ترغب بنشر مسار تعليمي؟ اضغط هنا

Debiasing a First-order Heuristic for Approximate Bi-level Optimization

115   0   0.0 ( 0 )
 نشر من قبل Valerii Likhosherstov
 تاريخ النشر 2021
  مجال البحث الهندسة المعلوماتية
والبحث باللغة English




اسأل ChatGPT حول البحث

Approximate bi-level optimization (ABLO) consists of (outer-level) optimization problems, involving numerical (inner-level) optimization loops. While ABLO has many applications across deep learning, it suffers from time and memory complexity proportional to the length $r$ of its inner optimization loop. To address this complexity, an earlier first-order method (FOM) was proposed as a heuristic that omits second derivative terms, yielding significant speed gains and requiring only constant memory. Despite FOMs popularity, there is a lack of theoretical understanding of its convergence properties. We contribute by theoretically characterizing FOMs gradient bias under mild assumptions. We further demonstrate a rich family of examples where FOM-based SGD does not converge to a stationary point of the ABLO objective. We address this concern by proposing an unbiased FOM (UFOM) enjoying constant memory complexity as a function of $r$. We characterize the introduced time-variance tradeoff, demonstrate convergence bounds, and find an optimal UFOM for a given ABLO problem. Finally, we propose an efficient adaptive UFOM scheme.



قيم البحث

اقرأ أيضاً

In recent years, a variety of gradient-based first-order methods have been developed to solve bi-level optimization problems for learning applications. However, theoretical guarantees of these existing approaches heavily rely on the simplification th at for each fixed upper-level variable, the lower-level solution must be a singleton (a.k.a., Lower-Level Singleton, LLS). In this work, we first design a counter-example to illustrate the invalidation of such LLS condition. Then by formulating BLPs from the view point of optimistic bi-level and aggregating hierarchical objective information, we establish Bi-level Descent Aggregation (BDA), a flexible and modularized algorithmic framework for generic bi-level optimization. Theoretically, we derive a new methodology to prove the convergence of BDA without the LLS condition. Our investigations also demonstrate that BDA is indeed compatible to a verify of particular first-order computation modules. Additionally, as an interesting byproduct, we also improve these conventional first-order bi-level schemes (under the LLS simplification). Particularly, we establish their convergences with weaker assumptions. Extensive experiments justify our theoretical results and demonstrate the superiority of the proposed BDA for different tasks, including hyper-parameter optimization and meta learning.
In recent years, gradient-based methods for solving bi-level optimization tasks have drawn a great deal of interest from the machine learning community. However, to calculate the gradient of the best response, existing research always relies on the s ingleton of the lower-level solution set (a.k.a., Lower-Level Singleton, LLS). In this work, by formulating bi-level models from an optimistic bi-level viewpoint, we first establish a novel Bi-level Descent Aggregation (BDA) framework, which aggregates hierarchical objectives of both upper level and lower level. The flexibility of our framework benefits from the embedded replaceable task-tailored iteration dynamics modules, thereby capturing a wide range of bi-level learning tasks. Theoretically, we derive a new methodology to prove the convergence of BDA framework without the LLS restriction. Besides, the new proof recipe we propose is also engaged to improve the convergence results of conventional gradient-based bi-level methods under the LLS simplification. Furthermore, we employ a one-stage technique to accelerate the back-propagation calculation in a numerical manner. Extensive experiments justify our theoretical results and demonstrate the superiority of the proposed algorithm for hyper-parameter optimization and meta-learning tasks.
Combinatorial Optimization (CO) has been a long-standing challenging research topic featured by its NP-hard nature. Traditionally such problems are approximately solved with heuristic algorithms which are usually fast but may sacrifice the solution q uality. Currently, machine learning for combinatorial optimization (MLCO) has become a trending research topic, but most existing MLCO methods treat CO as a single-level optimization by directly learning the end-to-end solutions, which are hard to scale up and mostly limited by the capacity of ML models given the high complexity of CO. In this paper, we propose a hybrid approach to combine the best of the two worlds, in which a bi-level framework is developed with an upper-level learning method to optimize the graph (e.g. add, delete or modify edges in a graph), fused with a lower-level heuristic algorithm solving on the optimized graph. Such a bi-level approach simplifies the learning on the original hard CO and can effectively mitigate the demand for model capacity. The experiments and results on several popular CO problems like Directed Acyclic Graph scheduling, Graph Edit Distance and Hamiltonian Cycle Problem show its effectiveness over manually designed heuristics and single-level learning methods.
A common strategy in modern learning systems is to learn a representation that is useful for many tasks, a.k.a. representation learning. We study this strategy in the imitation learning setting for Markov decision processes (MDPs) where multiple expe rts trajectories are available. We formulate representation learning as a bi-level optimization problem where the outer optimization tries to learn the joint representation and the inner optimization encodes the imitation learning setup and tries to learn task-specific parameters. We instantiate this framework for the imitation learning settings of behavior cloning and observation-alone. Theoretically, we show using our framework that representation learning can provide sample complexity benefits for imitation learning in both settings. We also provide proof-of-concept experiments to verify our theory.
The study of first-order optimization algorithms (FOA) typically starts with assumptions on the objective functions, most commonly smoothness and strong convexity. These metrics are used to tune the hyperparameters of FOA. We introduce a class of per turbations quantified via a new norm, called *-norm. We show that adding a small perturbation to the objective function has an equivalently small impact on the behavior of any FOA, which suggests that it should have a minor impact on the tuning of the algorithm. However, we show that smoothness and strong convexity can be heavily impacted by arbitrarily small perturbations, leading to excessively conservative tunings and convergence issues. In view of these observations, we propose a notion of continuity of the metrics, which is essential for a robust tuning strategy. Since smoothness and strong convexity are not continuous, we propose a comprehensive study of existing alternative metrics which we prove to be continuous. We describe their mutual relations and provide their guaranteed convergence rates for the Gradient Descent algorithm accordingly tuned. Finally we discuss how our work impacts the theoretical understanding of FOA and their performances.

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