Although deep learning has produced dazzling successes for applications of image, speech, and video processing in the past few years, most trainings are with suboptimal hyper-parameters, requiring unnecessarily long training times. Setting the hyper-parameters remains a black art that requires years of experience to acquire. This report proposes several efficient ways to set the hyper-parameters that significantly reduce training time and improves performance. Specifically, this report shows how to examine the training validation test loss function for subtle clues of underfitting and overfitting and suggests guidelines for moving toward the optimal balance point. Then it discusses how to increase decrease the learning rate momentum to speed up training. Our experiments show that it is crucial to balance every manner of regularization for each dataset and architecture. Weight decay is used as a sample regularizer to show how its optimal value is tightly coupled with the learning rates and momentums. Files to help replicate the results reported here are available.
There also exist approaches to learn optimal hyper-parameters by differentiating the gradient with respect to the hyper-parameters (for example see @cite_4 ). The approach in this report is simpler for the practitioner to perform. @PARASPLIT
@cite_4
1868018859 2963233958 2166107799 2198630576 1570413585 1970789124 2130801532 2286376758 2964029277 2323401846 2146722014 2655474054 2128035438 2270245739 2198227614 2094248329 2067448964 2751836095 2106411961 2598232788
Tuning hyperparameters of learning algorithms is hard because gradients are usually unavailable. We compute exact gradients of cross-validation performance with respect to all hyperparameters by chaining derivatives backwards through the entire training procedure. These gradients allow us to optimize thousands of hyperparameters, including step-size and momentum schedules, weight initialization distributions, richly parameterized regularization schemes, and neural network architectures. We compute hyperparameter gradients by exactly reversing the dynamics of stochastic gradient descent with momentum. Tuning hyperparameters of learning algorithms is hard because gradients are usually unavailable. We compute exact gradients of cross-validation performance with respect to all hyperparameters by chaining derivatives backwards through the entire training procedure. These gradients allow us to optimize thousands of hyperparameters, including step-size and momentum schedules, weight initialization distributions, richly parameterized regularization schemes, and neural network architectures. We compute hyperparameter gradients by exactly reversing the dynamics of stochastic gradient descent with momentum. Many machine learning algorithms can be formulated as the minimization of a training criterion that involves a hyperparameter. This hyperparameter is usually chosen by trial and error with a model selection criterion. In this article we present a methodology to optimize several hyperparameters, based on the computation of the gradient of a model selection criterion with respect to the hyperparameters. In the case of a quadratic training criterion, the gradient of the selection criterion with respect to the hyperparameters is efficiently computed by backpropagating through a Cholesky decomposition. In the more general case, we show that the implicit function theorem can be used to derive a formula for the hyperparameter gradient involving second derivatives of the training criterion. We consider a bilevel optimization approach for parameter learning in nonsmooth variational models. Existing approaches solve this problem by applying implicit differentiation to a sufficiently smooth approximation of the nondifferentiable lower level problem. We propose an alternative method based on differentiating the iterations of a nonlinear primal–dual algorithm. Our method computes exact (sub)gradients and can be applied also in the nonsmooth setting. We show preliminary results for the case of multi-label image segmentation. We describe a general framework for online adaptation of optimization hyperparameters by hot swapping' their values during learning. We investigate this approach in the context of adaptive learning rate selection using an explore-exploit strategy from the multi-armed bandit literature. Experiments on a benchmark neural network show that the hot swapping approach leads to consistently better solutions compared to well-known alternatives such as AdaDelta and stochastic gradient with exhaustive hyperparameter search. When a parameter space has a certain underlying structure, the ordinary gradient of a function does not represent its steepest direction, but the natural gradient does. Information geometry is used for calculating the natural gradients in the parameter space of perceptrons, the space of matrices (for blind source separation), and the space of linear dynamical systems (for blind source deconvolution). The dynamical behavior of natural gradient online learning is analyzed and is proved to be Fisher efficient, implying that it has asymptotically the same performance as the optimal batch estimation of parameters. This suggests that the plateau phenomenon, which appears in the backpropagation learning algorithm of multilayer perceptrons, might disappear or might not be so serious when the natural gradient is used. An adaptive method of updating the learning rate is proposed and analyzed. We provide a natural gradient method that represents