Gradient Descent
The Efficiency and the Robustness of Natural Gradient Descent Learning Rule
Yang, Howard Hua, Amari, Shun-ichi
The inverse of the Fisher information matrix is used in the natural gradient descent algorithm to train single-layer and multi-layer perceptrons. We have discovered a new scheme to represent the Fisher information matrix of a stochastic multi-layer perceptron. Based on this scheme, we have designed an algorithm to compute the natural gradient. When the input dimension n is much larger than the number of hidden neurons, the complexity of this algorithm is of order O(n). It is confirmed by simulations that the natural gradient descent learning rule is not only efficient but also robust.
Relative Loss Bounds for Multidimensional Regression Problems
Kivinen, Jyrki, Warmuth, Manfred K. K.
We study online generalized linear regression with multidimensional outputs, i.e., neural networks with multiple output nodes but no hidden nodes. We allow at the final layer transfer functions such as the softmax function that need to consider the linear activations to all the output neurons. We use distance functions of a certain kind in two completely independent roles in deriving and analyzing online learning algorithms for such tasks. We use one distance function to define a matching loss function for the (possibly multidimensional) transfer function, which allows us to generalize earlier results from one-dimensional to multidimensional outputs. We use another distance function as a tool for measuring progress made by the online updates. This shows how previously studied algorithms such as gradient descent and exponentiated gradient fit into a common framework. We evaluate the performance of the algorithms using relative loss bounds that compare the loss of the online algoritm to the best off-line predictor from the relevant model class, thus completely eliminating probabilistic assumptions about the data.
Relative Loss Bounds for Multidimensional Regression Problems
Kivinen, Jyrki, Warmuth, Manfred K.
We study online generalized linear regression with multidimensional outputs, i.e., neural networks with multiple output nodes but no hidden nodes. We allow at the final layer transfer functions such as the softmax functionthat need to consider the linear activations to all the output neurons. We use distance functions of a certain kind in two completely independent roles in deriving and analyzing online learning algorithms for such tasks. We use one distance function to define a matching loss function for the (possibly multidimensional) transfer function, which allows usto generalize earlier results from one-dimensional to multidimensional outputs.We use another distance function as a tool for measuring progress made by the online updates. This shows how previously studied algorithmssuch as gradient descent and exponentiated gradient fit into a common framework. We evaluate the performance of the algorithms usingrelative loss bounds that compare the loss of the online algoritm to the best off-line predictor from the relevant model class, thus completely eliminating probabilistic assumptions about the data.
Using Curvature Information for Fast Stochastic Search
Orr, Genevieve B., Leen, Todd K.
We present an algorithm for fast stochastic gradient descent that uses a nonlinear adaptive momentum scheme to optimize the late time convergence rate. The algorithm makes effective use of curvature information, requires only O(n) storage and computation, and delivers convergence rates close to the theoretical optimum. We demonstrate the technique on linear and large nonlinear backprop networks.
One-unit Learning Rules for Independent Component Analysis
Neural one-unit learning rules for the problem of Independent Component Analysis (ICA) and blind source separation are introduced. In these new algorithms, every ICA neuron develops into a separator that finds one of the independent components. The learning rules use very simple constrained Hebbianjanti-Hebbian learning in which decorrelating feedback may be added. To speed up the convergence of these stochastic gradient descent rules, a novel computationally efficient fixed-point algorithm is introduced. 1 Introduction Independent Component Analysis (ICA) (Comon, 1994; Jutten and Herault, 1991) is a signal processing technique whose goal is to express a set of random variables as linear combinations of statistically independent component variables. The main applications of ICA are in blind source separation, feature extraction, and blind deconvolution.
Neural Learning in Structured Parameter Spaces - Natural Riemannian Gradient
The parameter space of neural networks has a Riemannian metric structure. The natural Riemannian gradient should be used instead of the conventional gradient, since the former denotes the true steepest descent direction of a loss function in the Riemannian space. The behavior of the stochastic gradient learning algorithm is much more effective if the natural gradient is used. The present paper studies the information-geometrical structure of perceptrons and other networks, and prove that the online learning method based on the natural gradient is asymptotically as efficient as the optimal batch algorithm. Adaptive modification of the learning constant is proposed and analyzed in terms of the Riemannian measure and is shown to be efficient.
Text-Based Information Retrieval Using Exponentiated Gradient Descent
Papka, Ron, Callan, James P., Barto, Andrew G.
The following investigates the use of single-neuron learning algorithms to improve the performance of text-retrieval systems that accept natural-language queries. A retrieval process is explained that transforms the natural-language query into the query syntax of a real retrieval system: the initial query is expanded using statistical and learning techniques and is then used for document ranking and binary classification. The results of experiments suggest that Kivinen and Warmuth's Exponentiated Gradient Descent learning algorithm works significantly better than previous approaches. 1 Introduction The following work explores two learning algorithms - Least Mean Squared (LMS) [1] and Exponentiated Gradient Descent (EG) [2] - in the context of text-based Information Retrieval (IR) systems. The experiments presented in [3] use connectionist learning models to improve the retrieval of relevant documents from a large collection of text. Previous work in the area employs various techniques for improving retrieval [6, 7, 14].
Using Curvature Information for Fast Stochastic Search
Orr, Genevieve B., Leen, Todd K.
We present an algorithm for fast stochastic gradient descent that uses a nonlinear adaptive momentum scheme to optimize the late time convergence rate. The algorithm makes effective use of curvature information, requires only O(n) storage and computation, and delivers convergence rates close to the theoretical optimum. We demonstrate the technique on linear and large nonlinear backprop networks.
One-unit Learning Rules for Independent Component Analysis
Neural one-unit learning rules for the problem of Independent Component Analysis (ICA) and blind source separation are introduced. In these new algorithms, every ICA neuron develops into a separator that finds one of the independent components. The learning rules use very simple constrained Hebbianjanti-Hebbian learning in which decorrelating feedback may be added. To speed up the convergence of these stochastic gradient descent rules, a novel computationally efficient fixed-point algorithm is introduced. 1 Introduction Independent Component Analysis (ICA) (Comon, 1994; Jutten and Herault, 1991) is a signal processing technique whose goal is to express a set of random variables as linear combinations of statistically independent component variables. The main applications of ICA are in blind source separation, feature extraction, and blind deconvolution.
Neural Learning in Structured Parameter Spaces - Natural Riemannian Gradient
The parameter space of neural networks has a Riemannian metric structure. The natural Riemannian gradient should be used instead of the conventional gradient, since the former denotes the true steepest descent direction of a loss function in the Riemannian space. The behavior of the stochastic gradient learning algorithm is much more effective if the natural gradient is used. The present paper studies the information-geometrical structure of perceptrons and other networks, and prove that the online learning method based on the natural gradient is asymptotically as efficient as the optimal batch algorithm. Adaptive modification of the learning constant is proposed and analyzed in terms of the Riemannian measure and is shown to be efficient.