Scalable One-Pass Optimisation of High-Dimensional Weight-Update Hyperparameters by Implicit Differentiation
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Abstract (arXiv)
Machine learning training methods depend plentifully and intricately on hyperparameters, motivating automated strategies for their optimisation. Many existing algorithms restart training for each new hyperparameter choice, at considerable computational cost. Some hypergradient-based one-pass methods exist, but these either cannot be applied to arbitrary optimiser hyperparameters (such as learning rates and momenta) or take several times longer to train than their base models. We extend these existing methods to develop an approximate hypergradient-based hyperparameter optimiser which is applicable to any continuous hyperparameter appearing in a differentiable model weight update, yet requires only one training episode, with no restarts. We also provide a motivating argument for convergence to the true hypergradient, and perform tractable gradient-based optimisation of independent learning rates for each model parameter. Our method performs competitively from varied random hyperparameter initialisations on several UCI datasets and Fashion-MNIST (using a one-layer MLP), Penn Treebank (using an LSTM) and CIFAR-10 (using a ResNet-18), in time only 2-3x greater than vanilla training.
Key facts. Cited by 7 papers in the map (data through 14 Oct 2026). Builds on 37 of its 70 references that are in the map. First posted on arXiv 20 Oct 2021.
Builds on
37 of 70 references.
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25 more
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Citing papers per year: 2022: 3; 2023: 4.
7 papers.
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- 2022Bi-level Physics-Informed Neural Networks for PDE Constrained Optimization using Broyden's Hypergradientscited by 17
- 2023Making Scalable Meta Learning Practicalcited by 17
- 2022Simple and Effective Gradient-Based Tuning of Sequence-to-Sequence Modelscited by 2
- 2023Online Laplace Model Selection Revisitedcited by 2
- 2023Studying K-FAC Heuristics by Viewing Adam through a Second-Order Lenscited by 2
- 2023Series of Hessian-Vector Products for Tractable Saddle-Free Newton Optimisation of Neural Networkscited by 1
- 2023Studying K-FAC Heuristics by Viewing Adam through a Second-Order Lens23 Oct 2023
- 2023Series of Hessian-Vector Products for Tractable Saddle-Free Newton Optimisation of Neural Networks23 Oct 2023
- 2023Making Scalable Meta Learning Practical9 Oct 2023
- 2023Online Laplace Model Selection Revisited12 Jul 2023
- 2022Bi-level Physics-Informed Neural Networks for PDE Constrained Optimization using Broyden's Hypergradients15 Sep 2022
- 2022Simple and Effective Gradient-Based Tuning of Sequence-to-Sequence Models10 Sep 2022
- 2022Meta-learning Adaptive Deep Kernel Gaussian Processes for Molecular Property Prediction5 May 2022