DeepOBS: A Deep Learning Optimizer Benchmark Suite

Because the choice and tuning of the optimizer affects the speed, and ultimately the performance of deep learning, there is significant past and recent research in this area. Yet, perhaps surprisingly, there is no generally agreed-upon protocol for the quantitative and reproducible evaluation of optimization strategies for deep learning. We suggest routines and benchmarks for stochastic optimization, with special focus on the unique aspects of deep learning, such as stochasticity, tunability and generalization. As the primary contribution, we present DeepOBS, a Python package of deep learning optimization benchmarks. The package addresses key challenges in the quantitative assessment of stochastic optimizers, and automates most steps of benchmarking. The library includes a wide and extensible set of ready-to-use realistic optimization problems, such as training Residual Networks for image classification on ImageNet or character-level language prediction models, as well as popular classics like MNIST and CIFAR-10. The package also provides realistic baseline results for the most popular optimizers on these test problems, ensuring a fair comparison to the competition when benchmarking new optimizers, and without having to run costly experiments. It comes with output back-ends that directly produce LaTeX code for inclusion in academic publications. It supports TensorFlow and is available open source.Comment: Accepted at ICLR 2019. 9 pages, 3 figures, 2 table

On Resource Allocation in Fading Multiple Access Channels - An Efficient Approximate Projection Approach

We consider the problem of rate and power allocation in a multiple-access channel. Our objective is to obtain rate and power allocation policies that maximize a general concave utility function of average transmission rates on the information theoretic capacity region of the multiple-access channel. Our policies does not require queue-length information. We consider several different scenarios. First, we address the utility maximization problem in a nonfading channel to obtain the optimal operating rates, and present an iterative gradient projection algorithm that uses approximate projection. By exploiting the polymatroid structure of the capacity region, we show that the approximate projection can be implemented in time polynomial in the number of users. Second, we consider resource allocation in a fading channel. Optimal rate and power allocation policies are presented for the case that power control is possible and channel statistics are available. For the case that transmission power is fixed and channel statistics are unknown, we propose a greedy rate allocation policy and provide bounds on the performance difference of this policy and the optimal policy in terms of channel variations and structure of the utility function. We present numerical results that demonstrate superior convergence rate performance for the greedy policy compared to queue-length based policies. In order to reduce the computational complexity of the greedy policy, we present approximate rate allocation policies which track the greedy policy within a certain neighborhood that is characterized in terms of the speed of fading.Comment: 32 pages, Submitted to IEEE Trans. on Information Theor

Power System Parameters Forecasting Using Hilbert-Huang Transform and Machine Learning

A novel hybrid data-driven approach is developed for forecasting power system parameters with the goal of increasing the efficiency of short-term forecasting studies for non-stationary time-series. The proposed approach is based on mode decomposition and a feature analysis of initial retrospective data using the Hilbert-Huang transform and machine learning algorithms. The random forests and gradient boosting trees learning techniques were examined. The decision tree techniques were used to rank the importance of variables employed in the forecasting models. The Mean Decrease Gini index is employed as an impurity function. The resulting hybrid forecasting models employ the radial basis function neural network and support vector regression. Apart from introduction and references the paper is organized as follows. The section 2 presents the background and the review of several approaches for short-term forecasting of power system parameters. In the third section a hybrid machine learning-based algorithm using Hilbert-Huang transform is developed for short-term forecasting of power system parameters. Fourth section describes the decision tree learning algorithms used for the issue of variables importance. Finally in section six the experimental results in the following electric power problems are presented: active power flow forecasting, electricity price forecasting and for the wind speed and direction forecasting