19,665 research outputs found
Bayesian filtering unifies adaptive and non-adaptive neural network optimization methods
We formulate the problem of neural network optimization as Bayesian
filtering, where the observations are the backpropagated gradients. While
neural network optimization has previously been studied using natural gradient
methods which are closely related to Bayesian inference, they were unable to
recover standard optimizers such as Adam and RMSprop with a root-mean-square
gradient normalizer, instead getting a mean-square normalizer. To recover the
root-mean-square normalizer, we find it necessary to account for the temporal
dynamics of all the other parameters as they are geing optimized. The resulting
optimizer, AdaBayes, adaptively transitions between SGD-like and Adam-like
behaviour, automatically recovers AdamW, a state of the art variant of Adam
with decoupled weight decay, and has generalisation performance competitive
with SGD
Tracking moving optima using Kalman-based predictions
The dynamic optimization problem concerns finding an optimum in a changing environment. In the field of evolutionary algorithms, this implies dealing with a timechanging fitness landscape. In this paper we compare different techniques for integrating motion information into an evolutionary algorithm, in the case it has to follow a time-changing optimum, under the assumption that the changes follow a nonrandom law. Such a law can be estimated in order to improve the optimum tracking capabilities of the algorithm. In particular, we will focus on first order dynamical laws to track moving objects. A vision-based tracking robotic application is used as testbed for experimental comparison
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