search cost of Neural Architecture Search (NAS) from days down to only few hours? NAS methods automate the design of Convolutional Networks (ConvNets) under hardware constraints and they have emerged as key components of AutoML frameworks. However, the NAS problem remains challenging due to the combinatorially large design space and the significant search time (at least 200 GPU-hours). In this work, we alleviate the NAS search cost down to less than 3 hours, while achieving state-of-the-art image classification results under mobile latency constraints. We propose a novel differentiable NAS formulation, namely Single-Path NAS, that uses one single-path over-parameterized ConvNet to encode all architectural decisions based on shared convolutional kernel parameters, hence drastically decreasing the search overhead. Single-Path NAS achieves state-of-the-art top-1 ImageNet accuracy (75.62%), hence outperforming existing mobile NAS methods in similar latency settings (~80ms). In particular, we enhance the accuracy-runtime trade-off in differentiable NAS by treating the Squeeze-and-Excitation path as a fully searchable operation with our novel single-path encoding. Our method has an overall cost of only 8 epochs (24 TPU-hours), which is up to 5,000x faster compared to prior work. Moreover, we study how different NAS formulation choices affect the performance of the designed ConvNets. Furthermore, we exploit the efficiency of our method to answer an interesting question: instead of empirically tuning the hyperparameters of the NAS solver (as in prior work), can we automatically find the hyperparameter values that yield the desired accuracy-runtime trade-off? We open-source our entire codebase at: https://github.com/dstamoulis/single-path-nas.
Effective techniques for eliciting user preferences have taken on added importance as recommender systems (RSs) become increasingly interactive and conversational. A common and conceptually appealing Bayesian criterion for selecting queries is expected value of information (EVOI). Unfortunately, it is computationally prohibitive to construct queries with maximum EVOI in RSs with large item spaces. We tackle this issue by introducing a continuous formulation of EVOI as a differentiable network that can be optimized using gradient methods available in modern machine learning (ML) computational frameworks (e.g., TensorFlow, PyTorch). We exploit this to develop a novel, scalable Monte Carlo method for EVOI optimization, which is more scalable for large item spaces than methods requiring explicit enumeration of items. While we emphasize the use of this approach for pairwise (or k-wise) comparisons of items, we also demonstrate how our method can be adapted to queries involving subsets of item attributes or partial items, which are often more cognitively manageable for users. Experiments show that our gradient-based EVOI technique achieves state-of-the-art performance across several domains while scaling to large item spaces.
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