LGMLDec 24, 2019

CProp: Adaptive Learning Rate Scaling from Past Gradient Conformity

arXiv:1912.11493v13 citationsHas Code
Originality Incremental advance
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This work addresses a common issue in optimization for machine learning practitioners, offering an incremental improvement by extending existing optimizers with adaptive learning rate scheduling.

The paper tackles the problem of varying effective learning rates during training by proposing CProp, a gradient scaling method that adapts the learning rate based on past gradient conformity, resulting in significant gains in training speed for both SGD and Adam.

Most optimizers including stochastic gradient descent (SGD) and its adaptive gradient derivatives face the same problem where an effective learning rate during the training is vastly different. A learning rate scheduling, mostly tuned by hand, is usually employed in practice. In this paper, we propose CProp, a gradient scaling method, which acts as a second-level learning rate adapting throughout the training process based on cues from past gradient conformity. When the past gradients agree on direction, CProp keeps the original learning rate. On the contrary, if the gradients do not agree on direction, CProp scales down the gradient proportionally to its uncertainty. Since it works by scaling, it could apply to any existing optimizer extending its learning rate scheduling capability. We put CProp to a series of tests showing significant gain in training speed on both SGD and adaptive gradient method like Adam. Codes are available at https://github.com/phizaz/cprop .

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