Related papers: Training Neural Networks with Stochastic Hessian-F…
We propose to address the issue of sample efficiency, in Deep Convolutional Neural Networks (DCNN), with a semi-supervised training strategy that combines Hebbian learning with gradient descent: all internal layers (both convolutional and…
To understand the dynamics of optimization in deep neural networks, we develop a tool to study the evolution of the entire Hessian spectrum throughout the optimization process. Using this, we study a number of hypotheses concerning…
The Hessian-vector product has been utilized to find a second-order stationary solution with strong complexity guarantee (e.g., almost linear time complexity in the problem's dimensionality). In this paper, we propose to further reduce the…
Stochastic gradient descent algorithms for training linear and kernel predictors are gaining more and more importance, thanks to their scalability. While various methods have been proposed to speed up their convergence, the model selection…
First-order stochastic methods for solving large-scale non-convex optimization problems are widely used in many big-data applications, e.g. training deep neural networks as well as other complex and potentially non-convex machine learning…
Stochastic Gradient Descent (SGD) methods are prominent for training machine learning and deep learning models. The performance of these techniques depends on their hyperparameter tuning over time and varies for different models and…
The Hessian of neural networks can be decomposed into a sum of two matrices: (i) the positive semidefinite generalized Gauss-Newton matrix G, and (ii) the matrix H containing negative eigenvalues. We observe that for wider networks,…
Deep neural networks are usually trained with stochastic gradient descent (SGD), which minimizes objective function using very rough approximations of gradient, only averaging to the real gradient. Standard approaches like momentum or ADAM…
Stochastic gradient algorithms have been the main focus of large-scale learning problems and they led to important successes in machine learning. The convergence of SGD depends on the careful choice of learning rate and the amount of the…
While stochastic gradient descent (SGD) and variants have been surprisingly successful for training deep nets, several aspects of the optimization dynamics and generalization are still not well understood. In this paper, we present new…
Gradient-based optimization drives the unprecedented performance of modern deep neural network models across diverse applications. Adaptive algorithms have accelerated neural network training due to their rapid convergence rates; however,…
When training Convolutional Neural Networks (CNNs) there is a large emphasis on creating efficient optimization algorithms and highly accurate networks. The state-of-the-art method of optimizing the networks is done by using gradient…
Stochastic gradient descent (SGD) forms the core optimization method for deep neural networks. While some theoretical progress has been made, it still remains unclear why SGD leads the learning dynamics in overparameterized networks to…
Deep neural networks (DNN) are typically optimized using stochastic gradient descent (SGD). However, the estimation of the gradient using stochastic samples tends to be noisy and unreliable, resulting in large gradient variance and bad…
We study online inference and asymptotic covariance estimation for the stochastic gradient descent (SGD) algorithm. While classical methods (such as plug-in and batch-means estimators) are available, they either require inaccessible…
The performance of policy gradient methods is sensitive to hyperparameter settings that must be tuned for any new application. Widely used grid search methods for tuning hyperparameters are sample inefficient and computationally expensive.…
We propose an algorithm for the adaptation of the learning rate for stochastic gradient descent (SGD) that avoids the need for validation set use. The idea for the adaptiveness comes from the technique of extrapolation: to get an estimate…
Bilevel optimization has arisen as a powerful tool in modern machine learning. However, due to the nested structure of bilevel optimization, even gradient-based methods require second-order derivative approximations via Jacobian- or/and…
This report investigates the fitting of the Hessian or its inverse for stochastic optimizations using a Hessian fitting criterion derived from the preconditioned stochastic gradient descent (PSGD) method. This criterion is closely related…
Progress in deep learning is slowed by the days or weeks it takes to train large models. The natural solution of using more hardware is limited by diminishing returns, and leads to inefficient use of additional resources. In this paper, we…