the steepest descent direction based on the underlying structure of the parameter space. Although gradient methods cannot make large changes in the values of the parameters, we show that the natural gradient is moving toward choosing a greedy optimal action rather than just a better action. These greedy optimal actions are those that would be chosen under one improvement step of policy iteration with approximate, compatible value functions, as defined by [9]. We then show drastic performance improvements in simple MDPs and in the more challenging MDP of Tetris. Hyperparameter selection generally relies on running multiple full training trials, with selection based on validation set performance. We propose a gradient-based approach for locally adjusting hyperparameters during training of the model. Hyperparameters are adjusted so as to make the model parameter gradients, and hence updates, more advantageous for the validation cost. We explore the approach for tuning regularization hyperparameters and find that in experiments on MNIST, SVHN and CIFAR-10, the resulting regularization levels are within the optimal regions. The additional computational cost depends on how frequently the hyperparameters are trained, but the tested scheme adds only 30 computational overhead regardless of the model size. Since the method is significantly less computationally demanding compared to similar gradient-based approaches to hyperparameter optimization, and consistently finds good hyperparameter values, it can be a useful tool for training neural network models. Hyperparameter selection generally relies on running multiple full training trials, with selection based on validation set performance. We propose a gradient-based approach for locally adjusting hyperparameters during training of the model. Hyperparameters are adjusted so as to make the model parameter gradients, and hence updates, more advantageous for the validation cost. We explore the approach for tuning regularization hyperparameters and find that in experiments on MNIST, SVHN and CIFAR-10, the resulting regularization levels are within the optimal regions. The additional computational cost depends on how frequently the hyperparameters are trained, but the tested scheme adds only 30 computational overhead regardless of the model size. Since the method is significantly less computationally demanding compared to similar gradient-based approaches to hyperparameter optimization, and consistently finds good hyperparameter values, it can be a useful tool for training neural network models. We describe an end-to-end framework for learning parameters of min-cost flow multitarget tracking problem with quadratic trajectory interactions including suppression of overlapping tracks and contextual cues about co-occurrence of different objects. Our approach utilizes structured prediction with a tracking-specific loss function to learn the complete set of model parameters. Under our learning framework, we evaluate two different approaches to finding an optimal set of tracks under quadratic model objective based on an LP relaxation and a novel greedy extension to dynamic programming that handles pairwise interactions. We find the greedy algorithm achieves almost equivalent accuracy to the LP relaxation while being 2-7x faster than a commercial solver. We evaluate trained models on the challenging MOT and KITTI benchmarks. Surprisingly, we find that with proper parameter learning, our simple data-association model without explicit appearance motion reasoning is able to outperform many state-of-the-art methods that use far more complex motion features and affinity metric learning. Multiple Kernel Learning (MKL) aims to learn the kernel in an SVM from training data. Many MKL formulations have been proposed and some have proved effective in certain applications. Nevertheless, as MKL is a nascent field, many more formulations need to be developed to generalize across domains and meet the challenges of real world applications. However, each MKL formulation typically necessitates the development of a specialized optimization algorithm. The lack of an efficient, general purpose optimizer capable of handling a wide range of formulations presents a significant challenge to those looking to take MKL out of the lab and into the real world. This problem was somewhat alleviated by the development of the Generalized Multiple Kernel Learning (GMKL) formulation which admits fairly general kernel parameterizations and regularizers subject to mild constraints. However, the projected gradient descent GMKL optimizer is inefficient as the computation of the step size and a reasonably accurate objective function value or gradient direction are all expensive. We overcome these limitations by developing a Spectral Projected Gradient (SPG) descent optimizer which: a) takes into account second order information in selecting step sizes; b) employs a non-monotone step size selection criterion requiring fewer function evaluations; c) is robust to gradient noise, and d) can take quick steps when far away from the optimum. We show that our proposed SPG-GMKL optimizer can be an order of magnitude faster than projected gradient descent on even small and medium sized datasets. In some cases, SPG-GMKL can even outperform state-of-the-art specialized optimization algorithms developed for a single MKL formulation. Furthermore, we demonstrate that SPG-GMKL can scale well beyond gradient descent to large problems involving a million kernels or half a million data