Learning to Optimize Neural Nets
Ke Li, Jitendra Malik
TL;DR
The paper tackles learning optimization algorithms capable of training high-dimensional, stochastic neural networks without hand-designed update rules. It extends Learning to Optimize through Guided Policy Search (GPS) and a convolutional GPS architecture that exploits permutation structure in neural nets. By meta-training on MNIST-like shallow nets, the learned optimizer (Predicted Step Descent) generalizes to Toronto Faces Dataset and CIFAR-10/100 and remains robust to gradient noise and architectural changes. The results show the learned optimizer can outperform standard hand-engineered methods and previous learned optimizers, suggesting practical potential for automated optimizer design.
Abstract
Learning to Optimize is a recently proposed framework for learning optimization algorithms using reinforcement learning. In this paper, we explore learning an optimization algorithm for training shallow neural nets. Such high-dimensional stochastic optimization problems present interesting challenges for existing reinforcement learning algorithms. We develop an extension that is suited to learning optimization algorithms in this setting and demonstrate that the learned optimization algorithm consistently outperforms other known optimization algorithms even on unseen tasks and is robust to changes in stochasticity of gradients and the neural net architecture. More specifically, we show that an optimization algorithm trained with the proposed method on the problem of training a neural net on MNIST generalizes to the problems of training neural nets on the Toronto Faces Dataset, CIFAR-10 and CIFAR-100.
