SGD with Partial Hessian for Deep Neural Networks Optimization
Due to the effectiveness of second-order algorithms in solving classical optimization problems, designing second-order optimizers to train deep neural networks (DNNs) has attracted much research interest in recent years. However, because of the very high dimension of intermediate features in DNNs, it is difficult to directly compute and store the Hessian matrix for network optimization. Most of the previous second-order methods approximate the Hessian information imprecisely, resulting in unstable performance. In this work, we propose a compound optimizer, which is a combination of a second-order optimizer with a precise partial Hessian matrix for updating channel-wise parameters and the first-order stochastic gradient descent (SGD) optimizer for updating the other parameters. We show that the associated Hessian matrices of channel-wise parameters are diagonal and can be extracted directly and precisely from Hessian-free methods. The proposed method, namely SGD with Partial Hessian (SGD-PH), inherits the advantages of both first-order and second-order optimizers. Compared with first-order optimizers, it adopts a certain amount of information from the Hessian matrix to assist optimization, while compared with the existing second-order optimizers, it keeps the good generalization performance of first-order optimizers. Experiments on image classification tasks demonstrate the effectiveness of our proposed optimizer SGD-PH. The code is publicly available at \url{https://github.com/myingysun/SGDPH}.
Code (1)
Tasks
image-classificationImage ClassificationSecond-order methodsMethods 이 논문이 사용한 방법론
Similar Papers 제목 키워드 기반
Nys-Newton: Nyström-Approximated Curvature for Stochastic Optimization
Second-order optimization methods are among the most widely used optimization approaches for convex optimization problems, and have recently been used to optimize non-convex optimization problems such as deep learning mo…
Stochastic OptimizationDistributed Continuous-Time Optimization with Uncertain Time-Varying Quadratic Cost Functions
This paper studies distributed continuous-time optimization for time-varying quadratic cost functions with uncertain parameters. We first propose a centralized adaptive optimization algorithm using partial information of…
Distributed OptimizationOn the Convergence Theory for Hessian-Free Bilevel Algorithms
Bilevel optimization has arisen as a powerful tool in modern machine learning. However, due to the nested structure of bilevel optimization, even gradient-based methods require second-order derivative approximations via …
Bilevel OptimizationMeta-LearningNeural networks-based backward scheme for fully nonlinear PDEs
We propose a numerical method for solving high dimensional fully nonlinear partial differential equations (PDEs). Our algorithm estimates simultaneously by backward time induction the solution and its gradient by multi-l…
Portfolio OptimizationStochastic Hessian Fittings with Lie Groups
This report investigates the fitting of Hessian or its inverse for stochastic optimizations using a Hessian fitting criterion derived from the preconditioned stochastic gradient descent (PSGD) method. This criterion is c…