548,694 research outputs found
Barrier Frank-Wolfe for Marginal Inference
We introduce a globally-convergent algorithm for optimizing the
tree-reweighted (TRW) variational objective over the marginal polytope. The
algorithm is based on the conditional gradient method (Frank-Wolfe) and moves
pseudomarginals within the marginal polytope through repeated maximum a
posteriori (MAP) calls. This modular structure enables us to leverage black-box
MAP solvers (both exact and approximate) for variational inference, and obtains
more accurate results than tree-reweighted algorithms that optimize over the
local consistency relaxation. Theoretically, we bound the sub-optimality for
the proposed algorithm despite the TRW objective having unbounded gradients at
the boundary of the marginal polytope. Empirically, we demonstrate the
increased quality of results found by tightening the relaxation over the
marginal polytope as well as the spanning tree polytope on synthetic and
real-world instances.Comment: 25 pages, 12 figures, To appear in Neural Information Processing
Systems (NIPS) 2015, Corrected reference and cleaned up bibliograph
Variance Reduced Stochastic Gradient Descent with Neighbors
Stochastic Gradient Descent (SGD) is a workhorse in machine learning, yet its
slow convergence can be a computational bottleneck. Variance reduction
techniques such as SAG, SVRG and SAGA have been proposed to overcome this
weakness, achieving linear convergence. However, these methods are either based
on computations of full gradients at pivot points, or on keeping per data point
corrections in memory. Therefore speed-ups relative to SGD may need a minimal
number of epochs in order to materialize. This paper investigates algorithms
that can exploit neighborhood structure in the training data to share and
re-use information about past stochastic gradients across data points, which
offers advantages in the transient optimization phase. As a side-product we
provide a unified convergence analysis for a family of variance reduction
algorithms, which we call memorization algorithms. We provide experimental
results supporting our theory.Comment: Appears in: Advances in Neural Information Processing Systems 28
(NIPS 2015). 13 page
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