paper-with-me

Papers

SLIM-QN: A Stochastic, Light, Momentumized Quasi-Newton Optimizer for Deep Neural Networks

2021-09-29 · Yue Niu, Zalan Fabian, Sunwoo Lee, Mahdi Soltanolkotabi, Salman Avestimehr

We propose SLIM-QN, a light stochastic quasi-Newton optimizer for training large-scale deep neural networks (DNNs). SLIM-QN addresses two key barriers in existing second-order methods for large-scale DNNs: 1) the high computational cost of obtaining the Hessian matrix and its inverse in every iteration (e.g. KFAC); 2) convergence instability due to stochastic training (e.g. L-BFGS). To tackle the first challenge,SLIM-QN directly approximates the Hessian inverse using past parameters and gradients, without explicitly constructing the Hessian matrix and then computing its inverse. To achieve stable convergence, SLIM-QN introduces momentum in Hessian updates together with an adaptive damping mechanism. We provide rigorous theoretical results on the convergence of SLIM-QN in a stochastic setting. We also demonstrate that SLIM-QN has much less compute and memory overhead compared to existing second-order methods. To better understand the limitations and benefits of SLIM-QN, we evaluate its performance on various datasets and network architectures. For instance on large datasets such as ImageNet, we show that SLIM-QN achieves near optimal accuracy $1.5\times$ faster when compared with SGD ($1.36\times$ faster in wall-clock time) using the same compute resources. We also show that SLIM-QN can readily be applied to other contemporary non-convolutional architectures such as Transformers.

📄 PDF Abstract BibTeX

Code (0)

등록된 구현이 없습니다.

Tasks

Second-order methods

Methods 이 논문이 사용한 방법론

SGD Stochastic Gradient Descent is an iterative optimization technique that uses minibatches of data to form an expectation of the gradient, rather than the full gradient using…

Similar Papers 제목 키워드 기반

Stochastic Newton and Quasi-Newton Methods for Large Linear Least-squares Problems

2017-02-23 · Julianne Chung, Matthias Chung, J. Tanner Slagel, Luis Tenorio

We describe stochastic Newton and stochastic quasi-Newton approaches to efficiently solve large linear least-squares problems where the very large data sets present a significant computational burden (e.g., the size may …

IQN: An Incremental Quasi-Newton Method with Local Superlinear Convergence Rate

2017-02-02 · Aryan Mokhtari, Mark Eisen, Alejandro Ribeiro

The problem of minimizing an objective that can be written as the sum of a set of $n$ smooth and strongly convex functions is considered. The Incremental Quasi-Newton (IQN) method proposed here belongs to the family of s…

A Variance Reduced Stochastic Newton Method

2015-03-28 · Aurelien Lucchi, Brian McWilliams, Thomas Hofmann

Quasi-Newton methods are widely used in practise for convex loss minimization problems. These methods exhibit good empirical performance on a wide variety of tasks and enjoy super-linear convergence to the optimal soluti…

A Stochastic Variance Reduced Nesterov's Accelerated Quasi-Newton Method

2019-10-17 · Sota Yasuda, Shahrzad Mahboubi, S. Indrapriyadarsini, Hiroshi Ninomiya 외

Recently algorithms incorporating second order curvature information have become popular in training neural networks. The Nesterov's Accelerated Quasi-Newton (NAQ) method has shown to effectively accelerate the BFGS quas…

regression

A fast quasi-Newton-type method for large-scale stochastic optimisation

2018-09-29 · ICLR 2019 5 · Adrian Wills, Carl Jidling, Thomas Schon

During recent years there has been an increased interest in stochastic adaptations of limited memory quasi-Newton methods, which compared to pure gradient-based routines can improve the convergence by incorporating secon…

Vocal Bursts Type Prediction