Structured weight pruning is a representative model compression technique of DNNs to reduce the storage and computation requirements and accelerate inference. An automatic hyperparameter determination process is necessary due to the large number of flexible hyperparameters. This work proposes AutoSlim, an automatic structured pruning framework with the following key performance improvements: (i) effectively incorporate the combination of structured pruning schemes in the automatic process; (ii) adopt the state-of-art ADMM-based structured weight pruning as the core algorithm, and propose an innovative additional purification step for further weight reduction without accuracy loss; and (iii) develop effective heuristic search method enhanced by experience-based guided search, replacing the prior deep reinforcement learning technique which has underlying incompatibility with the target pruning problem. Extensive experiments on CIFAR-10 and ImageNet datasets demonstrate that AutoSlim is the key to achieve ultra-high pruning rates on the number of weights and FLOPs that cannot be achieved before. As an example, AutoSlim outperforms the prior work on automatic model compression by up to 33 @math in pruning rate under the same accuracy. We release all models of this work at anonymous link: this http URL.
Alternating Direction Method of Multipliers (ADMM) is a powerful mathematical optimization technique, by decomposing an original problem into two subproblems that can be solved separately and efficiently @cite_33 . Consider the general optimization problem @math . In ADMM, it is decomposed into two subproblems on @math and @math ( @math is an auxiliary variable), to be solved iteratively until convergence. The first subproblem derives @math given @math : @math . The second subproblem derives @math given @math : @math . Both @math and @math are quadratic functions.
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Many problems of recent interest in statistics and machine learning can be posed in the framework of convex optimization. Due to the explosion in size and complexity of modern datasets, it is increasingly important to be able to solve problems with a very large number of features or training examples. As a result, both the decentralized collection or storage of these datasets as well as accompanying distributed solution methods are either necessary or at least highly desirable. In this review, we argue that the alternating direction method of multipliers is well suited to distributed convex optimization, and in particular to large-scale problems arising in statistics, machine learning, and related areas. The method was developed in the 1970s, with roots in the 1950s, and is equivalent or closely related to many other algorithms, such as dual decomposition, the method of multipliers, Douglas–Rachford splitting, Spingarn's method of partial inverses, Dykstra's alternating projections, Bregman iterative algorithms for l1 problems, proximal methods, and others. After briefly surveying the theory and history of the algorithm, we discuss applications to a wide variety of statistical and machine learning problems of recent interest, including the lasso, sparse logistic regression, basis pursuit, covariance selection, support vector machines, and many others. We also discuss general distributed optimization, extensions to the nonconvex setting, and efficient implementation, including some details on distributed MPI and Hadoop MapReduce implementations.