Recurrent Neural Networks, or RNNs, are powerful models that achieve exceptional performance on a plethora pattern recognition problems. However, the training of RNNs is a computationally difficult task owing to the well-known "vanishing exploding" gradient problem. Algorithms proposed for training RNNs either exploit no or limited curvature information and have cheap per-iteration complexity, or attempt to gain significant curvature information at the cost of increased per-iteration cost. The former set includes diagonally-scaled first-order methods such as Adagrad and Adam, while the latter consists of second-order algorithms like Hessian-Free Newton and K-FAC. In this paper, we present adaQN, a stochastic quasi-Newton algorithm for training RNNs. Our approach retains a low per-iteration cost while allowing for non-diagonal scaling through a stochastic L-BFGS updating scheme. The method uses a novel L-BFGS scaling initialization scheme and is judicious in storing and retaining L-BFGS curvature pairs. We present numerical experiments on two language modeling tasks and show that adaQN is competitive with popular RNN training algorithms.
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.  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.