Multilevel Minimization for Deep Residual Networks

We present a new multilevel minimization framework for the training of deep residual networks (ResNets), which has the potential to significantly reduce training time and effort. Our framework is based on the dynamical system's viewpoint, which formulates a ResNet as the discretization of an initial value problem. The training process is then formulated as a time-dependent optimal control problem, which we discretize using different time-discretization parameters, eventually generating multilevel-hierarchy of auxiliary networks with different resolutions. The training of the original ResNet is then enhanced by training the auxiliary networks with reduced resolutions. By design, our framework is conveniently independent of the choice of the training strategy chosen on each level of the multilevel hierarchy. By means of numerical examples, we analyze the convergence behavior of the proposed method and demonstrate its robustness. For our examples we employ a multilevel gradient-based methods. Comparisons with standard single level methods show a speedup of more than factor three while achieving the same validation accuracy

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