Distributed Hessian-Free Optimization for Deep Neural Network

Training deep neural network is a high dimensional and a highly non-convex optimization problem. In this paper, we revisit Hessian-free optimization method for deep networks with negative curvature direction detection. We also develop its distributed variant and demonstrate superior scaling potential to SGD, which allows more efficiently utilizing larger computing resources thus enabling large models and faster time to obtain desired solution. We show that these techniques accelerate the training process for both the standard MNIST dataset and also the TIMIT speech recognition problem, demonstrating robust performance with upto an order of magnitude larger batch sizes. This increased scaling potential is illustrated with near linear speed-up on upto 32 CPU nodes for a simple 4-layer network.