Automatic Gradient Descent: Deep Learning without HyperparametersJeremy Bernstein, Chris Mingard, Kevin Huang et al. · mit
The architecture of a deep neural network is defined explicitly in terms of the number of layers, the width of each layer and the general network topology. Existing optimisation frameworks neglect this information in favour of implicit architectural information (e.g. second-order methods) or architecture-agnostic distance functions (e.g. mirror descent). Meanwhile, the most popular optimiser in practice, Adam, is based on heuristics. This paper builds a new framework for deriving optimisation algorithms that explicitly leverage neural architecture. The theory extends mirror descent to non-convex composite objective functions: the idea is to transform a Bregman divergence to account for the non-linear structure of neural architecture. Working through the details for deep fully-connected networks yields automatic gradient descent: a first-order optimiser without any hyperparameters. Automatic gradient descent trains both fully-connected and convolutional networks out-of-the-box and at ImageNet scale. A PyTorch implementation is available at https://github.com/jxbz/agd and also in Appendix B. Overall, the paper supplies a rigorous theoretical foundation for a next-generation of architecture-dependent optimisers that work automatically and without hyperparameters.
Investigating Generalization by Controlling Normalized MarginAlexander R. Farhang, Jeremy Bernstein, Kushal Tirumala et al. · mit
Weight norm $\|w\|$ and margin $γ$ participate in learning theory via the normalized margin $γ/\|w\|$. Since standard neural net optimizers do not control normalized margin, it is hard to test whether this quantity causally relates to generalization. This paper designs a series of experimental studies that explicitly control normalized margin and thereby tackle two central questions. First: does normalized margin always have a causal effect on generalization? The paper finds that no -- networks can be produced where normalized margin has seemingly no relationship with generalization, counter to the theory of Bartlett et al. (2017). Second: does normalized margin ever have a causal effect on generalization? The paper finds that yes -- in a standard training setup, test performance closely tracks normalized margin. The paper suggests a Gaussian process model as a promising explanation for this behavior.
6.6NEOct 18, 2022
Optimisation & Generalisation in Networks of NeuronsJeremy Bernstein · mit
The goal of this thesis is to develop the optimisation and generalisation theoretic foundations of learning in artificial neural networks. On optimisation, a new theoretical framework is proposed for deriving architecture-dependent first-order optimisation algorithms. The approach works by combining a "functional majorisation" of the loss function with "architectural perturbation bounds" that encode an explicit dependence on neural architecture. The framework yields optimisation methods that transfer hyperparameters across learning problems. On generalisation, a new correspondence is proposed between ensembles of networks and individual networks. It is argued that, as network width and normalised margin are taken large, the space of networks that interpolate a particular training set concentrates on an aggregated Bayesian method known as a "Bayes point machine". This correspondence provides a route for transferring PAC-Bayesian generalisation theorems over to individual networks. More broadly, the correspondence presents a fresh perspective on the role of regularisation in networks with vastly more parameters than data.
SketchOGD: Memory-Efficient Continual LearningYoungjae Min, Benjamin Wright, Jeremy Bernstein et al.
When machine learning models are trained continually on a sequence of tasks, they are often liable to forget what they learned on previous tasks--a phenomenon known as catastrophic forgetting. Proposed solutions to catastrophic forgetting tend to involve storing information about past tasks, meaning that memory usage is a chief consideration in determining their practicality. This paper develops a memory-efficient solution to catastrophic forgetting using the idea of matrix sketching, in the context of a simple continual learning algorithm known as orthogonal gradient descent (OGD). OGD finds weight updates that aim to preserve performance on prior datapoints, using gradients of the model on those datapoints. However, since the memory cost of storing prior model gradients grows with the runtime of the algorithm, OGD is ill-suited to continual learning over long time horizons. To address this problem, we propose SketchOGD. SketchOGD employs an online sketching algorithm to compress model gradients as they are encountered into a matrix of a fixed, user-determined size. In contrast to existing memory-efficient variants of OGD, SketchOGD runs online without the need for advance knowledge of the total number of tasks, is simple to implement, and is more amenable to analysis. We provide theoretical guarantees on the approximation error of the relevant sketches under a novel metric suited to the downstream task of OGD. Experimentally, we find that SketchOGD tends to outperform current state-of-the-art variants of OGD given a fixed memory budget.
Kernel Interpolation as a Bayes Point MachineJeremy Bernstein, Alex Farhang, Yisong Yue
A Bayes point machine is a single classifier that approximates the majority decision of an ensemble of classifiers. This paper observes that kernel interpolation is a Bayes point machine for Gaussian process classification. This observation facilitates the transfer of results from both ensemble theory as well as an area of convex geometry known as Brunn-Minkowski theory to derive PAC-Bayes risk bounds for kernel interpolation. Since large margin, infinite width neural networks are kernel interpolators, the paper's findings may help to explain generalisation in neural networks more broadly. Supporting this idea, the paper finds evidence that large margin, finite width neural networks behave like Bayes point machines too.