Branch-and-Pruning Optimization Towards Global Optimality in Deep Learning
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It has been attracting more and more attention to understand the global optimality in deep learning (DL) recently. However, conventional DL solvers, have not been developed intentionally to seek for such global optimality. In this paper, we propose a novel approximation algorithm, BPGrad, towards optimizing deep models globally via branch and pruning. The proposed BPGrad algorithm is based on the assumption of Lipschitz continuity in DL, and as a result, it can adaptively determine the step size for the current gradient given the history of previous updates, wherein theoretically no smaller steps can achieve the global optimality. We prove that, by repeating such a branch-and-pruning procedure, we can locate the global optimality within finite iterations. Empirically an efficient adaptive solver based on BPGrad for DL is proposed as well, and it outperforms conventional DL solvers such as Adagrad, Adadelta, RMSProp, and Adam in the tasks of object recognition, detection, and segmentation. The code is available at <https://github.com/RyanCV/BPGrad>.
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