Regularization in the optimization of deep neural networks is often critical to avoid undesirable over-fitting leading to better generalization of model. One of the most popular regularization algorithms is to impose @math penalty on the model parameters resulting in the decay of parameters, called weight-decay, and the decay rate is generally constant to all the model parameters in the course of optimization. In contrast to the previous approach based on the constant rate of weight-decay, we propose to consider the residual that measures dissimilarity between the current state of model and observations in the determination of the weight-decay for each parameter in an adaptive way, called adaptive weight-decay (AdaDecay) where the gradient norms are normalized within each layer and the degree of regularization for each parameter is determined in proportional to the magnitude of its gradient using the sigmoid function. We empirically demonstrate the effectiveness of AdaDecay in comparison to the state-of-the-art optimization algorithms using popular benchmark datasets: MNIST, Fashion-MNIST, and CIFAR-10 with conventional neural network models ranging from shallow to deep. The quantitative evaluation of our proposed algorithm indicates that AdaDecay improves generalization leading to better accuracy across all the datasets and models.
Learning Rate Annealing: The stochastic gradient, calculated by a subset of data, gives a noise to gradient and provides an implicit regularization effect @cite_41 . In SGD, parameters are updated by subtracting the gradient with the stochastic noise multiplied by the learning rate. The learning rate should shrink in order to reduce the noise and converge the algorithm. To this aim, a variety of learning rate annealing, e.g. exponential @cite_44 and staircase @cite_53 , and the adaptive learning rates, e.g., AdaGrad @cite_31 , have been proposed, The sophisticated adaptive techniques, e.g., RMSprop @cite_36 and Adam @cite_9 , enable parameter-wise control of the learning rates. The drawback of learning rate techniques on the regularization is that it reduces or increases both the step-size and the noise.
@cite_41 @cite_36 @cite_53 @cite_9 @cite_44 @cite_31
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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. We introduce Adam, an algorithm for first-order gradient-based optimization of stochastic objective functions, based on adaptive estimates of lower-order moments. The method is straightforward to implement, is computationally efficient, has little memory requirements, is invariant to diagonal rescaling of the gradients, and is well suited for problems that are large in terms of data and or parameters. The method is also appropriate for non-stationary objectives and problems with very noisy and or sparse gradients. The hyper-parameters have intuitive interpretations and typically require little tuning. Some connections to related algorithms, on which Adam was inspired, are discussed. We also analyze the theoretical convergence properties of the algorithm and provide a regret bound on the convergence rate that is comparable to the best known results under the online convex optimization framework. Empirical results demonstrate that Adam works well in practice and compares favorably to other stochastic optimization methods. Finally, we discuss AdaMax, a variant of Adam based on the infinity norm. We address the problem of determining optimal stepsizes for estimating parameters in the context of approximate dynamic programming. The sufficient conditions for convergence of the stepsize rules have been known for 50 years, but practical computational work tends to use formulas with parameters that have to be tuned for specific applications. The problem is that in most applications in dynamic programming, observations for estimating a value function typically come from a data series that can be initially highly transient. The degree of transience affects the choice of stepsize parameters that produce the fastest convergence. In addition, the degree of initial transience can vary widely among the value function parameters for the same dynamic program. This paper reviews the literature on deterministic and stochastic stepsize rules, and derives formulas for optimal stepsizes for minimizing estimation error. This formula assumes certain parameters are known, and an approximation is proposed for the case where the parameters are unknown. Experimental work shows that the approximation provides faster convergence than other popular formulas. We present a new family of subgradient methods that dynamically incorporate knowledge of the geometry of the data observed in earlier iterations to perform more informative gradient-based learning. Metaphorically, the adaptation allows us to find needles in haystacks in the form of very predictive but rarely seen features. Our paradigm stems from recent advances in stochastic optimization and online learning which employ proximal functions to control the gradient steps of the algorithm. We describe and analyze an apparatus for adaptively modifying the proximal function, which significantly simplifies setting a learning rate and results in regret guarantees that are provably as good as the best proximal function that can be chosen in hindsight. We give several efficient algorithms for empirical risk minimization problems with common and important regularization functions and domain constraints. We experimentally study our theoretical analysis and show that adaptive subgradient methods outperform state-of-the-art, yet non-adaptive, subgradient algorithms.