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TAdam: A Robust Stochastic Gradient Optimizer

2020-02-29 · Wendyam Eric Lionel Ilboudo, Taisuke Kobayashi, Kenji Sugimoto

Machine learning algorithms aim to find patterns from observations, which may include some noise, especially in robotics domain. To perform well even with such noise, we expect them to be able to detect outliers and discard them when needed. We therefore propose a new stochastic gradient optimization method, whose robustness is directly built in the algorithm, using the robust student-t distribution as its core idea. Adam, the popular optimization method, is modified with our method and the resultant optimizer, so-called TAdam, is shown to effectively outperform Adam in terms of robustness against noise on diverse task, ranging from regression and classification to reinforcement learning problems. The implementation of our algorithm can be found at https://github.com/Mahoumaru/TAdam.git

📄 PDF Abstract BibTeX arXiv:2003.00179

Code (3)

Mahoumaru/TAdam 공식 구현 pytorch
Mahoumaru/t-momentum pytorch
frgfm/Holocron pytorch

Tasks

Reinforcement LearningReinforcement Learning (RL)

Methods 이 논문이 사용한 방법론

Adam 설명 없음

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