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First-Order Preconditioning via Hypergradient Descent


Standard gradient descent methods are susceptible to a range of issues that can impede training, such as high correlations and different scaling in parameter space.These difficulties can be addressed by second-order approaches that apply a pre-conditioning matrix to the gradient to improve convergence. Unfortunately, such algorithms typically struggle to scale to high-dimensional problems, in part because the calculation of specific preconditioners such as the inverse Hessian or Fisher information matrix is highly expensive. We introduce first-order preconditioning (FOP), a fast, scalable approach that generalizes previous work on hypergradient descent (Almeida et al., 1998; Maclaurin et al., 2015; Baydin et al.,2017) to learn a preconditioning matrix that only makes use of first-order information. Experiments show that FOP is able to improve the performance of standard deep learning optimizers on visual classification and reinforcement learning tasks with minimal computational overhead. We also investigate the properties of the learned preconditioning matrices and perform a preliminary theoretical analysis of the algorithm.


Ted MoskovitzRui WangJanice LanSanyam KapoorThomas MiconiJason YosinskiAditya Rawal

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First-Order Preconditioning via Hypergradient Descent (PDF)

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Rui Wang
Rui Wang is a senior research scientist with Uber AI. He is passionate about advancing the state of the art of machine learning and AI, and connecting cutting-edge advances to the broader business and products at Uber. His recent work at Uber was published on leading international conferences in machine learning and AI (ICML, IJCAI, GECCO, etc.), won a Best Paper Award at GECCO 2019, and was covered by technology media such as Science, Wired, VentureBeat, and Quanta Magazine.
Janice Lan
Janice Lan is a research scientist with Uber AI.
Thomas Miconi
Thomas Miconi is a research scientist at Uber AI Labs.
Jason Yosinski
Jason Yosinski is a founding member of Uber AI Labs and there leads the Deep Collective research group. He is known for contributions to understanding neural network modeling, representations, and training. Prior to Uber, Jason worked on robotics at Caltech, co-founded two web companies, and started a robotics program in Los Angeles middle schools that now serves over 500 students. He completed his PhD working at the Cornell Creative Machines Lab, University of Montreal, JPL, and Google DeepMind. He is a recipient of the NASA Space Technology Research Fellowship, has co-authored over 50 papers and patents, and was VP of ML at Geometric Intelligence, which Uber acquired. His work has been profiled by NPR, the BBC, Wired, The Economist, Science, and the NY Times. In his free time, Jason enjoys cooking, reading, paragliding, and pretending he's an artist.
Aditya Rawal
Aditya Rawal is a research scientist at Uber AI Labs. His interests lies at the convergence of two research fields - neuroevolution and deep learning. His belief is that evolutionary search can replace human ingenuity in creating next generation of deep networks. Previously, Aditya received his MS/PhD in Computer Science from University of Texas at Austin, advised by Prof. Risto Miikkulainen. During his PhD, he developed neuroevolution algorithms to evolve recurrent architectures for sequence-prediction problems and construct multi-agent systems that cooperate, compete and communicate.