Gradient-based Hyperparameter Optimization through Reversible Learning

Gradient-based Hyperparameter Optimization through Reversible Learning

2 Apr 2015 | Dougal Maclaurin, David Duvenaud, Ryan P. Adams
The paper "Gradient-based Hyperparameter Optimization through Reversible Learning" by Dougal Maclaurin, David Duvenaud, and Ryan P. Adams addresses the challenge of tuning hyperparameters in machine learning models, which is typically difficult due to the lack of gradients. The authors propose a method to compute exact gradients of cross-validation performance with respect to all hyperparameters by reversing the entire training procedure, specifically stochastic gradient descent with momentum. This approach allows for the optimization of thousands of hyperparameters, including step-size schedules, weight initialization distributions, regularization schemes, and neural network architectures. The key contributions of the paper include: 1. **Reversible Learning**: The authors describe an algorithm that exactly reverses stochastic gradient descent with momentum to compute hypergradients. 2. **Efficient Memory Storage**: They propose a method to store only the necessary information to reverse learning dynamics, significantly reducing memory requirements. 3. **Optimization of Hyperparameters**: The paper demonstrates how these gradients can be used to optimize validation loss with respect to thousands of hyperparameters, including fine-grained learning-rate schedules, per-layer initialization distributions, and per-pixel data preprocessing. The authors also provide insights into learning procedures by examining optimized learning-rate schedules and initialization procedures, comparing them to standard practices in the literature. The paper includes several experiments that showcase the effectiveness of the proposed method, such as optimizing learning rate schedules, weight initialization scales, regularization parameters, and even training data. The paper concludes by discussing the limitations and future work, including the challenges of meaningful gradients, overfitting, and discrete parameters. It also explores potential extensions, such as Bayesian optimization with gradients and reversible elementary computation for recurrent neural networks.The paper "Gradient-based Hyperparameter Optimization through Reversible Learning" by Dougal Maclaurin, David Duvenaud, and Ryan P. Adams addresses the challenge of tuning hyperparameters in machine learning models, which is typically difficult due to the lack of gradients. The authors propose a method to compute exact gradients of cross-validation performance with respect to all hyperparameters by reversing the entire training procedure, specifically stochastic gradient descent with momentum. This approach allows for the optimization of thousands of hyperparameters, including step-size schedules, weight initialization distributions, regularization schemes, and neural network architectures. The key contributions of the paper include: 1. **Reversible Learning**: The authors describe an algorithm that exactly reverses stochastic gradient descent with momentum to compute hypergradients. 2. **Efficient Memory Storage**: They propose a method to store only the necessary information to reverse learning dynamics, significantly reducing memory requirements. 3. **Optimization of Hyperparameters**: The paper demonstrates how these gradients can be used to optimize validation loss with respect to thousands of hyperparameters, including fine-grained learning-rate schedules, per-layer initialization distributions, and per-pixel data preprocessing. The authors also provide insights into learning procedures by examining optimized learning-rate schedules and initialization procedures, comparing them to standard practices in the literature. The paper includes several experiments that showcase the effectiveness of the proposed method, such as optimizing learning rate schedules, weight initialization scales, regularization parameters, and even training data. The paper concludes by discussing the limitations and future work, including the challenges of meaningful gradients, overfitting, and discrete parameters. It also explores potential extensions, such as Bayesian optimization with gradients and reversible elementary computation for recurrent neural networks.
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