Work

A Probabilistically Motivated Learning Rate Adaptation for Stochastic Optimization

Year: 2021
Type: preprint
Abstract: Machine learning practitioners invest significant manual and computational resources in finding suitable learning rates for optimization algorithms. We provide a probabilistic motivation, in terms of Gaussian inference, for popular stochastic first-order methods. As an important special case, it recovers the Polyak step with a general metric. The inference allows us to relate the learning rate to a dimensionless quantity that can be automatically adapted during training by a control algorithm. The resulting meta-algorithm is shown to adapt learning rates in a robust manner across a large range of initial values when applied to deep learning benchmark problems.
Language: English
Open Access status: green
OpenAlex ID: W3131236796
Cites: 33
Cited by: 1
Related to: 10