Debiasing Mini-Batch Quadratics for Applications in Deep Learning
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.
Code (0)
등록된 구현이 없습니다.
Tasks
Deep LearningUncertainty QuantificationMethods 이 논문이 사용한 방법론
Similar Papers 제목 키워드 기반
Is Local SGD Better than Minibatch SGD?
We study local SGD (also known as parallel SGD and federated averaging), a natural and frequently used stochastic distributed optimization method. Its theoretical foundations are currently lacking and we highlight how al…
Distributed Optimization(Accelerated) Noise-adaptive Stochastic Heavy-Ball Momentum
Stochastic heavy ball momentum (SHB) is commonly used to train machine learning models, and often provides empirical improvements over stochastic gradient descent. By primarily focusing on strongly-convex quadratics, we …
Perfect Parallelization in Mini-Batch SGD with Classical Momentum Acceleration
Accelerating stochastic gradient methods with classical momentum schemes, such as Polyak's heavy ball, has proven highly successful in training large-scale machine learning models, particularly when combined with the har…
Adam at the Edge of Stability: Adaptive Feedback, Provable Oscillation, and Gradient Reversal
The edge-of-stability (EoS) phenomenon of full-batch Adam has been widely observed, yet its underlying dynamical mechanism remains poorly understood. In this paper, we identify Adam's second-moment adaptation as a negati…
Online Debiasing for Adaptively Collected High-dimensional Data with Applications to Time Series Analysis
Adaptive collection of data is commonplace in applications throughout science and engineering. From the point of view of statistical inference however, adaptive data collection induces memory and correlation in the sampl…
Time SeriesTime Series Analysis