我们使用高斯过程扰动模型在高维二次上的真实和批量风险表面之间的高斯过程扰动模型分析和解释迭代平均的泛化性能。我们从我们的理论结果中获得了三个现象\姓名:}(1)将迭代平均值(ia)与大型学习率和正则化进行了改进的正规化的重要性。 (2)对较少频繁平均的理由。 (3)我们预计自适应梯度方法同样地工作,或者更好,而不是其非自适应对应物的迭代平均值。灵感来自这些结果\姓据{,一起与}对迭代解决方案多样性的适当正则化的重要性,我们提出了两个具有迭代平均的自适应算法。与随机梯度下降(SGD)相比,这些结果具有明显更好的结果,需要较少调谐并且不需要早期停止或验证设定监视。我们在各种现代和古典网络架构上展示了我们对CiFar-10/100,Imagenet和Penn TreeBank数据集的方法的疗效。
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我们研究了使用尖刺,现场依赖的随机矩阵理论研究迷你批次对深神经网络损失景观的影响。我们表明,批量黑森州的极值值的大小大于经验丰富的黑森州。我们还获得了类似的结果对Hessian的概括高斯牛顿矩阵近似。由于我们的定理,我们推导出作为批量大小的最大学习速率的分析表达式,为随机梯度下降(线性缩放)和自适应算法(例如ADAM(Square Root Scaling)提供了通知实际培训方案,例如光滑,非凸深神经网络。虽然随机梯度下降的线性缩放是在我们概括的更多限制性条件下导出的,但是适应优化者的平方根缩放规则是我们的知识,完全小说。随机二阶方法和自适应方法的百分比,我们得出了最小阻尼系数与学习率与批量尺寸的比率成比例。我们在Cifar-$ 100 $和ImageNet数据集上验证了我们的VGG / WimerEsnet架构上的索赔。根据我们对象检的调查,我们基于飞行学习率和动量学习者开发了一个随机兰齐齐竞争,这避免了对这些关键的超参数进行昂贵的多重评估的需求,并在预残留的情况下显示出良好的初步结果Cifar的architecure - $ 100 $。
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The vast majority of successful deep neural networks are trained using variants of stochastic gradient descent (SGD) algorithms. Recent attempts to improve SGD can be broadly categorized into two approaches: (1) adaptive learning rate schemes, such as AdaGrad and Adam, and (2) accelerated schemes, such as heavy-ball and Nesterov momentum. In this paper, we propose a new optimization algorithm, Lookahead, that is orthogonal to these previous approaches and iteratively updates two sets of weights. Intuitively, the algorithm chooses a search direction by looking ahead at the sequence of "fast weights" generated by another optimizer. We show that Lookahead improves the learning stability and lowers the variance of its inner optimizer with negligible computation and memory cost. We empirically demonstrate Lookahead can significantly improve the performance of SGD and Adam, even with their default hyperparameter settings on ImageNet, CIFAR-10/100, neural machine translation, and Penn Treebank.
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学习率调度程序已在培训深层神经网络中广泛采用。尽管它们的实际重要性,但其实践与理论分析之间存在差异。例如,即使是出于优化二次目标等简单问题,也不知道哪些SGD的时间表达到了最佳收敛性。在本文中,我们提出了本特征库,这是第一个可以在二次目标上获得最小值最佳收敛速率(最多达到常数)的最佳最佳收敛速率(最多达到常数),当时基础Hessian矩阵的特征值分布偏好。这种情况在实践中很普遍。实验结果表明,在CIFAR-10上的图像分类任务中,特征库可以显着超过阶跃衰减,尤其是当时期数量较小时。此外,该理论激发了两个简单的学习率调度程序,用于实用应用程序,可以近似特征。对于某些问题,提议的调度程序的最佳形状类似于余弦衰减的最佳形状,这阐明了余弦衰减在这种情况下的成功。对于其他情况,建议的调度程序优于余弦衰减。
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本文评价用机器学习问题的数值优化方法。由于机器学习模型是高度参数化的,我们专注于适合高维优化的方法。我们在二次模型上构建直觉,以确定哪种方法适用于非凸优化,并在凸函数上开发用于这种方法的凸起函数。随着随机梯度下降和动量方法的这种理论基础,我们试图解释为什么机器学习领域通常使用的方法非常成功。除了解释成功的启发式之外,最后一章还提供了对更多理论方法的广泛审查,这在实践中并不像惯例。所以在某些情况下,这项工作试图回答这个问题:为什么默认值中包含的默认TensorFlow优化器?
