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Debiasing Mini-Batch Quadratics for Applications in Deep Learning

2024-10-18 · Lukas Tatzel, Bálint Mucsányi, Osane Hackel, Philipp Hennig

Quadratic approximations form a fundamental building block of machine learning methods. E.g., second-order optimizers try to find the Newton step into the minimum of a local quadratic proxy to the objective function; and the second-order approximation of a network's loss function can be used to quantify the uncertainty of its outputs via the Laplace approximation. When computations on the entire training set are intractable - typical for deep learning - the relevant quantities are computed on mini-batches. This, however, distorts and biases the shape of the associated stochastic quadratic approximations in an intricate way with detrimental effects on applications. In this paper, we (i) show that this bias introduces a systematic error, (ii) provide a theoretical explanation for it, (iii) explain its relevance for second-order optimization and uncertainty quantification via the Laplace approximation in deep learning, and (iv) develop and evaluate debiasing strategies.

📄 PDF Abstract BibTeX arXiv:2410.14325

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Deep LearningUncertainty Quantification

Methods 이 논문이 사용한 방법론

SET Dynamic Sparse Training method where weight mask is updated randomly periodically

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