Recent advances in deep reinforcement learning have achieved human-level performance on a variety of real-world applications. However, the current algorithms still suffer from poor gradient estimation with excessive variance, resulting in unstable training and poor sample efficiency. In our paper, we proposed an innovative optimization strategy by utilizing stochastic variance reduced gradient (SVRG) techniques. With extensive experiments on Atari domain, our method outperforms the deep q-learning baselines on 18 out of 20 games.
In recent years, numerous techniques have been proposed to improve the convergence and stability of deep reinforcement learning and optimization method plays a critical role. The well-known @cite_25 uses SGD method. To accelerate the convergence rate and solve the challenges aforementioned, some important improvements are explored. AdaGrad @cite_18 adapts learning rate with respect to the frequency of parameters, and is well-suited for dealing with sparse data. RMSprop @cite_21 improves AdaGrad by resolving its radically diminishing learning rates. Adaptive Moment Estimate (Adam) @cite_8 combines the advantage of both AdaGrad and RMSprop while keeping momentum technique, empirically outperforming other adaptive learning-method algorithms. Under the mechanics of variance control, representative methods such as SAG @cite_13 and SDCA @cite_1 are proposed,.In terms of convergence rate with dramatic variance reduction and not requiring large gradient storage, Stochastic Variance Reduction @cite_20 significantly outperforms SAG and SDCA. Recently, second-order statistics optimization algorithms are adopted @cite_17 @cite_0 . However, second-order methods are infeasible in practice for high-dimensional training, such as neural network.
@cite_18 @cite_8 @cite_21 @cite_1 @cite_0 @cite_13 @cite_25 @cite_20 @cite_17
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Despite superior training outcomes, adaptive optimization methods such as Adam, Adagrad or RMSprop have been found to generalize poorly compared to Stochastic gradient descent (SGD). These methods tend to perform well in the initial portion of training but are outperformed by SGD at later stages of training. We investigate a hybrid strategy that begins training with an adaptive method and switches to SGD when appropriate. Concretely, we propose SWATS, a simple strategy which switches from Adam to SGD when a triggering condition is satisfied. The condition we propose relates to the projection of Adam steps on the gradient subspace. By design, the monitoring process for this condition adds very little overhead and does not increase the number of hyperparameters in the optimizer. We report experiments on several standard benchmarks such as: ResNet, SENet, DenseNet and PyramidNet for the CIFAR-10 and CIFAR-100 data sets, ResNet on the tiny-ImageNet data set and language modeling with recurrent networks on the PTB and WT2 data sets. The results show that our strategy is capable of closing the generalization gap between SGD and Adam on a majority of the tasks. Adaptive optimization methods, which perform local optimization with a metric constructed from the history of iterates, are becoming increasingly popular for training deep neural networks. Examples include AdaGrad, RMSProp, and Adam. We show that for simple overparameterized problems, adaptive methods often find drastically different solutions than gradient descent (GD) or stochastic gradient descent (SGD). We construct an illustrative binary classification problem where the data is linearly separable, GD and SGD achieve zero test error, and AdaGrad, Adam, and RMSProp attain test errors arbitrarily close to half. We additionally study the empirical generalization capability of adaptive methods on several state-of-the-art deep learning models. We observe that the solutions found by adaptive methods generalize worse (often significantly worse) than SGD, even when these solutions have better training performance. These results suggest that practitioners should reconsider the use of adaptive methods to train neural networks. It is common practice to decay the learning rate. Here we show one can usually obtain the same learning curve on both training and test sets by instead increasing the batch size during training. This procedure is successful for stochastic gradient descent (SGD), SGD with momentum, Nesterov momentum, and Adam. It reaches equivalent test accuracies after the same number of training epochs, but with fewer parameter updates, leading to greater parallelism and shorter training times. We can further reduce the number of parameter updates by increasing the learning rate @math and scaling the batch size @math . Finally, one can increase the momentum coefficient @math and scale @math , although this tends to slightly reduce the test accuracy. Crucially, our techniques allow us to repurpose existing training schedules for large batch training with no hyper-parameter tuning. We train Inception-ResNet-V2 on ImageNet to @math validation accuracy in under 2500 parameter updates, efficiently utilizing training batches of 65536 images. Parameter-specific adaptive learning rate methods are computationally efficient ways to reduce the ill-conditioning problems encountered when training large deep networks. Following recent work that strongly suggests that most of the critical points encountered when training such networks are saddle points, we find how considering the presence of negative eigenvalues of the Hessian could help us design better suited adaptive learning rate schemes. We show that the popular Jacobi preconditioner has undesirable behavior in the presence of both positive and negative curvature, and present theoretical and empirical evidence that the so-called equilibration preconditioner is comparatively better suited to non-convex problems. We introduce a novel adaptive learning rate scheme, called ESGD, based on the equilibration preconditioner. Our experiments show that ESGD performs as well or better than RMSProp in terms of convergence speed, always clearly improving over plain stochastic gradient descent.