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We propose SWA-Gaussian (SWAG), a simple, scalable, and general purpose approach for uncertainty representation and calibration in deep learning. Stochastic Weight Averaging (SWA), which computes the first moment of stochastic gradient descent (SGD) iterates with a modified learning rate schedule, has recently been shown to improve generalization in deep learning. With SWAG, we fit a Gaussian using the SWA solution as the first moment and a low rank plus diagonal covariance also derived from the SGD iterates, forming an approximate posterior distribution over neural network weights; we then sample from this Gaussian distribution to perform Bayesian model averaging. We empirically find that SWAG approximates the shape of the true posterior, in accordance with results describing the stationary distribution of SGD iterates. Moreover, we demonstrate that SWAG performs well on a wide variety of tasks, including out of sample detection, calibration, and transfer learning, in comparison to many popular alternatives including MC dropout, KFAC Laplace, SGLD, and temperature scaling.
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众所周知,随机梯度噪声(SGN)是深度学习的隐式正则化,对于深层网络的优化和概括至关重要。一些作品试图通过注入随机噪声来改善深度学习来人为地模拟SGN。但是,事实证明,注入的简单随机噪声不能像sgn一样工作,而sgn是各向异性和参数依赖性的。为了以低计算成本模拟SGN,并且在不更改学习率或批处理大小的情况下,我们提出了正面的动量(PNM)方法,这是经典优化器中常规动量的强大替代方法。引入的PNM方法维持两个近似独立的动量项。然后,我们可以通过调整动量差异来明确控制SGN的大小。从理论上讲,我们证明了PNM比随机梯度下降(SGD)的收敛保证和概括优势。通过将PNM与动量和Adam合并到两个常规优化器SGD中,我们的广泛实验在经验上验证了基于PNM的变体的显着优势,而不是相应的常规动量基于动量的优化器。
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清晰度感知最小化(SAM)是一种最近的训练方法,它依赖于最严重的重量扰动,可显着改善各种环境中的概括。我们认为,基于pac-bayes概括结合的SAM成功的现有理由,而收敛到平面最小值的想法是不完整的。此外,没有解释说在SAM中使用$ m $ sharpness的成功,这对于概括而言至关重要。为了更好地理解SAM的这一方面,我们理论上分析了其对角线性网络的隐式偏差。我们证明,SAM总是选择一种比标准梯度下降更好的解决方案,用于某些类别的问题,并且通过使用$ m $ -sharpness可以放大这种效果。我们进一步研究了隐性偏见在非线性网络上的特性,在经验上,我们表明使用SAM进行微调的标准模型可以导致显着的概括改进。最后,当与随机梯度一起使用时,我们为非凸目标提供了SAM的收敛结果。我们从经验上说明了深层网络的这些结果,并讨论了它们与SAM的概括行为的关系。我们的实验代码可在https://github.com/tml-epfl/understanding-sam上获得。
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引入了归一化层(例如,批处理归一化,层归一化),以帮助在非常深的网中获得优化困难,但它们显然也有助于概括,即使在不太深入的网中也是如此。由于长期以来的信念,即最小的最小值导致更好的概括,本文提供了数学分析和支持实验,这表明归一化(与伴随的重量赛一起)鼓励GD降低损失表面的清晰度。鉴于损失是标准不变的,这是标准化的已知结果,因此仔细地定义了“清晰度”。具体而言,对于具有归一化的相当广泛的神经网类,我们的理论解释了有限学习率的GD如何进入所谓的稳定边缘(EOS)制度,并通过连续的清晰度来表征GD的轨迹 - 还原流。
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Training large neural networks requires distributing learning across multiple workers, where the cost of communicating gradients can be a significant bottleneck. SIGNSGD alleviates this problem by transmitting just the sign of each minibatch stochastic gradient. We prove that it can get the best of both worlds: compressed gradients and SGD-level convergence rate. The relative 1 / 2 geometry of gradients, noise and curvature informs whether SIGNSGD or SGD is theoretically better suited to a particular problem. On the practical side we find that the momentum counterpart of SIGNSGD is able to match the accuracy and convergence speed of ADAM on deep Imagenet models. We extend our theory to the distributed setting, where the parameter server uses majority vote to aggregate gradient signs from each worker enabling 1-bit compression of worker-server communication in both directions. Using a theorem by Gauss (1823) we prove that majority vote can achieve the same reduction in variance as full precision distributed SGD. Thus, there is great promise for sign-based optimisation schemes to achieve fast communication and fast convergence. Code to reproduce experiments is to be found at https://github.com/jxbz/signSGD.
