ترغب بنشر مسار تعليمي؟ اضغط هنا

On the Variance of the Adaptive Learning Rate and Beyond

165   0   0.0 ( 0 )
 نشر من قبل Liyuan Liu
 تاريخ النشر 2019
  مجال البحث الهندسة المعلوماتية
والبحث باللغة English




اسأل ChatGPT حول البحث

The learning rate warmup heuristic achieves remarkable success in stabilizing training, accelerating convergence and improving generalization for adaptive stochastic optimization algorithms like RMSprop and Adam. Here, we study its mechanism in details. Pursuing the theory behind warmup, we identify a problem of the adaptive learning rate (i.e., it has problematically large variance in the early stage), suggest warmup works as a variance reduction technique, and provide both empirical and theoretical evidence to verify our hypothesis. We further propose RAdam, a new variant of Adam, by introducing a term to rectify the variance of the adaptive learning rate. Extensive experimental results on image classification, language modeling, and neural machine translation verify our intuition and demonstrate the effectiveness and robustness of our proposed method. All implementations are available at: https://github.com/LiyuanLucasLiu/RAdam.



قيم البحث

اقرأ أيضاً

Adaptive Momentum Estimation (Adam), which combines Adaptive Learning Rate and Momentum, is the most popular stochastic optimizer for accelerating the training of deep neural networks. However, empirically Adam often generalizes worse than Stochastic Gradient Descent (SGD). We unveil the mystery of this behavior based on the diffusion theoretical framework. Specifically, we disentangle the effects of Adaptive Learning Rate and Momentum of the Adam dynamics on saddle-point escaping and minima selection. We prove that Adaptive Learning Rate can escape saddle points efficiently, but cannot select flat minima as SGD does. In contrast, Momentum provides a drift effect to help the training process pass through saddle points, and almost does not affect flat minima selection. This theoretically explains why SGD (with Momentum) generalizes better, while Adam generalizes worse but converges faster. Furthermore, motivated by the analysis, we design a novel adaptive optimization framework named Adaptive Inertia, which uses parameter-wise adaptive inertia to accelerate the training and provably favors flat minima as well as SGD. Our extensive experiments demonstrate that the proposed adaptive inertia method can generalize significantly better than SGD and conventional adaptive gradient methods.
We study two time-scale linear stochastic approximation algorithms, which can be used to model well-known reinforcement learning algorithms such as GTD, GTD2, and TDC. We present finite-time performance bounds for the case where the learning rate is fixed. The key idea in obtaining these bounds is to use a Lyapunov function motivated by singular perturbation theory for linear differential equations. We use the bound to design an adaptive learning rate scheme which significantly improves the convergence rate over the known optimal polynomial decay rule in our experiments, and can be used to potentially improve the performance of any other schedule where the learning rate is changed at pre-determined time instants.
Topic models have emerged as fundamental tools in unsupervised machine learning. Most modern topic modeling algorithms take a probabilistic view and derive inference algorithms based on Latent Dirichlet Allocation (LDA) or its variants. In contrast, we study topic modeling as a combinatorial optimization problem, and propose a new objective function derived from LDA by passing to the small-variance limit. We minimize the derived objective by using ideas from combinatorial optimization, which results in a new, fast, and high-quality topic modeling algorithm. In particular, we show that our results are competitive with popular LDA-based topic modeling approaches, and also discuss the (dis)similarities between our approach and its probabilistic counterparts.
Adam is shown not being able to converge to the optimal solution in certain cases. Researchers recently propose several algorithms to avoid the issue of non-convergence of Adam, but their efficiency turns out to be unsatisfactory in practice. In this paper, we provide new insight into the non-convergence issue of Adam as well as other adaptive learning rate methods. We argue that there exists an inappropriate correlation between gradient $g_t$ and the second-moment term $v_t$ in Adam ($t$ is the timestep), which results in that a large gradient is likely to have small step size while a small gradient may have a large step size. We demonstrate that such biased step sizes are the fundamental cause of non-convergence of Adam, and we further prove that decorrelating $v_t$ and $g_t$ will lead to unbiased step size for each gradient, thus solving the non-convergence problem of Adam. Finally, we propose AdaShift, a novel adaptive learning rate method that decorrelates $v_t$ and $g_t$ by temporal shifting, i.e., using temporally shifted gradient $g_{t-n}$ to calculate $v_t$. The experiment results demonstrate that AdaShift is able to address the non-convergence issue of Adam, while still maintaining a competitive performance with Adam in terms of both training speed and generalization.
The main theme of this work is a unifying algorithm, textbf{L}ooptextbf{L}ess textbf{S}ARAH (L2S) for problems formulated as summation of $n$ individual loss functions. L2S broadens a recently developed variance reduction method known as SARAH. To fi nd an $epsilon$-accurate solution, L2S enjoys a complexity of ${cal O}big( (n+kappa) ln (1/epsilon)big)$ for strongly convex problems. For convex problems, when adopting an $n$-dependent step size, the complexity of L2S is ${cal O}(n+ sqrt{n}/epsilon)$; while for more frequently adopted $n$-independent step size, the complexity is ${cal O}(n+ n/epsilon)$. Distinct from SARAH, our theoretical findings support an $n$-independent step size in convex problems without extra assumptions. For nonconvex problems, the complexity of L2S is ${cal O}(n+ sqrt{n}/epsilon)$. Our numerical tests on neural networks suggest that L2S can have better generalization properties than SARAH. Along with L2S, our side results include the linear convergence of the last iteration for SARAH in strongly convex problems.

الأسئلة المقترحة

التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا