The successes of deep learning, variational inference, and many other fields have been aided by specialized implementations of reverse-mode automatic differentiation (AD) to compute gradients of mega-dimensional objectives. The AD techniques underlyi
ng these tools were designed to compute exact gradients to numerical precision, but modern machine learning models are almost always trained with stochastic gradient descent. Why spend computation and memory on exact (minibatch) gradients only to use them for stochastic optimization? We develop a general framework and approach for randomized automatic differentiation (RAD), which can allow unbiased gradient estimates to be computed with reduced memory in return for variance. We examine limitations of the general approach, and argue that we must leverage problem specific structure to realize benefits. We develop RAD techniques for a variety of simple neural network architectures, and show that for a fixed memory budget, RAD converges in fewer iterations than using a small batch size for feedforward networks, and in a similar number for recurrent networks. We also show that RAD can be applied to scientific computing, and use it to develop a low-memory stochastic gradient method for optimizing the control parameters of a linear reaction-diffusion PDE representing a fission reactor.
We describe a simple and general neural network weight compression approach, in which the network parameters (weights and biases) are represented in a latent space, amounting to a reparameterization. This space is equipped with a learned probability
model, which is used to impose an entropy penalty on the parameter representation during training, and to compress the representation using a simple arithmetic coder after training. Classification accuracy and model compressibility is maximized jointly, with the bitrate--accuracy trade-off specified by a hyperparameter. We evaluate the method on the MNIST, CIFAR-10 and ImageNet classification benchmarks using six distinct model architectures. Our results show that state-of-the-art model compression can be achieved in a scalable and general way without requiring complex procedures such as multi-stage training.