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二阶优化器被认为具有加快神经网络训练的潜力,但是由于曲率矩阵的尺寸巨大,它们通常需要近似值才能计算。最成功的近似家庭是Kronecker因块状曲率估计值(KFAC)。在这里,我们结合了先前工作的工具,以评估确切的二阶更新和仔细消融以建立令人惊讶的结果:由于其近似值,KFAC与二阶更新无关,尤其是,它极大地胜过真实的第二阶段更新。订单更新。这一挑战广泛地相信,并立即提出了为什么KFAC表现如此出色的问题。为了回答这个问题,我们提出了强烈的证据,表明KFAC近似于一阶算法,该算法在神经元上执行梯度下降而不是权重。最后,我们表明,这种优化器通常会在计算成本和数据效率方面改善KFAC。
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In today's heavily overparameterized models, the value of the training loss provides few guarantees on model generalization ability. Indeed, optimizing only the training loss value, as is commonly done, can easily lead to suboptimal model quality. Motivated by prior work connecting the geometry of the loss landscape and generalization, we introduce a novel, effective procedure for instead simultaneously minimizing loss value and loss sharpness. In particular, our procedure, Sharpness-Aware Minimization (SAM), seeks parameters that lie in neighborhoods having uniformly low loss; this formulation results in a minmax optimization problem on which gradient descent can be performed efficiently. We present empirical results showing that SAM improves model generalization across a variety of benchmark datasets (e.g., CIFAR-{10, 100}, Ima-geNet, finetuning tasks) and models, yielding novel state-of-the-art performance for several. Additionally, we find that SAM natively provides robustness to label noise on par with that provided by state-of-the-art procedures that specifically target learning with noisy labels. We open source our code at https: //github.com/google-research/sam. * Work done as part of the Google AI Residency program.
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This paper proposes a new optimization algorithm called Entropy-SGD for training deep neural networks that is motivated by the local geometry of the energy landscape. Local extrema with low generalization error have a large proportion of almost-zero eigenvalues in the Hessian with very few positive or negative eigenvalues. We leverage upon this observation to construct a local-entropy-based objective function that favors well-generalizable solutions lying in large flat regions of the energy landscape, while avoiding poorly-generalizable solutions located in the sharp valleys. Conceptually, our algorithm resembles two nested loops of SGD where we use Langevin dynamics in the inner loop to compute the gradient of the local entropy before each update of the weights. We show that the new objective has a smoother energy landscape and show improved generalization over SGD using uniform stability, under certain assumptions. Our experiments on convolutional and recurrent networks demonstrate that Entropy-SGD compares favorably to state-of-the-art techniques in terms of generalization error and training time.
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深度学习在广泛的AI应用方面取得了有希望的结果。较大的数据集和模型一致地产生更好的性能。但是,我们一般花费更长的培训时间,以更多的计算和沟通。在本调查中,我们的目标是在模型精度和模型效率方面提供关于大规模深度学习优化的清晰草图。我们调查最常用于优化的算法,详细阐述了大批量培训中出现的泛化差距的可辩论主题,并审查了解决通信开销并减少内存足迹的SOTA策略。
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本文考虑了深神经网络中随机矩阵普遍性的几个方面。在最近的实验工作中,我们使用与局部统计相关的随机矩阵的普遍特性,以基于其Hessians的现实模型来获得对深神经网络的实际含义。特别是,我们得出了深度神经网络光谱中异常值的普遍方面,并证明了随机矩阵局部定律在流行的预处理梯度下降算法中的重要作用。我们还通过基于统计物理学和随机矩阵理论的工具的一般参数,对深度神经网络损失表面的见解。
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最近,随机梯度下降(SGD)及其变体已成为机器学习(ML)问题大规模优化的主要方法。已经提出了各种策略来调整步骤尺寸,从自适应步骤大小到启发式方法,以更改每次迭代中的步骤大小。此外,动力已被广泛用于ML任务以加速训练过程。然而,我们对它们的理论理解存在差距。在这项工作中,我们开始通过为一些启发式优化方法提供正式保证并提出改进的算法来缩小这一差距。首先,我们分析了凸面和非凸口设置的Adagrad(延迟Adagrad)步骤大小的广义版本,这表明这些步骤尺寸允许算法自动适应随机梯度的噪声水平。我们首次显示延迟Adagrad的足够条件,以确保梯度几乎融合到零。此外,我们对延迟的Adagrad及其在非凸面设置中的动量变体进行了高概率分析。其次,我们用指数级和余弦的步骤分析了SGD,在经验上取得了成功,但缺乏理论支持。我们在平滑和非凸的设置中为它们提供了最初的收敛保证,有或没有polyak-{\ l} ojasiewicz(pl)条件。我们还显示了它们在PL条件下适应噪声的良好特性。第三,我们研究动量方法的最后迭代。我们证明了SGD的最后一个迭代的凸设置中的第一个下限,并以恒定的动量。此外,我们研究了一类跟随基于领先的领导者的动量算法,并随着动量和收缩的更新而增加。我们表明,他们的最后一个迭代具有最佳的收敛性,用于无约束的凸随机优化问题。
