相关论文: Variance Reduction for Deep Q-Learning using Stoch…
Recent advances in deep reinforcement learning have achieved human-level performance on a variety of real-world applications. However, the current algorithms still suffer from poor gradient estimation with excessive variance, resulting in…
Stochastic Variance Reduced Gradient (SVRG), introduced by Johnson & Zhang (2013), is a theoretically compelling optimization method. However, as Defazio & Bottou (2019) highlight, its effectiveness in deep learning is yet to be proven. In…
Stochastic gradient descent (SGD) is a standard optimization method to minimize a training error with respect to network parameters in modern neural network learning. However, it typically suffers from proliferation of saddle points in the…
Instability and variability of Deep Reinforcement Learning (DRL) algorithms tend to adversely affect their performance. Averaged-DQN is a simple extension to the DQN algorithm, based on averaging previously learned Q-values estimates, which…
We present and analyze several strategies for improving the performance of stochastic variance-reduced gradient (SVRG) methods. We first show that the convergence rate of these methods can be preserved under a decreasing sequence of errors…
Low-bit deep neural networks (DNNs) become critical for embedded applications due to their low storage requirement and computing efficiency. However, they suffer much from the non-negligible accuracy drop. This paper proposes the stochastic…
Deep Reinforcement Learning (RL) has considerably advanced over the past decade. At the same time, state-of-the-art RL algorithms require a large computational budget in terms of training time to converge. Recent work has started to…
Stochastic gradient descent (SGD), which updates the model parameters by adding a local gradient times a learning rate at each step, is widely used in model training of machine learning algorithms such as neural networks. It is observed…
Existing convergence analyses of Q-learning mostly focus on the vanilla stochastic gradient descent (SGD) type of updates. Despite the Adaptive Moment Estimation (Adam) has been commonly used for practical Q-learning algorithms, there has…
Stochastic gradient descent is the method of choice for large-scale machine learning problems, by virtue of its light complexity per iteration. However, it lags behind its non-stochastic counterparts with respect to the convergence rate,…
We study optimization algorithms based on variance reduction for stochastic gradient descent (SGD). Remarkable recent progress has been made in this direction through development of algorithms like SAG, SVRG, SAGA. These algorithms have…
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…
In this paper, we propose a novel reinforcement- learning algorithm consisting in a stochastic variance-reduced version of policy gradient for solving Markov Decision Processes (MDPs). Stochastic variance-reduced gradient (SVRG) methods…
When training a machine learning model with observational data, it is often encountered that some values are systemically missing. Learning from the incomplete data in which the missingness depends on some covariates may lead to biased…
Stochastic Gradient Descent (SGD) is a workhorse in machine learning, yet its slow convergence can be a computational bottleneck. Variance reduction techniques such as SAG, SVRG and SAGA have been proposed to overcome this weakness,…
Variance reduction (VR) methods employ stochastic gradients with decreasing variance, and they have been widely applied to solve large-scale optimization problems in machine learning because of their efficiency. Existing theoretical studies…
In decentralized learning, a network of nodes cooperate to minimize an overall objective function that is usually the finite-sum of their local objectives, and incorporates a non-smooth regularization term for the better generalization…
Stochastic gradient algorithms are the main focus of large-scale optimization problems and led to important successes in the recent advancement of the deep learning algorithms. The convergence of SGD depends on the careful choice of…
Stochastic gradient descent updates parameters with summation gradient computed from a random data batch. This summation will lead to unbalanced training process if the data we obtained is unbalanced. To address this issue, this paper takes…
Stochastic first-order methods for empirical risk minimization employ gradient approximations based on sampled data in lieu of exact gradients. Such constructions introduce noise into the learning dynamics, which can be corrected through…