ﻻ يوجد ملخص باللغة العربية
This paper proposes a new family of algorithms for training neural networks (NNs). These are based on recent developments in the field of non-convex optimization, going under the general name of successive convex approximation (SCA) techniques. The basic idea is to iteratively replace the original (non-convex, highly dimensional) learning problem with a sequence of (strongly convex) approximations, which are both accurate and simple to optimize. Differently from similar ideas (e.g., quasi-Newton algorithms), the approximations can be constructed using only first-order information of the neural network function, in a stochastic fashion, while exploiting the overall structure of the learning problem for a faster convergence. We discuss several use cases, based on different choices for the loss function (e.g., squared loss and cross-entropy loss), and for the regularization of the NNs weights. We experiment on several medium-sized benchmark problems, and on a large-scale dataset involving simulated physical data. The results show how the algorithm outperforms state-of-the-art techniques, providing faster convergence to a better minimum. Additionally, we show how the algorithm can be easily parallelized over multiple computational units without hindering its performance. In particular, each computational unit can optimize a tailored surrogate function defined on a randomly assigned subset of the input variables, whose dimension can be selected depending entirely on the available computational power.
The training of stochastic neural network models with binary ($pm1$) weights and activations via continuous surrogate networks is investigated. We derive new surrogates using a novel derivation based on writing the stochastic neural network as a Mark
Replica exchange Monte Carlo (reMC), also known as parallel tempering, is an important technique for accelerating the convergence of the conventional Markov Chain Monte Carlo (MCMC) algorithms. However, such a method requires the evaluation of the en
We study the supervised learning problem under either of the following two models: (1) Feature vectors ${boldsymbol x}_i$ are $d$-dimensional Gaussians and responses are $y_i = f_*({boldsymbol x}_i)$ for $f_*$ an unknown quadratic function; (2) Featu
The backpropagation algorithm has long been the canonical training method for neural networks. Modern paradigms are implicitly optimized for it, and numerous guidelines exist to ensure its proper use. Recently, synthetic gradients methods -where the
We propose a new neural sequence model training method in which the objective function is defined by $alpha$-divergence. We demonstrate that the objective function generalizes the maximum-likelihood (ML)-based and reinforcement learning (RL)-based ob