The Case for Full-Matrix Adaptive Regularization

Adaptive regularization methods come in diagonal and full-matrix variants. However, only the former have enjoyed widespread adoption in training large-scale deep models. This is due to the computational overhead of manipulating a full matrix in high dimension. In this paper, we show how to make full-matrix adaptive regularization practical and useful. We present GGT, a truly scalable full-matrix adaptive optimizer. At the heart of our algorithm is an efficient method for computing the inverse square root of a low-rank matrix. We show that GGT converges to first-order local minima, providing the first rigorous theoretical analysis of adaptive regularization in non-convex optimization. In preliminary experiments, GGT trains faster across a variety of synthetic tasks and standard deep learning benchmarks

Compressive Sensing Using Iterative Hard Thresholding with Low Precision Data Representation: Theory and Applications

Modern scientific instruments produce vast amounts of data, which can overwhelm the processing ability of computer systems. Lossy compression of data is an intriguing solution, but comes with its own drawbacks, such as potential signal loss, and the need for careful optimization of the compression ratio. In this work, we focus on a setting where this problem is especially acute: compressive sensing frameworks for interferometry and medical imaging. We ask the following question: can the precision of the data representation be lowered for all inputs, with recovery guarantees and practical performance? Our first contribution is a theoretical analysis of the normalized Iterative Hard Thresholding (IHT) algorithm when all input data, meaning both the measurement matrix and the observation vector are quantized aggressively. We present a variant of low precision normalized {IHT} that, under mild conditions, can still provide recovery guarantees. The second contribution is the application of our quantization framework to radio astronomy and magnetic resonance imaging. We show that lowering the precision of the data can significantly accelerate image recovery. We evaluate our approach on telescope data and samples of brain images using CPU and FPGA implementations achieving up to a 9x speed-up with negligible loss of recovery quality.Comment: 19 pages, 5 figures, 1 table, in IEEE Transactions on Signal Processin