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A Robust Adaptive Stochastic Gradient Method for Deep Learning
Stochastic gradient algorithms are the main focus of large-scale optimization
problems and led to important successes in the recent advancement of the deep
learning algorithms. The convergence of SGD depends on the careful choice of
learning rate and the amount of the noise in stochastic estimates of the
gradients. In this paper, we propose an adaptive learning rate algorithm, which
utilizes stochastic curvature information of the loss function for
automatically tuning the learning rates. The information about the element-wise
curvature of the loss function is estimated from the local statistics of the
stochastic first order gradients. We further propose a new variance reduction
technique to speed up the convergence. In our experiments with deep neural
networks, we obtained better performance compared to the popular stochastic
gradient algorithms.Comment: IJCNN 2017 Accepted Paper, An extension of our paper, "ADASECANT:
Robust Adaptive Secant Method for Stochastic Gradient
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