Momentum-based variance reduction in non-convex SGD

Variance reduction has emerged in recent years as a strong competitor to stochastic gradient descent in non-convex problems, providing the first algorithms to improve upon the converge rate of stochastic gradient descent for finding first-order critical points. However, variance reduction techniques typically require carefully tuned learning rates and willingness to use excessively large “mega-batches” in order to achieve their improved results. We present a new algorithm, Storm, that does not require any batches and makes use of adaptive learning rates, enabling simpler implementation and less hyperparameter tuning. Our technique for removing the batches uses a variant of momentum to achieve variance reduction in non-convex optimization. On smooth losses F, Storm finds a point x with E[k∇F(x)k] ≤ O(1 /√ T + σ^1/3 /T^1/3) in T iterations with σ^2 variance in the gradients, matching the optimal rate and without requiring knowledge of σ.https://arxiv.org/pdf/1905.10018.pdfPublished versio

Natural selection. II. Developmental variability and evolutionary rate

In classical evolutionary theory, genetic variation provides the source of heritable phenotypic variation on which natural selection acts. Against this classical view, several theories have emphasized that developmental variability and learning enhance nonheritable phenotypic variation, which in turn can accelerate evolutionary response. In this paper, I show how developmental variability alters evolutionary dynamics by smoothing the landscape that relates genotype to fitness. In a fitness landscape with multiple peaks and valleys, developmental variability can smooth the landscape to provide a directly increasing path of fitness to the highest peak. Developmental variability also allows initial survival of a genotype in response to novel or extreme environmental challenge, providing an opportunity for subsequent adaptation. This initial survival advantage arises from the way in which developmental variability smooths and broadens the fitness landscape. Ultimately, the synergism between developmental processes and genetic variation sets evolutionary rate