Dual Gauss-Newton Directions for Deep Learning
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Abstract (arXiv)
Inspired by Gauss-Newton-like methods, we study the benefit of leveraging the structure of deep learning objectives, namely, the composition of a convex loss function and of a nonlinear network, in order to derive better direction oracles than stochastic gradients, based on the idea of partial linearization. In a departure from previous works, we propose to compute such direction oracles via their dual formulation, leading to both computational benefits and new insights. We demonstrate that the resulting oracles define descent directions that can be used as a drop-in replacement for stochastic gradients, in existing optimization algorithms. We empirically study the advantage of using the dual formulation as well as the computational trade-offs involved in the computation of such oracles.
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References · 25
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13 more
- 2017Catalyst Acceleration for First-order Convex Optimization: from Theory to Practicecited by 39
- 2019Efficient Subsampled Gauss-Newton and Natural Gradient Methods for Training Neural Networkscited by 33
- 2020Convolutional Neural Network Training with Distributed K-FACcited by 22
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- 2022Cutting Some Slack for SGD with Adaptive Polyak Stepsizescited by 18
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- 2023Modified Gauss-Newton Algorithms under Noisecited by 1
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