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Optimizing Millions of Hyperparameters by Implicit Differentiation (1911.02590v1)

Published 6 Nov 2019 in cs.LG and stat.ML

Abstract: We propose an algorithm for inexpensive gradient-based hyperparameter optimization that combines the implicit function theorem (IFT) with efficient inverse Hessian approximations. We present results about the relationship between the IFT and differentiating through optimization, motivating our algorithm. We use the proposed approach to train modern network architectures with millions of weights and millions of hyper-parameters. For example, we learn a data-augmentation network - where every weight is a hyperparameter tuned for validation performance - outputting augmented training examples. Jointly tuning weights and hyperparameters with our approach is only a few times more costly in memory and compute than standard training.

Citations (375)

Summary

  • The paper introduces an efficient algorithm that combines implicit differentiation with Neumann series approximations to optimize millions of hyperparameters.
  • It demonstrates significant reductions in computational overhead for applications like dataset distillation, learned data augmentation, and RNN regularization.
  • The work paves the way for future research into convergence analysis and continuous relaxations in large-scale hyperparameter optimization.

An Overview of "Optimizing Millions of Hyperparameters by Implicit Differentiation"

The paper "Optimizing Millions of Hyperparameters by Implicit Differentiation" by Jonathan Lorraine, Paul Vicol, and David Duvenaud presents a scalable algorithm for hyperparameter optimization (HO) in deep neural networks (DNNs). It leverages the implicit function theorem (IFT) combined with efficient approximations of Hessian inverses, enabling the tuning of millions of hyperparameters efficiently. This discussion emphasizes the salient points of their approach, the implications on practical and theoretical facets of neural network training, and possible future directions.

Algorithm and Contribution Summary

The paper tackles the computationally intensive challenge of hyperparameter optimization in modern neural architectures. Traditionally, optimizing hyperparameters, especially when they vastly outnumber model parameters, is constrained by computational resources. Lorraine et al. propose an algorithm that efficiently combines IFT with approximate Hessian inversions to considerably reduce the memory and computational overhead typical of gradient-based optimization methods.

The key innovation in the paper lies in circumventing the direct computation of the inverse Hessian, which is computationally infeasible for large models. Instead, they use a Neumann series approximation for the inverse, and their methodology effectively integrates with the concept of unrolled differentiation. The elegance of this method is its ability to break down the hypergradient into a tractable form involving only direct gradients and vector-Jacobian products.

Empirical Results and Implications

Empirical evaluations demonstrate the capability of the proposed method to handle millions of hyperparameters efficiently. The authors apply their algorithm to several diverse tasks:

  • Dataset Distillation: The technique is employed to distill datasets, capturing their essence in a reduced form of synthetic data. This experiment includes standard benchmarks such as MNIST and CIFAR datasets.
  • Learned Data Augmentation: The approach is further extended to learn data augmentation strategies directly from data, improving generalization without manually crafting augmentation techniques.
  • RNN Regularization: They tune a vast number of regularization hyperparameters in recurrent neural networks, specifically for LLMs, showcasing applicability in sequence modeling.

The successful generalization from these scenarios illustrates not only the robustness of tuning model hyperparameters but also highlights its potential to improve test-time model performance with carefully optimized hyperparameters. This is significant because a large validation partition is often required when fitting numerous hyperparameters to avoid overfitting, necessitating subsequent retraining of the model on combined datasets.

Theoretical and Practical Implications

Theoretically, this work supports a paradigm shift in how researchers might address HO in DNNs by emphasizing that model training can integrate hyperparameter optimization in a computational budget. Practically, this allows practitioners to exhaustively explore hyperparameter spaces that were previously computationally prohibitive. The stability observed with the proposed method compared to conjugate gradient approaches could influence future HO strategies, particularly in environments demanding constant memory usage and efficient computation.

Future Directions

Future advancements could explore the realms of discrete hyperparameter optimization utilizing continuous relaxations. Additionally, explicit investigations into the convergence characteristics of the proposed IFT-based gradients vis-à-vis noisy or mini-batch HO scenarios could further enrich understanding. Given the versatility of the approach, extending it to multi-agent reinforcement learning or adversarial training could also be promising, given the inherent complex interaction dynamics.

In conclusion, Lorraine et al.'s work significantly pushes the boundary for scalable hyperparameter optimization in deep learning, providing tools to optimize neural networks more efficiently, and thereby fostering development towards more intelligent AI systems.