11,562 research outputs found
Ensemble Kalman Inversion: A Derivative-Free Technique For Machine Learning Tasks
The standard probabilistic perspective on machine learning gives rise to
empirical risk-minimization tasks that are frequently solved by stochastic
gradient descent (SGD) and variants thereof. We present a formulation of these
tasks as classical inverse or filtering problems and, furthermore, we propose
an efficient, gradient-free algorithm for finding a solution to these problems
using ensemble Kalman inversion (EKI). Applications of our approach include
offline and online supervised learning with deep neural networks, as well as
graph-based semi-supervised learning. The essence of the EKI procedure is an
ensemble based approximate gradient descent in which derivatives are replaced
by differences from within the ensemble. We suggest several modifications to
the basic method, derived from empirically successful heuristics developed in
the context of SGD. Numerical results demonstrate wide applicability and
robustness of the proposed algorithm.Comment: 41 pages, 14 figure
Small steps and giant leaps: Minimal Newton solvers for Deep Learning
We propose a fast second-order method that can be used as a drop-in
replacement for current deep learning solvers. Compared to stochastic gradient
descent (SGD), it only requires two additional forward-mode automatic
differentiation operations per iteration, which has a computational cost
comparable to two standard forward passes and is easy to implement. Our method
addresses long-standing issues with current second-order solvers, which invert
an approximate Hessian matrix every iteration exactly or by conjugate-gradient
methods, a procedure that is both costly and sensitive to noise. Instead, we
propose to keep a single estimate of the gradient projected by the inverse
Hessian matrix, and update it once per iteration. This estimate has the same
size and is similar to the momentum variable that is commonly used in SGD. No
estimate of the Hessian is maintained. We first validate our method, called
CurveBall, on small problems with known closed-form solutions (noisy Rosenbrock
function and degenerate 2-layer linear networks), where current deep learning
solvers seem to struggle. We then train several large models on CIFAR and
ImageNet, including ResNet and VGG-f networks, where we demonstrate faster
convergence with no hyperparameter tuning. Code is available
Recurrent backpropagation and the dynamical approach to adaptive neural computation
Error backpropagation in feedforward neural network models is a popular learning algorithm that has its roots in nonlinear estimation and optimization. It is being used routinely to calculate error gradients in nonlinear systems with hundreds of thousands of parameters. However, the classical architecture for backpropagation has severe restrictions. The extension of backpropagation to networks with recurrent connections will be reviewed. It is now possible to efficiently compute the error gradients for networks that have temporal dynamics, which opens applications to a host of problems in systems identification and control
Characterizing Evaporation Ducts Within the Marine Atmospheric Boundary Layer Using Artificial Neural Networks
We apply a multilayer perceptron machine learning (ML) regression approach to
infer electromagnetic (EM) duct heights within the marine atmospheric boundary
layer (MABL) using sparsely sampled EM propagation data obtained within a
bistatic context. This paper explains the rationale behind the selection of the
ML network architecture, along with other model hyperparameters, in an effort
to demystify the process of arriving at a useful ML model. The resulting speed
of our ML predictions of EM duct heights, using sparse data measurements within
MABL, indicates the suitability of the proposed method for real-time
applications.Comment: 13 pages, 7 figure
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