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近期在应用于培训深度神经网络和数据分析中的其他优化问题中的非凸优化的优化算法的兴趣增加,我们概述了最近对非凸优化优化算法的全球性能保证的理论结果。我们从古典参数开始,显示一般非凸面问题无法在合理的时间内有效地解决。然后,我们提供了一个问题列表,可以通过利用问题的结构来有效地找到全球最小化器,因为可能的问题。处理非凸性的另一种方法是放宽目标,从找到全局最小,以找到静止点或局部最小值。对于该设置,我们首先为确定性一阶方法的收敛速率提出了已知结果,然后是最佳随机和随机梯度方案的一般理论分析,以及随机第一阶方法的概述。之后,我们讨论了非常一般的非凸面问题,例如最小化$ \ alpha $ -weakly-are-convex功能和满足Polyak-lojasiewicz条件的功能,这仍然允许获得一阶的理论融合保证方法。然后,我们考虑更高阶和零序/衍生物的方法及其收敛速率,以获得非凸优化问题。
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We propose an efficient method for approximating natural gradient descent in neural networks which we call Kronecker-factored Approximate Curvature (K-FAC). K-FAC is based on an efficiently invertible approximation of a neural network's Fisher information matrix which is neither diagonal nor low-rank, and in some cases is completely non-sparse. It is derived by approximating various large blocks of the Fisher (corresponding to entire layers) as being the Kronecker product of two much smaller matrices. While only several times more expensive to compute than the plain stochastic gradient, the updates produced by K-FAC make much more progress optimizing the objective, which results in an algorithm that can be much faster than stochastic gradient descent with momentum in practice. And unlike some previously proposed approximate natural-gradient/Newton methods which use high-quality non-diagonal curvature matrices (such as Hessian-free optimization), K-FAC works very well in highly stochastic optimization regimes. This is because the cost of storing and inverting K-FAC's approximation to the curvature matrix does not depend on the amount of data used to estimate it, which is a feature typically associated only with diagonal or low-rank approximations to the curvature matrix.
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机器学习模型的概括对数据,模型和学习算法具有复杂的依赖性。我们研究训练和测试性能,以及它们在不同数据集样本上的差异给出的概括差距,以理解其``典型''行为。我们得出了差距的表达式,作为模型之间协方差的函数参数分布和列车损耗以及平均测试性能的另一种表达,显示了测试概括仅取决于数据平均参数分布和数据平均损失。我们显示,对于大型模型参数分布,修改的概括差距为始终是非负的。通过进一步专门针对由随机梯度下降(SGD)产生的参数分布,以及一些近似值和建模考虑,我们能够预测有关通用差距和模型训练和测试性能如何变化为一个方面的一些方面SGD噪声的功能。我们基于RESNET体系结构对CIFAR10分类任务进行经验评估这些预测。
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Several recently proposed stochastic optimization methods that have been successfully used in training deep networks such as RMSPROP, ADAM, ADADELTA, NADAM are based on using gradient updates scaled by square roots of exponential moving averages of squared past gradients. In many applications, e.g. learning with large output spaces, it has been empirically observed that these algorithms fail to converge to an optimal solution (or a critical point in nonconvex settings). We show that one cause for such failures is the exponential moving average used in the algorithms. We provide an explicit example of a simple convex optimization setting where ADAM does not converge to the optimal solution, and describe the precise problems with the previous analysis of ADAM algorithm. Our analysis suggests that the convergence issues can be fixed by endowing such algorithms with "long-term memory" of past gradients, and propose new variants of the ADAM algorithm which not only fix the convergence issues but often also lead to improved empirical performance.
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