points. Our code and implementation are available publically. We focus on nonconvex and nonsmooth minimization problems with a composite objective, where the differentiable part of the objective is freed from the usual and restrictive global Lipschitz gradient continuity assumption. This longstanding smoothness restriction is pervasive in first order methods (FOM), and was recently circumvent for convex composite optimization by Bauschke, Bolte and Teboulle, through a simple and elegant framework which captures, all at once, the geometry of the function and of the feasible set. Building on this work, we tackle genuine nonconvex problems. We first complement and extend their approach to derive a full extended descent lemma by introducing the notion of smooth adaptable functions. We then consider a Bregman-based proximal gradient methods for the nonconvex composite model with smooth adaptable functions, which is proven to globally converge to a critical point under natural assumptions on the problem's data. To illustrate the power and potential of our general framework and results, we consider a broad class of quadratic inverse problems with sparsity constraints which arises in many fundamental applications, and we apply our approach to derive new globally convergent schemes for this class. Many state-of-the-art approaches for Multi Kernel Learning (MKL) struggle at finding a compromise between performance, sparsity of the solution and speed of the optimization process. In this paper we look at the MKL problem at the same time from a learning and optimization point of view. So, instead of designing a regularizer and then struggling to find an efficient method to minimize it, we design the regularizer while keeping the optimization algorithm in mind. Hence, we introduce a novel MKL formulation, which mixes elements of p-norm and elastic-net kind of regularization. We also propose a fast stochastic gradient descent method that solves the novel MKL formulation. We show theoretically and empirically that our method has 1) state-of-the-art performance on many classification tasks; 2) exact sparse solutions with a tunable level of sparsity; 3) a convergence rate bound that depends only logarithmically on the number of kernels used, and is independent of the sparsity required; 4) independence on the particular convex loss function used. Most models in machine learning contain at least one hyperparameter to control for model complexity. Choosing an appropriate set of hyperparameters is both crucial in terms of model accuracy and computationally challenging. In this work we propose an algorithm for the optimization of continuous hyperparameters using inexact gradient information. An advantage of this method is that hyperparameters can be updated before model parameters have fully converged. We also give sufficient conditions for the global convergence of this method, based on regularity conditions of the involved functions and summability of errors. Finally, we validate the empirical performance of this method on the estimation of regularization constants of L2-regularized logistic regression and kernel Ridge regression. Empirical benchmarks indicate that our approach is highly competitive with respect to state of the art methods. We develop a new proximal-gradient method for minimizing the sum of a differentiable, possibly nonconvex, function plus a convex, possibly nondifferentiable, function. The key features of the proposed method are the definition of a suitable descent direction, based on the proximal operator associated to the convex part of the objective function, and an Armijo-like rule to determine the stepsize along this direction ensuring the sufficient decrease of the objective function. In this frame, we especially address the possibility of adopting a metric which may change at each iteration and an inexact computation of the proximal point defining the descent direction. For the more general nonconvex case, we prove that all limit points of the iterates sequence are stationary, while for convex objective functions we prove the convergence of the whole sequence to a minimizer, under the assumption that a minimizer exists. In the latter case, assuming also that the gradient of the smooth part of the objective function... A hierarchical Bayes Gaussian Mixture Model (HBGMM) with adaptive sparsity is proposed.We impose our hierarchical Bayes prior on the entries of precision matrices in GMM to encourage sparsity.Our adaptive sparsity can reduce the dimensionality of the parameters in GMM to be estimated.Our HBGMM method does not involve any hyperparameters to be estimated, i.e., it is hyperparameter-free. Gaussian Mixture Model (GMM) has been widely used in statistics for its great flexibility. However, parameter estimation for GMM with high dimensionality is a challenge because of the large number of parameters and the lack of observation data. In this paper, we propose an effective method named hierarchical Bayes based Adaptive Sparsity in Gaussian Mixture Model (ASGMM) to estimate the parameters in a GMM by incorporating a two-layer hierarchical Bayes based adaptive sparsity prior. The prior we impose on the precision matrices can encourage sparsity and hence reduce the dimensionality of the parameters to be estimated. In contrast to the l 1 -norm penalty or Laplace prior, our approach does not involve any hyperparameters that must be tuned, and the sparsity adapts to the observation data. The proposed method is achieved by three steps: first, we formulate