Adaptive Momentum for Neural Network Optimization

In this thesis, we develop a novel and efficient algorithm for optimizing neural networks inspired by a recently proposed geodesic optimization algorithm. Our algorithm, which we call Stochastic Geodesic Optimization (SGeO), utilizes an adaptive coefficient on top of Polyaks Heavy Ball method effectively controlling the amount of weight put on the previous update to the parameters based on the change of direction in the optimization path. Experimental results on strongly convex functions with Lipschitz gradients and deep Autoencoder benchmarks show that SGeO reaches lower errors than established first-order methods and competes well with lower or similar errors to a recent second-order method called K-FAC (Kronecker-Factored Approximate Curvature). We also incorporate Nesterov style lookahead gradient into our algorithm (SGeO-N) and observe notable improvements. We believe that our research will open up new directions for high-dimensional neural network optimization where combining the efficiency of first-order methods and the effectiveness of second-order methods proves a promising avenue to explore

Stochastic Training of Neural Networks via Successive Convex Approximations

This paper proposes a new family of algorithms for training neural networks (NNs). These are based on recent developments in the field of non-convex optimization, going under the general name of successive convex approximation (SCA) techniques. The basic idea is to iteratively replace the original (non-convex, highly dimensional) learning problem with a sequence of (strongly convex) approximations, which are both accurate and simple to optimize. Differently from similar ideas (e.g., quasi-Newton algorithms), the approximations can be constructed using only first-order information of the neural network function, in a stochastic fashion, while exploiting the overall structure of the learning problem for a faster convergence. We discuss several use cases, based on different choices for the loss function (e.g., squared loss and cross-entropy loss), and for the regularization of the NN's weights. We experiment on several medium-sized benchmark problems, and on a large-scale dataset involving simulated physical data. The results show how the algorithm outperforms state-of-the-art techniques, providing faster convergence to a better minimum. Additionally, we show how the algorithm can be easily parallelized over multiple computational units without hindering its performance. In particular, each computational unit can optimize a tailored surrogate function defined on a randomly assigned subset of the input variables, whose dimension can be selected depending entirely on the available computational power.Comment: Preprint submitted to IEEE Transactions on Neural Networks and Learning System

New acceleration technique for the backpropagation algorithm

Artificial neural networks have been studied for many years in the hope of achieving human like performance in the area of pattern recognition, speech synthesis and higher level of cognitive process. In the connectionist model there are several interconnected processing elements called the neurons that have limited processing capability. Even though the rate of information transmitted between these elements is limited, the complex interconnection and the cooperative interaction between these elements results in a vastly increased computing power; The neural network models are specified by an organized network topology of interconnected neurons. These networks have to be trained in order them to be used for a specific purpose. Backpropagation is one of the popular methods of training the neural networks. There has been a lot of improvement over the speed of convergence of standard backpropagation algorithm in the recent past. Herein we have presented a new technique for accelerating the existing backpropagation without modifying it. We have used the fourth order interpolation method for the dominant eigen values, by using these we change the slope of the activation function. And by doing so we increase the speed of convergence of the backpropagation algorithm; Our experiments have shown significant improvement in the convergence time for problems widely used in benchmarKing Three to ten fold decrease in convergence time is achieved. Convergence time decreases as the complexity of the problem increases. The technique adjusts the energy state of the system so as to escape from local minima

Model Accuracy and Runtime Tradeoff in Distributed Deep Learning:A Systematic Study

This paper presents Rudra, a parameter server based distributed computing framework tuned for training large-scale deep neural networks. Using variants of the asynchronous stochastic gradient descent algorithm we study the impact of synchronization protocol, stale gradient updates, minibatch size, learning rates, and number of learners on runtime performance and model accuracy. We introduce a new learning rate modulation strategy to counter the effect of stale gradients and propose a new synchronization protocol that can effectively bound the staleness in gradients, improve runtime performance and achieve good model accuracy. Our empirical investigation reveals a principled approach for distributed training of neural networks: the mini-batch size per learner should be reduced as more learners are added to the system to preserve the model accuracy. We validate this approach using commonly-used image classification benchmarks: CIFAR10 and ImageNet.Comment: Accepted by The IEEE International Conference on Data Mining 2016 (ICDM 2016