Learning-Rate-Free Learning: Dissecting D-Adaptation and Probabilistic Line Search

08/06/2023
by   Max McGuinness, et al.
0

This paper explores two recent methods for learning rate optimisation in stochastic gradient descent: D-Adaptation (arXiv:2301.07733) and probabilistic line search (arXiv:1502.02846). These approaches aim to alleviate the burden of selecting an initial learning rate by incorporating distance metrics and Gaussian process posterior estimates, respectively. In this report, I provide an intuitive overview of both methods, discuss their shared design goals, and devise scope for merging the two algorithms.

READ FULL TEXT
research
06/25/2020

Automatic Tuning of Stochastic Gradient Descent with Bayesian Optimisation

Many machine learning models require a training procedure based on runni...
research
03/29/2017

Probabilistic Line Searches for Stochastic Optimization

In deterministic optimization, line searches are a standard tool ensurin...
research
12/21/2020

A comparison of learning rate selection methods in generalized Bayesian inference

Generalized Bayes posterior distributions are formed by putting a fracti...
research
02/25/2020

Statistical Adaptive Stochastic Gradient Methods

We propose a statistical adaptive procedure called SALSA for automatical...
research
11/22/2021

Towards a Principled Learning Rate Adaptation for Natural Evolution Strategies

Natural Evolution Strategies (NES) is a promising framework for black-bo...
research
02/22/2021

A Probabilistically Motivated Learning Rate Adaptation for Stochastic Optimization

Machine learning practitioners invest significant manual and computation...
research
05/24/2023

Learning Rate Free Bayesian Inference in Constrained Domains

We introduce a suite of new particle-based algorithms for sampling on co...

Please sign up or login with your details

Forgot password? Click here to reset