an adaptive hierarchical Bayes model of the precision matrices in the GMM with a Jeffrey's noninformative hyperprior, which expresses scale-invariance and, more importantly, is hyperparameter-free and unbiased. Second, we perform a Cholesky decomposition on the precision matrices to impose the positive definite property. Finally, we exploit the expectation maximization (EM) algorithm to obtain the final estimated parameters in the GMM. Experimental results on synthetic and real-world datasets demonstrate that ASGMM cannot only adapt the sparsity of high-dimensional data with small estimated error, but also achieve better clustering performance comparing with several classical methods. Maximization of mutual information of voxel intensities has been demonstrated to be a very powerful criterion for three-dimensional medical image registration, allowing robust and accurate fully automated affine registration of multimodal images in a variety of applications, without the need for segmentation or other preprocessing of the images. In this paper, we investigate the performance of various optimization methods and multiresolution strategies for maximization of mutual information, aiming at increasing registration speed when matching large high-resolution images. We show that mutual information is a continuous function of the affine registration parameters when appropriate interpolation is used and we derive analytic expressions of its derivatives that allow numerically exact evaluation of its gradient. Various multiresolution gradient- and non-gradient-based optimization strategies, such as Powell, simplex, steepest-descent, conjugate-gradient, quasi-Newton and Levenberg—Marquardt methods, are evaluated for registration of computed tomography (CT) and magnetic resonance images of the brain. Speed-ups of a factor of 3 on average compared to Powell's method at full resolution are achieved with similar precision and without a loss of robustness with the simplex, conjugate-gradient and Levenberg—Marquardt method using a two-level multiresolution scheme. Large data sets such as 2562 × 128 MR and 5122 × 48 CT images can be registered with subvoxel precision in < 5 min CPU time on current workstations. Different neural network architectures, hyperparameters and training protocols lead to different performances as a function of time. Human experts routinely inspect the resulting learning curves to quickly terminate runs with poor hyperparameter settings and thereby considerably speed up manual hyperparameter optimization. Exploiting the same information in automatic Bayesian hyperparameter optimization requires a probabilistic model of learning curves across hyperparameter settings. Here, we study the use of Bayesian neural networks for this purpose and improve their performance by a specialized learning curve layer. Several recent advances to the state of the art in image classification benchmarks have come from better configurations of existing techniques rather than novel approaches to feature learning. Traditionally, hyper-parameter optimization has been the job of humans because they can be very efficient in regimes where only a few trials are possible. Presently, computer clusters and GPU processors make it possible to run more trials and we show that algorithmic approaches can find better results. We present hyper-parameter optimization results on tasks of training neural networks and deep belief networks (DBNs). We optimize hyper-parameters using random search and two new greedy sequential methods based on the expected improvement criterion. Random search has been shown to be sufficiently efficient for learning neural networks for several datasets, but we show it is unreliable for training DBNs. The sequential algorithms are applied to the most difficult DBN learning problems from [1] and find significantly better results than the best previously reported. This work contributes novel techniques for making response surface models P(y|x) in which many elements of hyper-parameter assignment (x) are known to be irrelevant given particular values of other elements. The performance of many machine learning algorithms depends crucially on the hyperparameter settings, especially in Deep Learning. Manually tuning the hyperparameters is laborious and time consuming. To address this issue, Bayesian optimization (BO) methods and their extensions have been proposed to optimize the hyperparameters automatically. However, they still suffer from highly computational expense when applying to deep generative models (DGMs) due to their strategy of the black-box function optimization. This paper provides a new hyperparameter optimization procedure at the pre-training phase of the DGMs, where we avoid combining all layers as one black-box function by taking advantage of the layer-by-layer learning strategy. Following this procedure, we are able to optimize multiple hyperparameters in an adaptive way by using Gaussian process. In contrast to the traditional BO methods, which mainly focus on the supervised models, the pre-training procedure is unsupervised where there is no validation error can be used. To alleviate this problem, this paper proposes a new holdout loss, the free energy gap, which takes into account both factors of the model fitting and over-fitting. The empirical evaluations demonstrate that our method not only speeds up the process of hyperparameter optimization, but also improves the performances of DGMs significantly in both the supervised and unsupervised learning tasks.