Deep learning neural networks are trained using the stochastic gradient descent optimization algorithm. The learning rate is a hyperparameter that controls how much to change the model in response to the estimated error each time the model weights are updated. Choosing the learning rate is challenging as a value too small may result in a long training process that could get stuck, whereas a value too large may result in learning a sub-optimal set of weights too fast or an unstable training process. The learning rate may be the most important hyperparameter when configuring your neural network. Therefore it is vital to know how to investigate the effects of the learning rate on model performance and to build an intuition about the dynamics of the learning rate on model behavior. In this tutorial, you will discover the effects of the learning rate, learning rate schedules, and adaptive learning rates on model performance. Deep learning neural networks are trained using the stochastic gradient descent algorithm.
Function optimization is a foundational area of study and the techniques are used in almost every quantitative field. Importantly, function optimization is central to almost all machine learning algorithms, and predictive modeling projects. As such, it is critical to understand what function optimization is, the terminology used in the field, and the elements that constitute a function optimization problem. In this tutorial, you will discover a gentle introduction to function optimization. A Gentle Introduction to Function Optimization Photo by USFS, Interior West FIA, some rights reserved.
Global optimization finds applications in a wide range of real world problems. The multi-start methods are a popular class of global optimization techniques, which are based on the ideas of conducting local searches at multiple starting points, and then sequentially determine the starting points according to some prescribed rules. In this work we propose a new multi-start algorithm where the starting points are determined in a Bayesian optimization framework. Specifically, the method can be understood as to construct a new function by conducting local searches of the original objective function, where the new function attains the same global optima as the original one. Bayesian optimization is then applied to find the global optima of the new local search based function.
We propose a "plan online and learn offline" framework for the setting where an agent, with an internal model, needs to continually act and learn in the world. Our work builds on the synergistic relationship between local model-based control, global value function learning, and exploration. We study how local trajectory optimization can cope with approximation errors in the value function, and can stabilize and accelerate value function learning. Conversely, we also study how approximate value functions can help reduce the planning horizon and allow for better policies beyond local solutions. Finally, we also demonstrate how trajectory optimization can be used to perform temporally coordinated exploration in conjunction with estimating uncertainty in value function approximation. This exploration is critical for fast and stable learning of the value function. Combining these components enable solutions to complex control tasks, like humanoid locomotion and dexterous in-hand manipulation, in the equivalent of a few minutes of experience in the real world.