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Efficient Meta Learning via Minibatch Proximal Update

We address the problem of meta-learning which learns a prior over hypothesis from a sample of meta-training tasks for fast adaptation on meta-testing tasks. A particularly simple yet successful paradigm for this research is model-agnostic meta-learning (MAML). Implementation and analysis of MAML, however, can be tricky; first-order approximation is usually adopted to avoid directly computing Hessian matrix but as a result the convergence and generalization guarantees remain largely mysterious for MAML. To remedy this deficiency, in this paper we propose a minibatch proximal update based meta-learning approach for learning to efficient hypothesis transfer. The principle is to learn a prior hypothesis shared across tasks such that the minibatch risk minimization biased regularized by this prior can quickly converge to the optimal hypothesis in each training task. The prior hypothesis training model can be efficiently optimized via SGD with provable convergence guarantees for both convex and non-convex problems. Moreover, we theoretically justify the benefit of the learnt prior hypothesis for fast adaptation to new few-shot learning tasks via minibatch proximal update. Experimental results on several few-shot regression and classification tasks demonstrate the advantages of our method over state-of-the-arts.

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