Calibrating the Adaptive Learning Rate to Improve Convergence of ADAMQianqian Tong, Guannan Liang, Jinbo Bi
Adaptive gradient methods (AGMs) have become popular in optimizing the nonconvex problems in deep learning area. We revisit AGMs and identify that the adaptive learning rate (A-LR) used by AGMs varies significantly across the dimensions of the problem over epochs (i.e., anisotropic scale), which may lead to issues in convergence and generalization. All existing modified AGMs actually represent efforts in revising the A-LR. Theoretically, we provide a new way to analyze the convergence of AGMs and prove that the convergence rate of \textsc{Adam} also depends on its hyper-parameter $ε$, which has been overlooked previously. Based on these two facts, we propose a new AGM by calibrating the A-LR with an activation ({\em softplus}) function, resulting in the \textsc{Sadam} and \textsc{SAMSGrad} methods \footnote{Code is available at https://github.com/neilliang90/Sadam.git.}. We further prove that these algorithms enjoy better convergence speed under nonconvex, non-strongly convex, and Polyak-Łojasiewicz conditions compared with \textsc{Adam}. Empirical studies support our observation of the anisotropic A-LR and show that the proposed methods outperform existing AGMs and generalize even better than S-Momentum in multiple deep learning tasks.
2.7LGJan 5
GEM-Style Constraints for PEFT with Dual Gradient Projection in LoRABrian Tekmen, Jason Yin, Qianqian Tong
Full fine-tuning of Large Language Models (LLMs) is computationally costly, motivating Continual Learning (CL) approaches that utilize parameter-efficient adapters. We revisit Gradient Episodic Memory (GEM) within the Low-Rank Adapter (LoRA) subspace and introduce I-GEM: a fixed-budget, GPU-resident dual projected-gradient approximation to GEM's quadratic projection. By constraining non-interference solely within the adapter parameters, I-GEM preserves GEM-like stability with orders-of-magnitude lower mean projection overhead. On a 3-task AG News split with induced domain drift, using GPT-2 (355M) and LoRA ($r=8$), I-GEM matches GEM's average accuracy (within $\sim\!0.04$ pts) and outperforms A-GEM by $\sim\!1.4$ pts. Crucially, it reduces projection time vs.\ GEM by a factor of $\sim\!10^3$. These results suggest that applying GEM constraints in the LoRA subspace is a practical pathway for continual learning at the LLM scale.
2.2OCMar 7, 2021
Escaping Saddle Points with Stochastically Controlled Stochastic Gradient MethodsGuannan Liang, Qianqian Tong, Chunjiang Zhu et al.
Stochastically controlled stochastic gradient (SCSG) methods have been proved to converge efficiently to first-order stationary points which, however, can be saddle points in nonconvex optimization. It has been observed that a stochastic gradient descent (SGD) step introduces anistropic noise around saddle points for deep learning and non-convex half space learning problems, which indicates that SGD satisfies the correlated negative curvature (CNC) condition for these problems. Therefore, we propose to use a separate SGD step to help the SCSG method escape from strict saddle points, resulting in the CNC-SCSG method. The SGD step plays a role similar to noise injection but is more stable. We prove that the resultant algorithm converges to a second-order stationary point with a convergence rate of $\tilde{O}( ε^{-2} log( 1/ε))$ where $ε$ is the pre-specified error tolerance. This convergence rate is independent of the problem dimension, and is faster than that of CNC-SGD. A more general framework is further designed to incorporate the proposed CNC-SCSG into any first-order method for the method to escape saddle points. Simulation studies illustrate that the proposed algorithm can escape saddle points in much fewer epochs than the gradient descent methods perturbed by either noise injection or a SGD step.
9.9LGDec 31, 2020
Federated Nonconvex Sparse LearningQianqian Tong, Guannan Liang, Tan Zhu et al.
Nonconvex sparse learning plays an essential role in many areas, such as signal processing and deep network compression. Iterative hard thresholding (IHT) methods are the state-of-the-art for nonconvex sparse learning due to their capability of recovering true support and scalability with large datasets. Theoretical analysis of IHT is currently based on centralized IID data. In realistic large-scale situations, however, data are distributed, hardly IID, and private to local edge computing devices. It is thus necessary to examine the property of IHT in federated settings, which update in parallel on local devices and communicate with a central server only once in a while without sharing local data. In this paper, we propose two IHT methods: Federated Hard Thresholding (Fed-HT) and Federated Iterative Hard Thresholding (FedIter-HT). We prove that both algorithms enjoy a linear convergence rate and have strong guarantees to recover the optimal sparse estimator, similar to traditional IHT methods, but now with decentralized non-IID data. Empirical results demonstrate that the Fed-HT and FedIter-HT outperform their competitor - a distributed IHT, in terms of decreasing the objective values with lower requirements on communication rounds and bandwidth.
1.2LGSep 14, 2020
Effective Proximal Methods for Non-convex Non-smooth Regularized LearningGuannan Liang, Qianqian Tong, Jiahao Ding et al.
Sparse learning is a very important tool for mining useful information and patterns from high dimensional data. Non-convex non-smooth regularized learning problems play essential roles in sparse learning, and have drawn extensive attentions recently. We design a family of stochastic proximal gradient methods by applying arbitrary sampling to solve the empirical risk minimization problem with a non-convex and non-smooth regularizer. These methods draw mini-batches of training examples according to an arbitrary probability distribution when computing stochastic gradients. A unified analytic approach is developed to examine the convergence and computational complexity of these methods, allowing us to compare the different sampling schemes. We show that the independent sampling scheme tends to improve performance over the commonly-used uniform sampling scheme. Our new analysis also derives a tighter bound on convergence speed for the uniform sampling than the best one available so far. Empirical evaluations demonstrate that the proposed algorithms converge faster than the state of the art.
12.8LGSep 14, 2020
Effective Federated Adaptive Gradient Methods with Non-IID Decentralized DataQianqian Tong, Guannan Liang, Jinbo Bi
Federated learning allows loads of edge computing devices to collaboratively learn a global model without data sharing. The analysis with partial device participation under non-IID and unbalanced data reflects more reality. In this work, we propose federated learning versions of adaptive gradient methods - Federated AGMs - which employ both the first-order and second-order momenta, to alleviate generalization performance deterioration caused by dissimilarity of data population among devices. To further improve the test performance, we compare several schemes of calibration for the adaptive learning rate, including the standard Adam calibrated by $ε$, $p$-Adam, and one calibrated by an activation function. Our analysis provides the first set of theoretical results that the proposed (calibrated) Federated AGMs converge to a first-order stationary point under non-IID and unbalanced data settings for nonconvex optimization. We perform extensive experiments to compare these federated learning methods with the state-of-the-art FedAvg, FedMomentum and SCAFFOLD and to assess the different calibration schemes and the advantages of AGMs over the current federated learning methods.